# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0002071691-26-012484
**Filing Date:** 2026-5
**Character Count:** 914485
**Document Hash:** 231d90d19d7b2f9fcbe5e5c4a4af0616
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012484.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012484

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 261029730

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Low Duration Bond Portfolio (Series ID: S000062361)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202280 | Investor A Shares    |  |
| C000202281 | Investor C Shares    |  |
| C000202282 | Institutional Shares |  |
| C000202283 | Class R Shares       |  |
| C000202284 | Class K Shares       |  |
| C000202286 | Investor A1 Shares   |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds V

- **b. Investment Company Act file number:** 811-23339

- **c. CIK number of Registrant:** 0001738078

- **d. LEI of Registrant:** 54930077DSFQPJDWM487

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Low Duration Bond Portfolio

- **b. EDGAR series identifier (if any):** S000062361

- **c. LEI of Series:** HXUPEBLUHVD4YLUU0O61

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4012555890.33

**Total Liabilities:** $32319370.63

**Net Assets:** $3980236519.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 230140.67000000 | **1-Year:** 125799.47000000 | **5-Year:** 456450.51000000 | **10-Year:** 38222.49000000 | **30-Year:** 35119.25000000

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

- **3-Month:** 5263.09000000 | **1-Year:** 21499.97000000 | **5-Year:** 151178.97000000 | **10-Year:** 3449.60000000 | **30-Year:** 901.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202280 | 0.36%                | 0.44%                | -0.72%               |
| Class ID C000202282 | 0.49%                | 0.35%                | -0.70%               |
| Class ID C000202281 | 0.30%                | 0.38%                | -0.89%               |
| Class ID C000202284 | 0.39%                | 0.35%                | -0.70%               |
| Class ID C000202283 | 0.34%                | 0.42%                | -0.74%               |
| Class ID C000202286 | 0.37%                | 0.45%                | -0.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2825323.28              | $986721.72                                 |
| Month 2  | $1299410.32              | $5883556.42                                |
| Month 3  | $679742.58               | $-45334964.92                              |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bombardier, Inc.                                                     | Bombardier, Inc.                                                                                                             | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $183385.48    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mexican Peso                                                         | Mexican Peso                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |   1941800 | OU      | $108341.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-3, Class C                                                                        | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132373.24    | 0.00%             | 2049-06-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9751000 | PA      | $9756634.91   | 0.25%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                   | Chemours Co. (The)                                                                                                           | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    201000 | PA      | $200941.57    | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                 | Emera US Finance LLC                                                                                                         | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4904000 | PA      | $4898160.12   | 0.12%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3381000 | PA      | $3328229.59   | 0.08%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                    | Flash Compute LLC                                                                                                            | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    948000 | PA      | $954437.87    | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1939625.63   | 0.05%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                          | Goldman Home Improvement Trust Issuer Trust, Series 2022-GRN2, Class A                                                       | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    941477 | PA      | $962194.13    | 0.02%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                  | Buckeye Partners LP                                                                                                          | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10292.30     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                   | DBC Mortgage Trust, Series 2025-DBC, Class D                                                                                 | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2241566.78   | 0.06%             | 2042-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                               | Lsf12 Helix Parent LLC                                                                                                       | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    548000 | PA      | $527398.54    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HP5K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516654 | PA      | $513752.61    | 0.01%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2298114.91   | 0.06%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                   | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2281590.96   | 0.06%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2024-3X, Class C                                                                            | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $132336.59    | 0.00%             | 2066-12-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                | Clydesdale Acquisition Holdings, Inc.                                                                                        | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1252130.80   | 0.03%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3337.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                            | MFA Trust, Series 2023-NQM4, Class A1                                                                                        | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4640934 | PA      | $4663755.54   | 0.12%             | 2068-12-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                              | KeyCorp                                                                                                                      | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188844.72    | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets Trust                             | La Trobe Financial Capital Markets Trust, Series 2024-3, Class A1L                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    599963 | PA      | $414801.33    | 0.01%             | 2055-11-13      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Auburn 15 plc                                                        | Auburn 15 plc, Series 15, Class A2                                                                                           | CUSIP: N/A<br>LEI: 635400AVCSC2I7SWKL40       | Long             | ABS-MBS          | CORP              | GB        |    600239 | PA      | $796280.28    | 0.02%             | 2045-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                   | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A1R3                                                              | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4276081.15   | 0.11%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                                                   | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3313000 | PA      | $3315968.28   | 0.08%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18135000 | PA      | $18256892.77  | 0.46%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                           | NCMF Trust, Series 2025-MFS, Class B                                                                                         | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2622000 | PA      | $2630628.74   | 0.07%             | 2033-06-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                                                              | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   2630123 | PA      | $2647379.49   | 0.07%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                       | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class D                                                                   | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $396301.90    | 0.01%             | 2043-02-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                            | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1048670.74   | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                               | Cascade MH Asset Trust, Series 2021-MH1, Class A1                                                                            | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1433829 | PA      | $1307938.54   | 0.03%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13689000 | PA      | $13814498.84  | 0.35%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Olympus Water U.S. Holding Corp.                                     | Olympus Water US Holding Corp.                                                                                               | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1142788.32   | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                            | Standard Industries, Inc.                                                                                                    | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    605000 | PA      | $570251.76    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                         | TCW CLO Ltd., Series 2023-1A, Class A1R                                                                                      | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $825305.83    | 0.02%             | 2038-03-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                      | Tidewater, Inc.                                                                                                              | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    191000 | PA      | $203478.41    | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    181000 | PA      | $184384.23    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                          | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    365000 | PA      | $404626.69    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                               | BWX Technologies, Inc.                                                                                                       | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    444000 | PA      | $431710.70    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                 | Consumers Energy Co.                                                                                                         | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    363000 | PA      | $366594.50    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                              | Williams Scotsman, Inc.                                                                                                      | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    379000 | PA      | $384984.03    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class D                                                         | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |    119000 | PA      | $159628.78    | 0.00%             | 2055-08-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A                                                           | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2496822 | PA      | $2485713.55   | 0.06%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                           | Jupiter Mortgage No. 1 plc, Series 1X, Class BR                                                                              | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |   1362000 | PA      | $1812719.58   | 0.05%             | 2055-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                           | CSMC Trust, Series 2017-RPL1, Class A1                                                                                       | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256601 | PA      | $251497.47    | 0.01%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                         | Braccan Mortgage Funding plc, Series 2025-1X, Class A                                                                        | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |   1029349 | PA      | $1362445.68   | 0.03%             | 2067-05-17      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Liberty                                                              | Liberty, Series 2025-1, Class A1B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    417226 | PA      | $287948.40    | 0.01%             | 2056-09-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                         | FirstEnergy Transmission LLC                                                                                                 | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1597109.89   | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                               | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class A4                                                             | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1313166 | PA      | $1311603.25   | 0.03%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3     | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3, Series 3, Class D                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |     91654 | PA      | $105744.05    | 0.00%             | 2035-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                       | Carnival Corp.                                                                                                               | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    325000 | PA      | $328994.58    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                  | CNX Resources Corp.                                                                                                          | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    272000 | PA      | $264894.44    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                     | Pierpont BTL plc, Series 2024-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 6354004XBFL8EVVJME24       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132575.35    | 0.00%             | 2061-09-21      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                  | Bausch + Lomb Corp.                                                                                                          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   2115000 | PA      | $2183737.50   | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                      | Discovery Global Holdings, Inc.                                                                                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $769485.08    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                        | BPR Commercial Mortgage Trust, Series 2025-STAR, Class B                                                                     | CUSIP: 05619DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2165939.87   | 0.05%             | 2042-11-05      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                           | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8990000 | PA      | $9203532.37   | 0.23%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                      | CHL Mortgage Pass-Through Trust, Series 2005-HYB8, Class 2A1                                                                 | CUSIP: 126694QF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386995 | PA      | $359033.25    | 0.01%             | 2035-12-20      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $4145768.49   | 0.10%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                    | Clarios Global LP                                                                                                            | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    781000 | PA      | $788599.91    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2021-6, Class A12                                                                         | CUSIP: 46653PBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6817158 | PA      | $6636636.45   | 0.17%             | 2051-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Higley Park CLO Ltd.                                                 | Higley Park CLO Ltd., Series 2025-1A, Class B1                                                                               | CUSIP: 43128QAE9<br>LEI: 213800CD95HT8UXDOH68 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599544.06    | 0.02%             | 2038-07-24      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                | Global Payments, Inc.                                                                                                        | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    424000 | PA      | $420473.37    | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                           | Service Experts Issuer LLC, Series 2024-1A, Class A                                                                          | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510438 | PA      | $520638.06    | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2019-3, Class A                                                               | CUSIP: 92257HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1262953 | PA      | $1233936.36   | 0.03%             | 2049-10-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                         | Performance Food Group, Inc.                                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5763.39      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5J75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7121 | PA      | $6922.00      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                          | Citibank NA                                                                                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3712000 | PA      | $3769868.78   | 0.09%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2022-2A, Class A                                                                             | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350338 | PA      | $324337.92    | 0.01%             | 2053-01-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class C                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |     69922 | PA      | $81515.04     | 0.00%             | 2042-10-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2024-3, Class A4                                                                      | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713000 | PA      | $723383.56    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                   | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class BR3                                                               | CUSIP: 08181LBJ5<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750446.33    | 0.02%             | 2038-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $595129.88    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                      | BRAVO Residential Funding Trust, Series 2025-NQM3, Class A1                                                                  | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |    971178 | PA      | $975295.05    | 0.02%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4032677.73   | 0.10%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                               | Beazer Homes USA, Inc.                                                                                                       | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22888.67     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                              | Molina Healthcare, Inc.                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    154000 | PA      | $137680.59    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                       | GLP Capital LP                                                                                                               | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   3518000 | PA      | $3548511.61   | 0.09%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                              | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                                                                          | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    540000 | PA      | $540394.36    | 0.01%             | 2037-07-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2025-2X, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |    280781 | PA      | $372490.54    | 0.01%             | 2035-08-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                  | Constellation Energy Generation LLC                                                                                          | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $4174850.36   | 0.10%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2025-5, Class A11                                                                  | CUSIP: 161935BA8<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   5003435 | PA      | $5024943.26   | 0.13%             | 2056-04-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15767000 | PA      | $15793083.19  | 0.40%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F9GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76058 | PA      | $74152.30     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JPDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192830 | PA      | $187700.94    | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp., Series 4752, Class PL                                                                      | CUSIP: 3137FCPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3391594 | PA      | $3266448.96   | 0.08%             | 2046-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                   | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                                                 | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3690000 | PA      | $3700378.13   | 0.09%             | 2028-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34841.83     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                               | London Cards No. 2 plc, Series 2, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |    130000 | PA      | $173004.57    | 0.00%             | 2034-03-28      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                | ARI Fleet Lease Trust, Series 2025-B, Class A3                                                                               | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386000 | PA      | $388631.25    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                       | K. Hovnanian Enterprises, Inc.                                                                                               | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    557000 | PA      | $550697.55    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                              | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58748.31     | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                             | Government National Mortgage Association Variable Rate Notes, Series 2012-120                                                | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7811557 | PA      | $114645.53    | 0.00%             | 2053-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                            | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                                                         | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3810000 | PA      | $3796893.60   | 0.10%             | 2041-06-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1 LLC                     | EDvestinU Private Education Loan Issue No. 1 LLC, Series 2019-A, Class A                                                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1168862 | PA      | $1156388.70   | 0.03%             | 2038-11-25      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                     | Pierpont BTL plc, Series 2025-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |    336000 | PA      | $443558.62    | 0.01%             | 2062-03-21      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138ELKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2765 | PA      | $2756.64      | 0.00%             | 2027-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BHR5, Class A                                            | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677792 | PA      | $677580.48    | 0.02%             | 2040-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                               | Neptune Bidco US, Inc.                                                                                                       | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    356000 | PA      | $345405.08    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                               | Sequoia Mortgage Trust, Series 2026-HYB1, Class A1A                                                                          | CUSIP: 81750GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3655000 | PA      | $3591788.49   | 0.09%             | 2056-04-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4511308.95   | 0.11%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101999.92    | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                           | MLTI Trust, Series 2026-SF75, Class B                                                                                        | CUSIP: 55318JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2791000 | PA      | $2777045.00   | 0.07%             | 2031-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                   | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3097480.26   | 0.08%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class C                                                                        | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |     73333 | PA      | $85049.12     | 0.00%             | 2034-10-18      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                                   | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                                | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4147000 | PA      | $4124976.94   | 0.10%             | 2035-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                  | Ascent Resources Utica Holdings LLC                                                                                          | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253764.82    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2018-2, Class A1                                                                           | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021004 | PA      | $1012670.85   | 0.03%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7555000 | PA      | $7392113.14   | 0.19%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL   | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class D                                       | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |     79087 | PA      | $92087.48     | 0.00%             | 2034-03-21      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                 | Boots Group Finco LP                                                                                                         | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    385000 | PA      | $442743.44    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                       | PKHL Commercial Mortgage Trust, Series 2021-MF, Class A                                                                      | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3047000 | PA      | $2880968.67   | 0.07%             | 2038-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                          | Crescent Energy Finance LLC                                                                                                  | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    653000 | PA      | $698710.00    | 0.02%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4734316.25   | 0.12%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                 | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                                                             | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $760472.34    | 0.02%             | 2037-10-24      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    854000 | PA      | $917185.75    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2771000 | PA      | $2899790.57   | 0.07%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                             | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                            | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734179 | PA      | $734871.42    | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2025-2X, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    195000 | PA      | $257320.73    | 0.01%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 8 Ltd.                                               | Crown Point CLO 8 Ltd., Series 2019-8A, Class AR                                                                             | CUSIP: 22846BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8840000 | PA      | $8841759.16   | 0.22%             | 2034-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2192712.94   | 0.06%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                        | Freedom Mortgage Holdings LLC                                                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24592.36     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8JD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    949459 | PA      | $917902.63    | 0.02%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                             | Group 1 Automotive, Inc.                                                                                                     | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70469.56     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                    | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    716475 | PA      | $828998.03    | 0.02%             | 2040-12-28      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8073.05      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    848000 | PA      | $810365.38    | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                                  | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                                                              | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250066.65    | 0.01%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                               | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    461000 | PA      | $479977.99    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                  | OMERS Finance Trust                                                                                                          | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   5195000 | PA      | $5250132.77   | 0.13%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                       | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9999629.60   | 0.25%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                           | Verus Securitization Trust, Series 2026-1, Class A1                                                                          | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   3660940 | PA      | $3642202.39   | 0.09%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HFZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178997 | PA      | $172909.41    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                            | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    733000 | PA      | $771629.83    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                       | New Gold, Inc.                                                                                                               | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    383000 | PA      | $395852.71    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunrise Spv 95 SRL                                                   | Sunrise Spv 95 SRL, Series 2024-1, Class A1                                                                                  | CUSIP: N/A<br>LEI: 815600964DCECB79E411       | Long             | ABS-O            | CORP              | IT        |    170408 | PA      | $197173.02    | 0.00%             | 2049-03-27      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                               | SLM Student Loan Trust, Series 2013-4, Class A                                                                               | CUSIP: 78448AAA1<br>LEI: 5493004WA7G168XIR344 | Long             | ABS-O            | CORP              | US        |   2255976 | PA      | $2225390.17   | 0.06%             | 2043-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                          | Match Group Holdings II LLC                                                                                                  | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43556.37     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                           | VMware LLC                                                                                                                   | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128058.56    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                              | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   8112000 | PA      | $7931864.85   | 0.20%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2025-2X, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |    676222 | PA      | $897073.49    | 0.02%             | 2035-08-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                        | Hologic, Inc.                                                                                                                | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11979.15     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                            | Sotheby's                                                                                                                    | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    669000 | PA      | $665795.22    | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                    | CIFC Funding Ltd., Series 2021-5A, Class A1R                                                                                 | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999511.20    | 0.03%             | 2038-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Compartment Driver UK Eight                                          | Compartment Driver UK Eight, Series 8, Class A                                                                               | CUSIP: N/A<br>LEI: 529900HQH1MI9G11M103       | Long             | ABS-O            | CORP              | LU        |    473881 | PA      | $627233.72    | 0.02%             | 2031-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association, Series 2011-84, Class MG                                                              | CUSIP: 3136A0B55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17976 | PA      | $17931.64     | 0.00%             | 2026-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                              | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A3                                                            | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   2772571 | PA      | $2768603.13   | 0.07%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3744616.29   | 0.09%             | 2032-03-12      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Rand                                                                 | Rand                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO XII Ltd.                                                | Trinitas CLO XII Ltd., Series 2020-12A, Class B1R2                                                                           | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3493309.75   | 0.09%             | 2033-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1852600.11   | 0.05%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                        | Asbury Automotive Group, Inc.                                                                                                | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87691.58     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                   | Caturus Energy LLC                                                                                                           | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    608000 | PA      | $630869.92    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31410LR79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2182 | PA      | $2134.88      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                    | PennyMac Financial Services, Inc.                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    504000 | PA      | $500862.50    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                              | Mila BV, Series 2024-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |     71929 | PA      | $83455.33     | 0.00%             | 2041-09-16      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                                      | Consolidated Communications LLC, Series 2025-4A, Class B                                                                     | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3490000 | PA      | $3503389.73   | 0.09%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                          | Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class A                                                       | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542094 | PA      | $533043.83    | 0.01%             | 2051-06-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2021-C, Class D                                                                     | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133561 | PA      | $119705.82    | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                              | Rockford Tower CLO Ltd., Series 2024-1A, Class A1                                                                            | CUSIP: 77342BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001624.50   | 0.13%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6470747.92   | 0.16%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4924209.75   | 0.12%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| RevoCar UG                                                           | RevoCar UG, Series 2024-1, Class A                                                                                           | CUSIP: N/A<br>LEI: 391200K9DH5ZM12RT724       | Long             | ABS-O            | CORP              | DE        |    334192 | PA      | $386745.72    | 0.01%             | 2037-02-21      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                 | Icahn Enterprises LP                                                                                                         | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    409000 | PA      | $402925.61    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    546000 | PA      | $517740.95    | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class E                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $133799.94    | 0.00%             | 2060-04-28      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                       | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                                     | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257000 | PA      | $1277205.40   | 0.03%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                 | Cheniere Corpus Christi Holdings LLC                                                                                         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5254000 | PA      | $5281123.72   | 0.13%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                        | UBS Commercial Mortgage Trust, Series 2019-C18, Class A4                                                                     | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $266438.19    | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class B                                                                     | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927000 | PA      | $926547.72    | 0.02%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                               | Morgan Stanley Bank NA                                                                                                       | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  17587000 | PA      | $17691311.66  | 0.44%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                  | Herc Holdings, Inc.                                                                                                          | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716581.04    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                  | Panorama Auto Trust, Series 2026-1, Class C                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $344005.62    | 0.01%             | 2034-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4136000 | PA      | $4206667.37   | 0.11%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 16 Ltd.                                               | Pikes Peak CLO 16 Ltd., Series 2024-16A, Class A1                                                                            | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000448.80   | 0.05%             | 2037-07-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                    | GGAM Finance Ltd.                                                                                                            | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    833000 | PA      | $851530.09    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    564577 | PA      | $748171.37    | 0.02%             | 2060-04-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| AFG Trust                                                            | AFG Trust, Series 2026-1, Class A2                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    848000 | PA      | $580121.99    | 0.01%             | 2057-10-10      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                    | Atlas Funding plc, Series 2024-1, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |    375823 | PA      | $497885.67    | 0.01%             | 2061-09-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                     | ITT Holdings LLC                                                                                                             | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    549000 | PA      | $533813.67    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2023-PL1A, Class A1B                                                                       | CUSIP: 64034UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1971920 | PA      | $2021407.96   | 0.05%             | 2053-11-25      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                            | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R2                                                                       | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1097244.50   | 0.03%             | 2032-05-29      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 3 LLC                     | EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B                                                     | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $544640.19    | 0.01%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                          | Jabil, Inc.                                                                                                                  | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3116726.38   | 0.08%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1140807.16   | 0.03%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JPJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1026465 | PA      | $1006747.04   | 0.03%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                   | Park Blue CLO Ltd., Series 2023-3A, Class A1R                                                                                | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1071150.04   | 0.03%             | 2037-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                                                      | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3122104 | PA      | $3125031.15   | 0.08%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2025-2X, Class A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |   1593000 | PA      | $2105798.03   | 0.05%             | 2033-07-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                     | Oaktree CLO Ltd., Series 2019-3A, Class A1R2                                                                                 | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000623.80   | 0.03%             | 2038-01-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                           | Block Communications, Inc.                                                                                                   | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     76000 | PA      | $69535.51     | 0.00%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class B                                                                        | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |     73333 | PA      | $85016.66     | 0.00%             | 2034-10-18      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8790000 | PA      | $8735761.31   | 0.22%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                    | Clarios Global LP                                                                                                            | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |    205000 | PA      | $232653.01    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                  | Big River Steel LLC                                                                                                          | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1290007.74   | 0.03%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 8 Ltd.                             | GoldenTree Loan Management US CLO 8 Ltd., Series 2020-8A, Class ARR                                                          | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1945000 | PA      | $1941631.45   | 0.05%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $314553.89    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1761135.21   | 0.04%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                       | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-13, Class A2                                                     | CUSIP: 863579BM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371638 | PA      | $349854.36    | 0.01%             | 2034-09-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                              | Williams Scotsman, Inc.                                                                                                      | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    314000 | PA      | $317530.63    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                             | WESCO Distribution, Inc.                                                                                                     | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    410000 | PA      | $419647.30    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Velocity plc                                                         | Velocity plc, Series 2026-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 213800PL94CXWBF7SX91       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $132362.65    | 0.00%             | 2037-02-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                      | Prime Healthcare Services, Inc.                                                                                              | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $133773.00    | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2015-1, Class A5                                                                           | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1205278 | PA      | $1201109.04   | 0.03%             | 2053-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                | SLM Private Credit Student Loan Trust, Series 2004-A, Class A3                                                               | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |    100048 | PA      | $99832.61     | 0.00%             | 2033-06-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                            | Dutch Property Finance BV, Series 2021-2, Class B                                                                            | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |    820000 | PA      | $947758.14    | 0.02%             | 2059-04-28      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                           | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                                                                         | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $825481.47    | 0.02%             | 2038-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  10595000 | PA      | $10605788.68  | 0.27%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                               | Dell International LLC                                                                                                       | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2865721.36   | 0.07%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    141000 | PA      | $186682.66    | 0.00%             | 2031-01-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                            | ALA Trust, Series 2025-OANA, Class A                                                                                         | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2991000 | PA      | $2998477.50   | 0.08%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2300610.99   | 0.06%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2024-1A, Class A                                                                            | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2663775 | PA      | $2715411.96   | 0.07%             | 2049-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                     | Global Aircraft Leasing Co. Ltd.                                                                                             | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    511000 | PA      | $518511.70    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1908.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                          | Crocs, Inc.                                                                                                                  | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    122000 | PA      | $117097.52    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                | Silgan Holdings, Inc.                                                                                                        | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |    280000 | PA      | $313230.75    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                           | Cloud Software Group, Inc.                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3979000 | PA      | $3881794.22   | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                           | Sotera Health Holdings LLC                                                                                                   | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113627.03    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                               | Aramark Services, Inc.                                                                                                       | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    610000 | PA      | $606399.96    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1054459 | PA      | $1033558.45   | 0.03%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2025-2, Class B                                                                                          | CUSIP: N/A<br>LEI: 6354008SKUHLCPHT7N63       | Long             | ABS-MBS          | CORP              | GB        |    206000 | PA      | $271697.70    | 0.01%             | 2068-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                   | Ryan Specialty LLC                                                                                                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40688.38     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1826041.59   | 0.05%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1665330.46   | 0.04%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5672000 | PA      | $6054744.97   | 0.15%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                           | Navient Student Loan Trust, Series 2018-EA, Class A2                                                                         | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11259 | PA      | $11256.81     | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                                 | Risewell Homes, Inc.                                                                                                         | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101014.70    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                            | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class A                                                               | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |   2006266 | PA      | $2317498.14   | 0.06%             | 2037-06-22      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                  | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class E                                                                  | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |    200000 | PA      | $230648.94    | 0.01%             | 2039-05-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                           | MAIN Trust, Series 2026-OLAS, Class E                                                                                        | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035000 | PA      | $1034988.00   | 0.03%             | 2041-01-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                      | Discovery Global Holdings, Inc.                                                                                              | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1762128.16   | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                        | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1161176.21   | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                       | US Foods, Inc.                                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53282.03     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                  | PFS Financing Corp.                                                                                                          | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2008200.00   | 0.05%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    706000 | PA      | $718789.90    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                     | VB-S1 Issuer LLC, Series 2026-1A, Class F                                                                                    | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2142000 | PA      | $2151041.38   | 0.05%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3801754.62   | 0.10%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                          | Castell plc, Series 2026-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 2138001VE6A22R7N6706       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132124.54    | 0.00%             | 2062-12-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Henley CLO VII DAC                                                   | Henley CLO VII DAC, Series 7X, Class ARR                                                                                     | CUSIP: N/A<br>LEI: 635400SRJSVJPTMR4D89       | Long             | ABS-CBDO         | CORP              | IE        |    490000 | PA      | $564710.90    | 0.01%             | 2039-04-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                     | WULF Compute LLC                                                                                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $919311.60    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3376664.35   | 0.08%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                      | Boyne USA, Inc.                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $301668.85    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147850 | PA      | $143558.08    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                             | Government National Mortgage Association, Series 2017-136, Class GB                                                          | CUSIP: 38380HHT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2580184 | PA      | $2468129.42   | 0.06%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2974800.99   | 0.07%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co., Series W                                                                                                  | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    946000 | PA      | $949430.91    | 0.02%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2843000 | PA      | $2697649.27   | 0.07%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                      | TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class B                                                                    | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2961000 | PA      | $2942505.30   | 0.07%             | 2042-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                             | Bausch Health Cos., Inc.                                                                                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $109144.12    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2025-VOLT, Class A                                                                                          | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1400609.38   | 0.04%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                             | DK Trust, Series 2025-LXP, Class B                                                                                           | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177000 | PA      | $1177000.00   | 0.03%             | 2037-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4734000 | PA      | $4655773.68   | 0.12%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469737 | PA      | $453293.53    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                      | GreenSky Home Improvement Trust, Series 2024-1, Class A2                                                                     | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225170 | PA      | $225667.88    | 0.01%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                     | Salesforce, Inc.                                                                                                             | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3784632.22   | 0.10%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes                                                                    | CUSIP: 3138EQCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    921672 | PA      | $955652.36    | 0.02%             | 2045-09-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association                                                                                        | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $773274.53    | 0.02%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                    | NTT Finance Corp.                                                                                                            | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    689000 | PA      | $693355.69    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                            | Howard Hughes Corp. (The)                                                                                                    | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126763.55    | 0.00%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                | Belron UK Finance plc                                                                                                        | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1361000 | PA      | $1369594.72   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                            | LEX Trust, Series 2026-450, Class B                                                                                          | CUSIP: 501970AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1307000 | PA      | $1298003.27   | 0.03%             | 2043-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                       | NiSource, Inc.                                                                                                               | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711035.34    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                               | Equinix Asia Financing Corp. Pte. Ltd.                                                                                       | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |   6235000 | PA      | $6102755.65   | 0.15%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10987000 | PA      | $11080574.63  | 0.28%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                               | London Cards No. 2 plc, Series 2, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |    117000 | PA      | $156863.09    | 0.00%             | 2034-03-28      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16069.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                     | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                                                 | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1249000 | PA      | $1233054.02   | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1478115.11   | 0.04%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                          | Asurion LLC                                                                                                                  | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    834000 | PA      | $809699.26    | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUR25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34274 | PA      | $33085.03     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                     | Jubilee Place BV, Series 9, Class C                                                                                          | CUSIP: N/A<br>LEI: 724500NW990F5Q3VQE73       | Long             | ABS-MBS          | CORP              | NL        |    100000 | PA      | $113987.96    | 0.00%             | 2061-10-17      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                               | Dycom Industries, Inc.                                                                                                       | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53349.22     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                | FTA Consumo Santander, Series 7, Class C                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |    127888 | PA      | $147933.36    | 0.00%             | 2038-07-20      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8307 | PA      | $8129.57      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                               | Cleveland-Cliffs, Inc.                                                                                                       | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148986.68    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-3, Class B                                                                        | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |    459000 | PA      | $607815.51    | 0.02%             | 2049-06-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                            | GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ1, Class B1                                                         | CUSIP: 36257TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1274652 | PA      | $1242731.25   | 0.03%             | 2049-08-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                      | Sage AR Funding, Series 2026-1X, Class C                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |   1208000 | PA      | $1588578.25   | 0.04%             | 2038-05-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                            | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR2                                                                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500450.00   | 0.04%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                            | FNA 8 LLC, Series 2025-1, Class A                                                                                            | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675923 | PA      | $1668946.21   | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                        | Taurus UK DAC, Series 2025-UK4, Class A                                                                                      | CUSIP: N/A<br>LEI: 635400ARN6VSOEBJXY74       | Long             | ABS-MBS          | CORP              | IE        |    803000 | PA      | $1060726.16   | 0.03%             | 2035-08-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                           | TK Elevator US Newco, Inc.                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    608000 | PA      | $606410.69    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                      | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $241489.58    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                           | GCAT Trust, Series 2025-NQM6, Class A1                                                                                       | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2102268 | PA      | $2088550.45   | 0.05%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                     | Clarivate Science Holdings Corp.                                                                                             | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $792722.36    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                  | GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class A1                                                              | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |   2239563 | PA      | $2233032.16   | 0.06%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Holmes Master Issuer plc                                             | Holmes Master Issuer plc, Series 2025-1, Class A1                                                                            | CUSIP: N/A<br>LEI: 5493007HX9EKP3XR9846       | Long             | ABS-MBS          | CORP              | GB        |   2995000 | PA      | $3961847.11   | 0.10%             | 2072-10-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                             | Motorola Solutions, Inc.                                                                                                     | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $432649.19    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                   | Voyager Parent LLC                                                                                                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    426000 | PA      | $442279.16    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4268 | PA      | $4188.24      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3518548.35   | 0.09%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                                              | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163138.99    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                          | Asurion LLC                                                                                                                  | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1024998.61   | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                         | Fidelity National Information Services, Inc.                                                                                 | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   9690000 | PA      | $9662871.59   | 0.24%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                                                         | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    639000 | PA      | $642231.15    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                         | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1                                                                     | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2982392 | PA      | $2994631.96   | 0.08%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                 | Flatiron CLO 21 Ltd., Series 2021-1A, Class A1R                                                                              | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1805000 | PA      | $1805652.15   | 0.05%             | 2037-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                              | Quikrete Holdings, Inc.                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1874891.55   | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aesir European Loan Conduit No. DAC                                  | Aesir European Loan Conduit No. 41 DAC, Series 41X, Class B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |    293000 | PA      | $383269.99    | 0.01%             | 2036-01-23      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                             | One New York Plaza Trust, Series 2020-1NYP, Class A                                                                          | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2718456 | PA      | $2616514.25   | 0.07%             | 2036-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                                                           | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769822 | PA      | $1775358.61   | 0.04%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust                                     | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                    | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |   9328957 | PA      | $9785238.53   | 0.25%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 16 Ltd.                                              | Birch Grove CLO 16 Ltd., Series 2026-16A, Class D1                                                                           | CUSIP: 090971AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    920000 | PA      | $920000.00    | 0.02%             | 2039-04-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                           | Dowson plc, Series 2024-1, Class E                                                                                           | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $132167.68    | 0.00%             | 2031-08-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                       | Hewlett Packard Enterprise Co.                                                                                               | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4405947.74   | 0.11%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                   | Levi Strauss & Co.                                                                                                           | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |    115000 | PA      | $132037.14    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                       | Edenbrook Mortgage Funding plc, Series 2024-1, Class C                                                                       | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |    330440 | PA      | $442206.25    | 0.01%             | 2057-03-22      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                                                          | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71033.68     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2025-1X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-MBS          | CORP              | IE        |    707827 | PA      | $933929.69    | 0.02%             | 2035-05-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2018-1, Class A1                                                                           | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431909 | PA      | $429818.42    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                   | Ellington Financial Mortgage Trust, Series 2025-NQM3, Class A1                                                               | CUSIP: 26846YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4670692 | PA      | $4682685.86   | 0.12%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $469289.01    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $5007849.08   | 0.13%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1298836.24   | 0.03%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                        | Mill City Mortgage Loan Trust, Series 2018-3, Class A1                                                                       | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847135 | PA      | $838331.25    | 0.02%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                          | Match Group Holdings II LLC                                                                                                  | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16892.62     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                          | Service Corp. International                                                                                                  | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3690.49      | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                           | Hill FL BV, Series 2024-2FL, Class D                                                                                         | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |     80128 | PA      | $91693.03     | 0.00%             | 2032-10-18      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                   | Lanebrook Mortgage Transaction plc, Series 2024-1, Class A                                                                   | CUSIP: N/A<br>LEI: 635400BMFIJ9ARSOLL61       | Long             | ABS-MBS          | CORP              | GB        |    275561 | PA      | $364623.28    | 0.01%             | 2061-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                  | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36609.23     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                             | Wynn Resorts Finance LLC                                                                                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    914000 | PA      | $902182.80    | 0.02%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                     | Jubilee Place BV, Series 7, Class A                                                                                          | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |   1225106 | PA      | $1416738.80   | 0.04%             | 2062-09-18      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                            | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    307000 | PA      | $324320.65    | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                       | Somnigroup International, Inc.                                                                                               | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125463.20    | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                                  | BFLD Mortgage Trust, Series 2024-WRHS, Class A                                                                               | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3068360 | PA      | $3068360.22   | 0.08%             | 2039-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2026-1, Class A                                                               | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1877111 | PA      | $1850806.97   | 0.05%             | 2056-02-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Velocity plc                                                         | Velocity plc, Series 2026-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800PL94CXWBF7SX91       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $132362.78    | 0.00%             | 2037-02-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust Variable Rate Notes, Series 2018-3, Class MA            | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7149292 | PA      | $6967885.50   | 0.18%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    412000 | PA      | $395437.99    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                   | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                 | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2038000 | PA      | $2044148.65   | 0.05%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2024-1, Class D                                                                                          | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |    105000 | PA      | $141367.18    | 0.00%             | 2061-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| LUX                                                                  | LUX Trust, Series 2023-LION, Class A                                                                                         | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2329475 | PA      | $2339492.44   | 0.06%             | 2040-08-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc.                                                                                                        | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    436000 | PA      | $434308.06    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                  | Abbott Laboratories                                                                                                          | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3188672.15   | 0.08%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    746000 | PA      | $737239.27    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 4 plc                                                  | Hops Hill No. 4 plc, Series 4, Class B                                                                                       | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |    265000 | PA      | $352370.27    | 0.01%             | 2056-04-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2024-3X, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    184000 | PA      | $244308.34    | 0.01%             | 2032-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Pierpont Btl plc                                                     | Pierpont Btl plc, Series 2026-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 213800UHT3RX1VL8CX54       | Long             | ABS-MBS          | CORP              | GB        |   1793000 | PA      | $2363781.28   | 0.06%             | 2062-12-21      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132873.03    | 0.00%             | 2060-04-28      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Edgeconnex Data Centers Europe BV                                    | Edgeconnex Data Centers Europe BV, Series 2026-1X, Class A2                                                                  | CUSIP: N/A<br>LEI: 72450093DSNFE8T3IA66       | Long             | ABS-O            | CORP              | NL        |    625000 | PA      | $703906.84    | 0.02%             | 2056-04-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                       | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1                                                   | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3036251 | PA      | $3007707.57   | 0.08%             | 2070-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4382000 | PA      | $4403140.52   | 0.11%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5547, Class FH                                                  | CUSIP: 3137HLVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48623155 | PA      | $49047605.77  | 1.23%             | 2055-06-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10630000 | PA      | $10492235.52  | 0.26%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                        | BioMarin Pharmaceutical, Inc.                                                                                                | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    321000 | PA      | $316042.64    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910490.48    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BWAY Trust                                                           | BWAY Trust, Series 2025-1535, Class A                                                                                        | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2628000 | PA      | $2659252.70   | 0.07%             | 2042-05-05      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                   | New Zealand Dollar                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |         0 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5JX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8535 | PA      | $8315.51      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                               | LifePoint Health, Inc.                                                                                                       | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26437.80     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H2L89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125952 | PA      | $121741.23    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267073.13    | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egyptian Pound                                                       | Egyptian Pound                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |     82204 | OU      | $1507.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Finance Trust                                             | AutoNation Finance Trust, Series 2025-1A, Class A3                                                                           | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $572526.87    | 0.01%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                   | Uniti Services LLC                                                                                                           | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34308.50     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-1, Class A                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    517842 | PA      | $599165.56    | 0.02%             | 2038-01-14      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2757624.53   | 0.07%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                           | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7291000 | PA      | $7139963.00   | 0.18%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                              | Genesee & Wyoming, Inc.                                                                                                      | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    511000 | PA      | $517106.45    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                    | GGAM Finance Ltd.                                                                                                            | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    312000 | PA      | $310830.00    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8354000 | PA      | $8482782.42   | 0.21%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                             | Noria DE, Series 2024-DE1, Class E                                                                                           | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |     72538 | PA      | $84674.58     | 0.00%             | 2043-02-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes                                                                    | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516922 | PA      | $537042.76    | 0.01%             | 2042-09-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                          | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                                                                       | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2936778.01   | 0.07%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                           | Dowson plc, Series 2024-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $131921.49    | 0.00%             | 2031-08-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3340141.19   | 0.08%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                       | Brookfield Property REIT, Inc.                                                                                               | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $213830.34    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                              | Columbus McKinnon Corp.                                                                                                      | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183915.36    | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4925600.20   | 0.12%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2024-91, Class FA                                          | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10139766 | PA      | $10222123.41  | 0.26%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                  | Rocket Mortgage LLC                                                                                                          | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252241.54    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sapphire XXXII Trust                                                 | Sapphire XXXII Trust, Series 2025-1, Class A1L                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   4757310 | PA      | $3281223.15   | 0.08%             | 2066-06-14      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                        | Stellantis NV                                                                                                                | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2620595.65   | 0.07%             | 2028-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2910015.49   | 0.07%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                       | AppLovin Corp.                                                                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  23688000 | PA      | $23825444.65  | 0.60%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                           | SDAL Trust, Series 2025-DAL, Class A                                                                                         | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4256000 | PA      | $4265442.79   | 0.11%             | 2042-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1594822.59   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                       | Alphabet, Inc.                                                                                                               | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $8020470.74   | 0.20%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                      | Ardagh Group SA                                                                                                              | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $168070.00    | 0.00%             | 2030-12-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| RXO, Inc.                                                            | RXO, Inc.                                                                                                                    | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    111000 | PA      | $106505.38    | 0.00%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                               | Sequoia Mortgage Trust, Series 2026-MED1, Class A1A                                                                          | CUSIP: 816940AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3360000 | PA      | $3309486.71   | 0.08%             | 2056-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2024-2X, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    132000 | PA      | $175427.87    | 0.00%             | 2032-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-1, Class C                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    426072 | PA      | $491695.99    | 0.01%             | 2038-01-14      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                       | Teleflex, Inc.                                                                                                               | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    501000 | PA      | $487173.40    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                              | Windstream Services LLC                                                                                                      | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2420583.61   | 0.06%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                    | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class A1                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |   1017114 | PA      | $1175149.81   | 0.03%             | 2040-12-28      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                 | Icahn Enterprises LP                                                                                                         | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55056.53     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No.1 plc                                             | RMAC Securities No.1 plc, Series 2007-NS1X, Class A2A                                                                        | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |    185347 | PA      | $240067.12    | 0.01%             | 2044-06-12      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                              | Loanpal Solar Loan Ltd., Series 2021-2GS, Class A                                                                            | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4303281 | PA      | $3388320.98   | 0.09%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                 | Flutter Treasury DAC                                                                                                         | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $594414.00    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                           | Navient Student Loan Trust, Series 2023-BA, Class A1B                                                                        | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1592303 | PA      | $1600390.50   | 0.04%             | 2072-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                              | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    489000 | PA      | $506630.90    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                                                                              | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4330000 | PA      | $4241310.78   | 0.11%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3128MMWV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93472 | PA      | $90945.85     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets Trust                             | La Trobe Financial Capital Markets Trust, Series 2025-1, Class A1L                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   2394577 | PA      | $1646868.05   | 0.04%             | 2057-05-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd.                                            | Regatta VIII Funding Ltd., Series 2017-1A, Class A1R                                                                         | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1110000 | PA      | $1110518.59   | 0.03%             | 2037-04-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                   | Digicel International Finance Ltd.                                                                                           | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $1002620.03   | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                           | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    575352 | PA      | $573684.46    | 0.01%             | 2038-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WHKH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483209 | PA      | $465685.76    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HEW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113598 | PA      | $109710.14    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2022-1, Class A1                                                                           | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5649766 | PA      | $5353829.66   | 0.13%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2019-GA, Class A                                                           | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261072 | PA      | $254728.99    | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691679 | PA      | $674889.96    | 0.02%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                          | Midcontinent Communications                                                                                                  | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    161000 | PA      | $149947.30    | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8023000 | PA      | $7931810.82   | 0.20%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  13583000 | PA      | $13863828.25  | 0.35%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                            | Panther Escrow Issuer LLC                                                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3669000 | PA      | $3681324.17   | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                | Public Service Enterprise Group, Inc.                                                                                        | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    297000 | PA      | $302638.02    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45083.87     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                  | Mattamy Group Corp.                                                                                                          | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $37079.28     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class D                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    200000 | PA      | $230751.58    | 0.01%             | 2043-10-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2369775.27   | 0.06%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                                             | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2936169.82   | 0.07%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                      | Sage AR Funding, Series 2026-1X, Class D                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |    516000 | PA      | $678239.79    | 0.02%             | 2038-05-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1627 | PA      | $1619.55      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                             | Service Properties Trust                                                                                                     | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2103264.51   | 0.05%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44874 | PA      | $44344.59     | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8903000 | PA      | $8980196.13   | 0.23%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2021-A, Class APL                                                                   | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6804734 | PA      | $6742474.03   | 0.17%             | 2053-01-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  13080000 | PA      | $12453371.60  | 0.31%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                | Viavi Solutions, Inc.                                                                                                        | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33776.30     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class A                                                                     | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4398632 | PA      | $4402668.51   | 0.11%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                   | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2454619.99   | 0.06%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1510945.03   | 0.04%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                             | SoFi Personal Loan Trust, Series 2023-1A, Class A                                                                            | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375625 | PA      | $377711.19    | 0.01%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                          | QXO Building Products, Inc.                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1595265.92   | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    267000 | PA      | $266454.91    | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                             | Angel Oak Mortgage Trust, Series 2024-1, Class A1                                                                            | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   4685559 | PA      | $4677349.90   | 0.12%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.                            | Group Laboratories South Africa Pty. Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |    438000 | PA      | $225570.00    | 0.01%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3645546.59   | 0.09%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Silverstone Master Issuer plc                                        | Silverstone Master Issuer plc, Series 2023-1, Class 2A                                                                       | CUSIP: N/A<br>LEI: 549300P6OXWKM20QS303       | Long             | ABS-MBS          | CORP              | GB        |    635000 | PA      | $840317.07    | 0.02%             | 2070-01-21      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                           | Snap, Inc.                                                                                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    514000 | PA      | $485354.88    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                           | BFLD Trust, Series 2025-EWEST, Class B                                                                                       | CUSIP: 05494JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2639889 | PA      | $2631491.25   | 0.07%             | 2042-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3528000 | PA      | $3361734.36   | 0.08%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                         | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3209960 | PA      | $3201968.66   | 0.08%             | 2057-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                      | Ohio Edison Co.                                                                                                              | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1592006.53   | 0.04%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3160874.93   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2019-EA, Class A2B                                                         | CUSIP: 63941MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1857923 | PA      | $1858375.58   | 0.05%             | 2068-05-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WE3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15924 | PA      | $15610.49     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                    | Turquoise V Trust, Series 2026-1, Class D                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    500000 | PA      | $343242.62    | 0.01%             | 2067-06-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Harben Finance                                                       | Harben Finance, Series 2017-1RX, Class D                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |    441000 | PA      | $581687.39    | 0.01%             | 2055-09-28      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                   | Levi Strauss & Co.                                                                                                           | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110791.21    | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                     | SLG Office Trust, Series 2026-OMA, Class F                                                                                   | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1302471.43   | 0.03%             | 2041-04-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                            | Williams Cos., Inc. (The)                                                                                                    | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102185.84    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                | Freeport Indonesia PT                                                                                                        | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |   3625000 | PA      | $3617315.00   | 0.09%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                  | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                                                              | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   1673148 | PA      | $1664152.94   | 0.04%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                    | Atlas Funding plc, Series 2024-1, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $134587.47    | 0.00%             | 2061-09-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                                                          | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514394.89    | 0.01%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                               | LifePoint Health, Inc.                                                                                                       | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    888000 | PA      | $948314.74    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1837906.09   | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                     | Twin Bridges plc, Series 2022-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |    365000 | PA      | $481768.04    | 0.01%             | 2055-12-12      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                | DirecTV Financing LLC                                                                                                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1688451.58   | 0.04%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                           | Verus Securitization Trust, Series 2024-INV1, Class A3                                                                       | CUSIP: 92540FAC4<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1498876 | PA      | $1508252.20   | 0.04%             | 2069-03-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138XTBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32242 | PA      | $31760.85     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                       | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1500431.89   | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                            | OBX Trust, Series 2023-NQM4, Class A1                                                                                        | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6666908 | PA      | $6652914.51   | 0.17%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                              | Pony SA, Series 2024-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |     81976 | PA      | $95257.24     | 0.00%             | 2033-01-14      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58745000 | PA      | $58288349.27  | 1.46%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                      | CHL Mortgage Pass-Through Trust, Series 2005-17, Class 1A6                                                                   | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149345 | PA      | $146642.52    | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                        | CQP Holdco LP                                                                                                                | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $731431.95    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                         | Scotts Miracle-Gro Co. (The)                                                                                                 | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22484.19     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 2 SRL                                                   | AutoFlorence 2 SRL, Series 2, Class C                                                                                        | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |     55283 | PA      | $63979.83     | 0.00%             | 2044-12-24      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Regatta 36 Funding Ltd.                                              | Regatta 36 Funding Ltd., Series 2026-1A, Class D1                                                                            | CUSIP: 75904PAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2039-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                            | LBA Trust, Series 2024-7IND, Class A                                                                                         | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2446612 | PA      | $2445082.75   | 0.06%             | 2041-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                              | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1543774.85   | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                            | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class B                                                               | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |    658928 | PA      | $758646.09    | 0.02%             | 2037-06-22      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369071.77    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                  | Ardonagh Finco Ltd.                                                                                                          | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   3452000 | PA      | $3492447.08   | 0.09%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                 | Cheniere Corpus Christi Holdings LLC                                                                                         | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   6688000 | PA      | $6497738.77   | 0.16%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                         | Braccan Mortgage Funding plc, Series 2026-1X, Class C                                                                        | CUSIP: N/A<br>LEI: 2138006RXLKWX319BI66       | Long             | ABS-MBS          | CORP              | GB        |    152000 | PA      | $201186.00    | 0.01%             | 2068-04-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                            | SAIF Securitization Trust, Series 2026-CES1, Class A1A                                                                       | CUSIP: 78710HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895000 | PA      | $1893733.64   | 0.05%             | 2056-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                | DBR Land Holdings LLC                                                                                                        | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $198448.04    | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AFG Trust                                                            | AFG Trust, Series 2026-1, Class A1L                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   3916000 | PA      | $2687632.50   | 0.07%             | 2057-10-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                   | Park Blue CLO Ltd., Series 2025-9A, Class C                                                                                  | CUSIP: 70019UAG0<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504332.75   | 0.04%             | 2038-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                               | Federal Home Loan Bank Bonds                                                                                                 | CUSIP: 3130APQZ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3525000 | PA      | $2856573.78   | 0.07%             | 2036-11-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class C                                                                        | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |     88223 | PA      | $103068.83    | 0.00%             | 2034-02-18      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726048 | PA      | $711110.63    | 0.02%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                         | Jones Deslauriers Insurance Management, Inc.                                                                                 | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    447000 | PA      | $454343.32    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $371101.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brignole Co.                                                         | Brignole Co., Series 2024, Class C                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     47015 | PA      | $54638.42     | 0.00%             | 2042-02-24      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.                                        | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A1R                                                                    | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |   3690000 | PA      | $3693192.22   | 0.09%             | 2038-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                       | US Foods, Inc.                                                                                                               | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34079.34     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                         | Trivium Packaging Finance BV                                                                                                 | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $188330.94    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2025-3, Class A                                                               | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4343637 | PA      | $4356345.54   | 0.11%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                               | Bear Stearns ARM Trust, Series 2004-5, Class 2A                                                                              | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135113 | PA      | $127841.12    | 0.00%             | 2034-07-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $200520.01    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                     | Sofi Consumer Loan Program Trust, Series 2026-B, Class A                                                                     | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1761000 | PA      | $1760844.86   | 0.04%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2017-4, Class A1                                                                           | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3664793 | PA      | $3605511.13   | 0.09%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                             | Motorola Solutions, Inc.                                                                                                     | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    183000 | PA      | $185395.67    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2021-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |    153673 | PA      | $177551.59    | 0.00%             | 2049-10-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                    | Maya SAS                                                                                                                     | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   1685000 | PA      | $1695873.31   | 0.04%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                               | NXP BV                                                                                                                       | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    605000 | PA      | $575906.16    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                  | RCKT Mortgage Trust, Series 2024-CES5, Class A2                                                                              | CUSIP: 74938KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2380000 | PA      | $2395298.16   | 0.06%             | 2044-08-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class D                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $133623.38    | 0.00%             | 2060-04-28      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                            | Howard Hughes Corp. (The)                                                                                                    | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     99000 | PA      | $90886.97     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                            | Baker Hughes Holdings LLC                                                                                                    | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4598901.48   | 0.12%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                     | Sofi Consumer Loan Program Trust, Series 2026-B, Class D                                                                     | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1649000 | PA      | $1647066.88   | 0.04%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class B                                                           | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331267 | PA      | $334463.12    | 0.01%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                            | LEX Trust, Series 2026-450, Class E                                                                                          | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2665000 | PA      | $2639119.60   | 0.07%             | 2043-03-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                  | Metro Finance Trust, Series 2025-1, Class A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   4837774 | PA      | $3345132.00   | 0.08%             | 2031-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FS                                                                   | FS, Series 2026-ORL, Class E                                                                                                 | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1123160.96   | 0.03%             | 2041-02-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                       | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                                                                    | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1862000 | PA      | $1859677.34   | 0.05%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                          | Five Point Operating Co. LP                                                                                                  | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $87792.92     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                     | Maricopa County Industrial Development Authority, Series 2024                                                                | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1338880.23   | 0.03%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                    | NTT Finance Corp.                                                                                                            | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3470000 | PA      | $3471753.91   | 0.09%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                    | Taylor Morrison Communities, Inc.                                                                                            | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210183.75    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Auto Abs Spanish Loans                                               | Auto Abs Spanish Loans, Series 2026-1, Class C                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |    100000 | PA      | $115073.54    | 0.00%             | 2038-12-28      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                   | Lanebrook Mortgage Transaction plc, Series 2021-1, Class C                                                                   | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |    158000 | PA      | $208890.39    | 0.01%             | 2058-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| London Cards No3 plc                                                 | London Cards No. 3 plc, Series 3X, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    609000 | PA      | $805180.89    | 0.02%             | 2035-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                 | Meridian Funding plc, Series 2025-1, Class E                                                                                 | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |    384000 | PA      | $505576.23    | 0.01%             | 2068-02-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                       | Univision Communications, Inc.                                                                                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    448000 | PA      | $450186.24    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3141000 | PA      | $2867220.67   | 0.07%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                           | WEST Trust, Series 2025-ROSE, Class A                                                                                        | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862000 | PA      | $2873938.83   | 0.07%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                     | CVR Energy, Inc.                                                                                                             | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84294.38     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                           | BFLD Trust, Series 2025-FPM, Class B                                                                                         | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2961000 | PA      | $2976874.51   | 0.07%             | 2040-10-10      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                        | Novelis Corp.                                                                                                                | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1463581.62   | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                 | SoFi Professional Loan Program Trust, Series 2018-C, Class A2FX                                                              | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251981 | PA      | $250815.37    | 0.01%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                              | RR Donnelley & Sons Co.                                                                                                      | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    659000 | PA      | $667042.44    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1853932.10   | 0.05%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                           | Bletchley Park Funding plc, Series 2025-1, Class B                                                                           | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |    416000 | PA      | $551114.25    | 0.01%             | 2070-01-27      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Lanark Master Issuer plc                                             | Lanark Master Issuer plc, Series 2025-1X, Class 1A                                                                           | CUSIP: N/A<br>LEI: 213800KIOPB5OYXIVY33       | Long             | ABS-MBS          | CORP              | GB        |    988950 | PA      | $1307012.06   | 0.03%             | 2069-12-22      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Mortgage House RMBS Prime                                            | Mortgage House RMBS Prime, Series 2024-2, Class A1L                                                                          | CUSIP: N/A<br>LEI: 9845002AA60A62C9AC97       | Long             | ABS-MBS          | CORP              | AU        |    713466 | PA      | $492773.04    | 0.01%             | 2057-05-13      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4791000 | PA      | $4715907.16   | 0.12%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                     | American Builders & Contractors Supply Co., Inc.                                                                             | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42655.22     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                           | TransCanada PipeLines Ltd.                                                                                                   | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    463000 | PA      | $460916.47    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                  | HONO Mortgage Trust, Series 2021-LULU, Class A                                                                               | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5557000 | PA      | $5497956.88   | 0.14%             | 2036-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                     | Virgin Media Secured Finance plc                                                                                             | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1269000 | PA      | $1217072.39   | 0.03%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                          | FIGRE Trust, Series 2026-HE2, Class A                                                                                        | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1519971 | PA      | $1507437.62   | 0.04%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                        | Luna 1.5 SARL                                                                                                                | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |    135000 | PA      | $165402.13    | 0.00%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUEH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301768 | PA      | $292091.98    | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                   | DBC Mortgage Trust, Series 2025-DBC, Class C                                                                                 | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5605000 | PA      | $5583991.90   | 0.14%             | 2042-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                           | Vmed O2 UK Financing I plc                                                                                                   | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171767.82    | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6351000 | PA      | $6324338.37   | 0.16%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp., Series FIX                                                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6459000 | PA      | $6582056.48   | 0.17%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                 | Clear Channel Outdoor Holdings, Inc.                                                                                         | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3826014.97   | 0.10%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-MF, Class B                                                                        | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1469855 | PA      | $1469395.22   | 0.04%             | 2039-02-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                         | MPT Operating Partnership LP                                                                                                 | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    805000 | PA      | $816118.66    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2022-1A, Class B                                                                             | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3143006 | PA      | $2164034.11   | 0.05%             | 2053-01-20      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A                                                                     | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2074665 | PA      | $2075036.97   | 0.05%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Elstree Funding No. 4 plc                                            | Elstree Funding No. 4 plc, Series 4, Class A                                                                                 | CUSIP: N/A<br>LEI: 635400JAGLODYUGMIF69       | Long             | ABS-MBS          | CORP              | GB        |    262667 | PA      | $348765.23    | 0.01%             | 2055-10-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                     | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    333000 | PA      | $2997.00      | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                            | Dutch Property Finance BV, Series 2021-2, Class C                                                                            | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |    503000 | PA      | $581421.62    | 0.01%             | 2059-04-28      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                                  | GFL Environmental Holdings US, Inc.                                                                                          | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $412915.07    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3143000 | PA      | $3224454.15   | 0.08%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                              | Element Solutions, Inc.                                                                                                      | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1880084.94   | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2025-1, Class B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |   1000000 | PA      | $1150771.19   | 0.03%             | 2038-12-14      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3991583.02   | 0.10%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST8, Class D                                                                     | CUSIP: 91535UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    642000 | PA      | $638474.33    | 0.02%             | 2033-12-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                         | Gemgarto plc, Series 2021-1X, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400KLHB2FIID9TE45       | Long             | ABS-MBS          | CORP              | GB        |    218000 | PA      | $288906.63    | 0.01%             | 2067-12-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                         | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class BR3                                                                      | CUSIP: 03328TBU8<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502253.00   | 0.04%             | 2037-04-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                 | CrossCountry Intermediate HoldCo LLC                                                                                         | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $40460.87     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WJJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160859 | PA      | $154984.27    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    137000 | PA      | $180766.54    | 0.00%             | 2031-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7PN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403830 | PA      | $392000.89    | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                           | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $3988112.61   | 0.10%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVIII Ltd.                                          | Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R                                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4181178 | PA      | $4181178.78   | 0.11%             | 2032-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                      | LGI Homes, Inc.                                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50133.47     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFT48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120798 | PA      | $118156.82    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                     | Vista Point Securitization Trust, Series 2024-CES1, Class A2                                                                 | CUSIP: 92839HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2370000 | PA      | $2402960.06   | 0.06%             | 2054-05-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                           | PG&E Corp.                                                                                                                   | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    548000 | PA      | $540762.07    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                | Westpac Banking Corp.                                                                                                        | CUSIP: 96122WAQ3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  17040000 | PA      | $17083967.80  | 0.43%             | 2028-05-22      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 5 plc                                                  | Hops Hill No. 5 plc, Series 5, Class C                                                                                       | CUSIP: N/A<br>LEI: 635400LDVC1LDKJUB342       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132360.93    | 0.00%             | 2056-06-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                      | WHARF Commercial Mortgage Trust, Series 2025-DC, Class D                                                                     | CUSIP: 92987LAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2159170.99   | 0.05%             | 2040-07-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                       | Enbridge, Inc.                                                                                                               | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    523000 | PA      | $533763.64    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                 | Cross Mortgage Trust, Series 2025-H3, Class A1                                                                               | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5230060 | PA      | $5272751.63   | 0.13%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GSPP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17691 | PA      | $17178.49     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                      | Sage AR Funding, Series 2026-1X, Class A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |   1811000 | PA      | $2388439.02   | 0.06%             | 2038-05-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2020-1, Class C                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    324694 | PA      | $375433.61    | 0.01%             | 2034-11-14      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                     | SK Invictus Intermediate II SARL                                                                                             | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    231000 | PA      | $225310.26    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAK1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1083559.14   | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                  | Synchrony Financial                                                                                                          | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1683346.09   | 0.04%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BlackRock Capital Finance LP                                         | BlackRock Capital Finance LP, Series 1997-R2, Class AP                                                                       | CUSIP: 05535DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4564 | PA      | $0.00         | 0.00%             | 2035-12-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                       | Morgan Stanley Capital I Trust, Series 2018-BOP, Class A                                                                     | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1798853 | PA      | $1463277.03   | 0.04%             | 2033-08-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                                                    | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     73000 | PA      | $72726.21     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2678257.71   | 0.07%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trinity Square plc                                                   | Trinity Square plc, Series 2021-1X, Class AR                                                                                 | CUSIP: N/A<br>LEI: 6354001L6FRKQUMWRQ12       | Long             | ABS-MBS          | CORP              | GB        |    516050 | PA      | $683180.87    | 0.02%             | 2059-07-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                       | NCL Corp. Ltd.                                                                                                               | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     38000 | PA      | $36872.86     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                       | Rivers Enterprise Borrower LLC                                                                                               | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $133661.81    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WJR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147125 | PA      | $143012.87    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                     | Pikes Peak CLO 6, Series 2020-6A, Class DRR                                                                                  | CUSIP: 72132YBE4<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1227243.62   | 0.03%             | 2034-05-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                | United Airlines, Inc.                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1194027.79   | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    514000 | PA      | $514499.09    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                           | Lamb Weston Holdings, Inc.                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1203387.16   | 0.03%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    900000 | PA      | $933662.71    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4645564.81   | 0.12%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                            | Telecom Italia Capital SA                                                                                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $222737.40    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                             | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28750.23     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q72S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185902 | PA      | $180505.06    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                     | Bombardier, Inc.                                                                                                             | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2117000 | PA      | $2251518.41   | 0.06%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                        | Novelis Corp.                                                                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    373000 | PA      | $351552.50    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                               | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                                                              | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440238 | PA      | $442241.53    | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1246462.60   | 0.03%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3     | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3, Series 3, Class C                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |     91654 | PA      | $105740.76    | 0.00%             | 2035-10-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes                                                                    | CUSIP: 3138EPT46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532605 | PA      | $557358.49    | 0.01%             | 2045-06-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                  | Azorra Finance Ltd.                                                                                                          | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    328000 | PA      | $331178.32    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    354000 | PA      | $362266.09    | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                | BlueMountain CLO Ltd., Series 2018-2A, Class B                                                                               | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500123.95    | 0.01%             | 2031-08-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                            | LEX Trust, Series 2026-450, Class D                                                                                          | CUSIP: 501970AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642000 | PA      | $636176.42    | 0.02%             | 2043-03-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                  | Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1                                                              | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704225 | PA      | $676575.48    | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J76U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11421 | PA      | $11096.01     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-88368.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                        | Golden Bar Securitisation SRL, Series 2025-1, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     92828 | PA      | $107764.31    | 0.00%             | 2044-12-20      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2025-1, Class A                                                                        | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |   1600000 | PA      | $1849942.55   | 0.05%             | 2035-04-18      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                          | USA Compression Partners LP                                                                                                  | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    661000 | PA      | $676319.45    | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282234 | PA      | $276181.35    | 0.01%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2020-LTV1, Class A11                                                                      | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32122 | PA      | $32073.32     | 0.00%             | 2050-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                                                          | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1802440.54   | 0.05%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $8159213.98   | 0.20%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1393615.53   | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                                      | Stream Innovations Issuer Trust, Series 2025-1A, Class A                                                                     | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330219 | PA      | $331270.86    | 0.01%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                             | Motorola Solutions, Inc.                                                                                                     | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233891.44    | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                           | Fertitta Entertainment LLC                                                                                                   | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $965284.47    | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2019-2A, Class A                                                                             | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155864 | PA      | $138005.15    | 0.00%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                     | Mortimer BTL plc, Series 2021-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |    111000 | PA      | $146961.32    | 0.00%             | 2053-06-23      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                       | GLP Capital LP                                                                                                               | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1929300.11   | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                            | OBX Trust, Series 2023-NQM6, Class A1                                                                                        | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3647519 | PA      | $3651348.82   | 0.09%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes                                                                    | CUSIP: 3138Y7HX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34311 | PA      | $35488.10     | 0.00%             | 2045-11-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                               | Auto1 Car Funding SARL, Series 2024-1, Class C                                                                               | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $116323.93    | 0.00%             | 2033-12-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                     | UWM Holdings LLC                                                                                                             | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $531005.75    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    902000 | PA      | $871925.08    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167597.06    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RR 43 Ltd.                                                           | RR 43 Ltd., Series 2026-43A, Class B                                                                                         | CUSIP: 78110AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1190000 | PA      | $1186745.59   | 0.03%             | 2039-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                         | Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1                                                      | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1083755 | PA      | $956814.59    | 0.02%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                           | Verus Securitization Trust, Series 2025-11, Class B1                                                                         | CUSIP: 924935AL3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1350271 | PA      | $1331269.45   | 0.03%             | 2070-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4529000 | PA      | $4605763.70   | 0.12%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 10 FT                                              | Santander Consumo 10 FT, Series 10, Class D                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |    300000 | PA      | $346767.14    | 0.01%             | 2041-05-22      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                            | Canada Square Funding plc, Series 6, Class C                                                                                 | CUSIP: N/A<br>LEI: 6354009BNGSKPMISBP18       | Long             | ABS-MBS          | CORP              | GB        |    318000 | PA      | $421170.39    | 0.01%             | 2059-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class C                                                         | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |    103000 | PA      | $136869.17    | 0.00%             | 2055-08-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2021-BA, Class AFL                                                                         | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3998591 | PA      | $3989349.54   | 0.10%             | 2062-04-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   4148000 | PA      | $4277479.82   | 0.11%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1303713.10   | 0.03%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1164108.01   | 0.03%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1051235 | PA      | $1021345.12   | 0.03%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                      | Advanced Drainage Systems, Inc.                                                                                              | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    427000 | PA      | $430709.78    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $43781.53     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                              | Progressive Corp. (The)                                                                                                      | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1257866.08   | 0.03%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                                      | KKR CLO 27 Ltd., Series 27A, Class A1R2                                                                                      | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   3690000 | PA      | $3684523.67   | 0.09%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust                                                    | M&T Bank RV Trust, Series 2026-1A, Class A                                                                                   | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2087424 | PA      | $2063810.79   | 0.05%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                            | AHP Health Partners, Inc.                                                                                                    | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316455.55    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                          | Golden Ray SA Compartment 1, Series 1, Class B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $114849.07    | 0.00%             | 2057-12-27      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                | Albertsons Cos., Inc.                                                                                                        | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130940.64    | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                        | Golden Bar Securitisation SRL, Series 2025-1, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    196578 | PA      | $227207.49    | 0.01%             | 2044-12-20      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                                               | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    264000 | PA      | $267708.66    | 0.01%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LendingClub Structured Loan Certificate Issuer Trust                 | LendingClub Structured Loan Certificate Issuer Trust, Series 2025-P16, Class A                                               | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1593853 | PA      | $1593042.93   | 0.04%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2307020.15   | 0.06%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                          | Terex Corp.                                                                                                                  | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166499.76    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBSG Mortgage Trust                                                  | DBSG Mortgage Trust, Series 2024-ALTA, Class A                                                                               | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5145000 | PA      | $5193163.89   | 0.13%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Venture 31 CLO Ltd.                                                  | Venture 31 CLO Ltd., Series 2018-31A, Class A1                                                                               | CUSIP: 92331VAA6<br>LEI: 549300WIVX6V4NHW6X79 | Long             | ABS-CBDO         | CORP              | KY        |    270985 | PA      | $270984.94    | 0.01%             | 2031-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                            | Mill City Solar Loan Ltd., Series 2019-2GS, Class A                                                                          | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5977246 | PA      | $5409540.47   | 0.14%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd.                                                  | Elmwood CLO IV Ltd., Series 2020-1A, Class BR                                                                                | CUSIP: 29002GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.03%             | 2037-04-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2021-1A, Class B                                                                             | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414011 | PA      | $323583.26    | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                                      | Elstree Funding, Series 251-1ST, Class A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |   1187941 | PA      | $1570061.28   | 0.04%             | 2065-01-21      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                                             | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6177000 | PA      | $6248136.43   | 0.16%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                           | Garda World Security Corp.                                                                                                   | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   2007000 | PA      | $2041654.87   | 0.05%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                            | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71259.89     | 0.00%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                      | Residential Mortgage Loan Trust, Series 2019-3, Class M1                                                                     | CUSIP: 76119NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508739 | PA      | $1498711.93   | 0.04%             | 2059-09-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                          | PRKCM Trust, Series 2023-AFC1, Class A1                                                                                      | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1953432 | PA      | $1947756.54   | 0.05%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp., Series 5000, Class MA                                                                      | CUSIP: 3137FVGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2307955 | PA      | $2168353.66   | 0.05%             | 2044-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |     69922 | PA      | $81221.98     | 0.00%             | 2042-10-27      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2025-LUNR, Class A                                                                                          | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5969255 | PA      | $5974832.81   | 0.15%             | 2040-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                               | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1508380.79   | 0.04%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-AIRC, Class B                                                                      | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3169803 | PA      | $3172774.68   | 0.08%             | 2041-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  12240000 | PA      | $13329098.68  | 0.33%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                          | Rogers Communications, Inc.                                                                                                  | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1710000 | PA      | $1692929.28   | 0.04%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                          | Latitude Australia Credit Card Master Trust, Series 2025-1, Class B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $344961.20    | 0.01%             | 2037-11-23      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                | Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class A                                                              | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2897000 | PA      | $2896224.18   | 0.07%             | 2038-03-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                    | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     65697 | PA      | $76639.02     | 0.00%             | 2036-12-29      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| OAK NO 5 plc                                                         | OAK NO 5 plc, Series 5, Class A                                                                                              | CUSIP: N/A<br>LEI: 635400KCZVFC2R7EDJ73       | Long             | ABS-MBS          | CORP              | GB        |   1078906 | PA      | $1426192.51   | 0.04%             | 2072-07-28      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                     | CVR Energy, Inc.                                                                                                             | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126940.84    | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                   | Kingdom of Morocco                                                                                                           | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    964000 | PA      | $980098.80    | 0.02%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                         | Valaris Ltd.                                                                                                                 | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    174000 | PA      | $180297.23    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                    | FirstEnergy Corp.                                                                                                            | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2842185.19   | 0.07%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1235824.55   | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                          | Latitude Australia Credit Card Master Trust, Series 2026-1, Class D                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $343833.13    | 0.01%             | 2038-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    100000 | PA      | $115397.41    | 0.00%             | 2043-10-27      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 10-Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -951 | NC      | $2102673.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3166513.92   | 0.08%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                | SLM Private Credit Student Loan Trust, Series 2005-B, Class A4                                                               | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |   2383290 | PA      | $2335975.25   | 0.06%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                       | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    929000 | PA      | $915986.38    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8185000 | PA      | $8246658.10   | 0.21%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                        | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236797.58    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                        | Asbury Automotive Group, Inc.                                                                                                | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5892.00      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                        | Phoenix Aviation Capital Ltd.                                                                                                | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    840000 | PA      | $845283.60    | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                | QTS Issuer ABS II LLC, Series 2026-1A, Class A2                                                                              | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3409000 | PA      | $3331656.27   | 0.08%             | 2056-01-05      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                    | Affirm Asset Securitization Trust, Series 2025-X2, Class A                                                                   | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1247703 | PA      | $1248624.29   | 0.03%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                  | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33784.13     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                          | Last Mile Securities PE DAC, Series 2021-1X, Class C                                                                         | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |   1060782 | PA      | $1225821.22   | 0.03%             | 2031-08-17      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                  | Post Holdings, Inc.                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1293367.64   | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2983072.47   | 0.07%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                          | Caesars Entertainment, Inc.                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    289000 | PA      | $277987.66    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                           | PRPM Trust, Series 2026-NQM1, Class A1                                                                                       | CUSIP: 74391DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4724624 | PA      | $4706622.24   | 0.12%             | 2071-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO IV Ltd.                                               | Tikehau US CLO IV Ltd., Series 2023-1A, Class C1R                                                                            | CUSIP: 88675CAU6<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1003249.70   | 0.03%             | 2038-03-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class A                                                           | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300147 | PA      | $3318518.36   | 0.08%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                               | London Cards No. 2 plc, Series 2, Class E                                                                                    | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |    135000 | PA      | $182006.53    | 0.00%             | 2034-03-28      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1418303.00   | 0.04%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                    | EMRLD Borrower LP                                                                                                            | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    735000 | PA      | $755915.16    | 0.02%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11399000 | PA      | $11570498.07  | 0.29%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    955000 | PA      | $878332.06    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2018-1, Class A                                                               | CUSIP: 92257AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33343 | PA      | $33111.70     | 0.00%             | 2048-04-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                          | Golden Ray SA Compartment 1, Series 1, Class A2                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    413279 | PA      | $476695.47    | 0.01%             | 2057-12-27      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2024-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |    144000 | PA      | $191682.52    | 0.00%             | 2061-02-26      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6690000 | PA      | $6650349.64   | 0.17%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                     | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    667000 | PA      | $7503.75      | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| London Bridge Mortgages plc                                          | London Bridge Mortgages plc, Series 2025-1, Class B                                                                          | CUSIP: N/A<br>LEI: 63540064LX89RJMR9I46       | Long             | ABS-MBS          | CORP              | GB        |    356000 | PA      | $469096.75    | 0.01%             | 2067-03-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                                              | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185726.45    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8721000 | PA      | $8841930.97   | 0.22%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                            | Santander Mortgage Asset Receivable Trust, Series 2026-NQM1, Class A1                                                        | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |   2184273 | PA      | $2170081.72   | 0.05%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6256000 | PA      | $6306594.84   | 0.16%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 4 plc                                                  | Hops Hill No. 4 plc, Series 4, Class D                                                                                       | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |    215000 | PA      | $284985.49    | 0.01%             | 2056-04-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                   | Compass Datacenters Issuer III LLC, Series 2026-1A, Class A21                                                                | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2341000 | PA      | $2321532.95   | 0.06%             | 2056-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8065000 | PA      | $7978072.93   | 0.20%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331380 | PA      | $321740.14    | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                    | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1061289.61   | 0.03%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FS                                                                   | FS ORL, Series 2026-ORL, Class B                                                                                             | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335000 | PA      | $2330621.88   | 0.06%             | 2041-02-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5480, Class FA                                                  | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6348313 | PA      | $6402864.78   | 0.16%             | 2054-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    208000 | PA      | $209110.72    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                                | CITGO Petroleum Corp.                                                                                                        | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345949.14    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                        | Hermitage plc, Series 2024-1, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |     41669 | PA      | $55387.22     | 0.00%             | 2033-04-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                    | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 6, Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    400000 | PA      | $462962.31    | 0.01%             | 2039-12-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                          | Carvana Co.                                                                                                                  | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1316675 | PA      | $1423725.94   | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2025-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |   2009709 | PA      | $2657393.11   | 0.07%             | 2068-02-26      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                       | Newday Funding, Series 2024-1X, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    147000 | PA      | $195890.32    | 0.00%             | 2032-03-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                  | GS Mortgage-Backed Securities Trust, Series 2025-PJ10, Class A27                                                             | CUSIP: 36273MBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3242313 | PA      | $3244339.78   | 0.08%             | 2056-04-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Triton Bond Trust in respect of                                      | Triton Bond Trust in respect of, Series 2026-1, Class A2                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   2942000 | PA      | $2009108.31   | 0.05%             | 2058-02-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                         | Tallgrass Energy Partners LP                                                                                                 | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139807.22    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                                                 | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1770000 | PA      | $1737675.96   | 0.04%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK                                                                 | BANK, Series 2019-BN18, Class A2                                                                                             | CUSIP: 065402AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4859654.00   | 0.12%             | 2062-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2021-C, Class APT1                                                                  | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2940609 | PA      | $2695925.84   | 0.07%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                       | OHS Issuer LLC, Series 2026-1, Class A2                                                                                      | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800498 | PA      | $1765248.17   | 0.04%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    303000 | PA      | $275530.72    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 3 Ltd.                                               | Signal Peak CLO 3 Ltd., Series 2016-3A, Class AR3                                                                            | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800355.60    | 0.02%             | 2037-01-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Driver Australia Ten                                                 | Driver Australia Ten, Series 10, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |     70138 | PA      | $48548.88     | 0.00%             | 2033-02-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                         | Humana, Inc.                                                                                                                 | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    952000 | PA      | $925361.91    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                      | Vantage Data Centers Issuer LLC, Series 2025-2A, Class A2                                                                    | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1613000 | PA      | $1588524.50   | 0.04%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                       | Opal Bidco SAS                                                                                                               | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $254244.86    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                                                    | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    245000 | PA      | $256869.27    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2                                                          | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437011 | PA      | $432839.83    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Garnet CLO 2 Ltd.                                                    | Garnet CLO 2 Ltd., Series 2025-2A, Class A                                                                                   | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5380000 | PA      | $5384360.49   | 0.14%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                         | Sabine Pass Liquefaction LLC                                                                                                 | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2894929.87   | 0.07%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2187159.47   | 0.05%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                  | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class F                                                                  | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |    400000 | PA      | $458075.38    | 0.01%             | 2039-05-20      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2020-4, Class A1                                                                           | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623484 | PA      | $568239.04    | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12134000 | PA      | $12212646.76  | 0.31%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class A                                                                     | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640307 | PA      | $1640579.07   | 0.04%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132859.53    | 0.00%             | 2060-04-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398234 | PA      | $395802.74    | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                          | Caesars Entertainment, Inc.                                                                                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84998.80     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                           | Moog, Inc.                                                                                                                   | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114358.14    | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                                        | Yuan Renminbi                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |       362 | OU      | $52.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                           | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4741661 | PA      | $4623859.42   | 0.12%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                          | L3Harris Technologies, Inc.                                                                                                  | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    901000 | PA      | $901558.35    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAH8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5266000 | PA      | $5259844.41   | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                    | Newday Funding Master Issuer plc-, Series 2026-1X, Class C                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $132265.56    | 0.00%             | 2034-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                          | IQVIA, Inc.                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    723000 | PA      | $720266.63    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                             | Benchmark Mortgage Trust, Series 2025-V18, Class B                                                                           | CUSIP: 08164EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2780000 | PA      | $2818444.06   | 0.07%             | 2058-10-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                     | Vista Point Securitization Trust, Series 2024-CES1, Class A3                                                                 | CUSIP: 92839HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1191500 | PA      | $1211095.65   | 0.03%             | 2054-05-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                           | CSMC Trust, Series 2015-3, Class A9                                                                                          | CUSIP: 12649XAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643896 | PA      | $605697.88    | 0.02%             | 2045-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                        | Freedom Mortgage Holdings LLC                                                                                                | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54224.67     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                   | Chemours Co. (The)                                                                                                           | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    319000 | PA      | $299143.91    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                            | FMC Corp.                                                                                                                    | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24864.34     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                   | Vail Resorts, Inc.                                                                                                           | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188428.23    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                             | CompoSecure Holdings LLC                                                                                                     | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    669000 | PA      | $653579.55    | 0.02%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                         | Focus Financial Partners LLC                                                                                                 | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144999.38    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Yen                                                                  | Yen                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |  13685211 | OU      | $86230.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                                             | Comstock Resources, Inc.                                                                                                     | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61265.35     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2025-11, Class A11                                                                 | CUSIP: 16162QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5113145 | PA      | $5101163.54   | 0.13%             | 2056-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2016-2, Class M1                                                                           | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118536 | PA      | $1107175.22   | 0.03%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                          | IQVIA, Inc.                                                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    832000 | PA      | $844888.51    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                        | Hermitage plc, Series 2025-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |    332000 | PA      | $438703.54    | 0.01%             | 2033-04-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                             | Government National Mortgage Association, Series 2020-127, Class LP                                                          | CUSIP: 38382HX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3051781 | PA      | $2456062.94   | 0.06%             | 2050-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                          | Targa Resources Partners LP                                                                                                  | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2322641.04   | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                          | Citibank NA                                                                                                                  | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4808000 | PA      | $4827127.76   | 0.12%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                   | Exmoor Funding plc, Series 2024-1, Class A                                                                                   | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |    395074 | PA      | $523710.14    | 0.01%             | 2094-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class E                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    200000 | PA      | $231202.83    | 0.01%             | 2043-10-27      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                       | BFLD Commercial Mortgage Trust, Series 2025-660F, Class D                                                                    | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1137150.00   | 0.03%             | 2042-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2024-3X, Class D                                                                            | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $132776.83    | 0.00%             | 2066-12-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Homes Trust                                                          | Homes Trust, Series 2024-NQM2, Class A1                                                                                      | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   4007664 | PA      | $4026305.08   | 0.10%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                               | Sequoia Mortgage Trust, Series 2025-9, Class A26F                                                                            | CUSIP: 81750BBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1927573 | PA      | $1931567.94   | 0.05%             | 2055-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    882000 | PA      | $892707.48    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                  | RCKT Mortgage Trust, Series 2024-CES1, Class A1A                                                                             | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5219540 | PA      | $5241104.64   | 0.13%             | 2044-02-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                                   | SoFi Professional Loan Program LLC, Series 2019-A, Class A2FX                                                                | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508925 | PA      | $506485.67    | 0.01%             | 2048-06-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                | Avantor Funding, Inc.                                                                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1643606.65   | 0.04%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                           | Jupiter Mortgage No. 1 plc, Series 1X, Class DR                                                                              | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |    293000 | PA      | $390261.91    | 0.01%             | 2055-07-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                         | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                                                    | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501098.75   | 0.06%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                         | Braccan Mortgage Funding plc, Series 2026-1X, Class D                                                                        | CUSIP: N/A<br>LEI: 2138006RXLKWX319BI66       | Long             | ABS-MBS          | CORP              | GB        |    105000 | PA      | $138976.76    | 0.00%             | 2068-04-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                    | Installed Building Products, Inc.                                                                                            | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    237000 | PA      | $231263.65    | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                    | Rocket Cos., Inc.                                                                                                            | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27829.79     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                     | GE Vernova, Inc.                                                                                                             | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4809731.85   | 0.12%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                  | Buckeye Partners LP                                                                                                          | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41280.44     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                       | Banc of America Mortgage Trust, Series 2003-J, Class 2A1                                                                     | CUSIP: 05948XYC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96297 | PA      | $85249.06     | 0.00%             | 2033-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                            | Howard Hughes Corp. (The)                                                                                                    | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127021.73    | 0.00%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                          | Crescent Energy Finance LLC                                                                                                  | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22476.45     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                              | AS Mileage Plan IP Ltd.                                                                                                      | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7240000 | PA      | $7166811.71   | 0.18%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                    | Turquoise V Trust, Series 2026-1, Class A1L                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   2040000 | PA      | $1405325.06   | 0.04%             | 2067-06-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                          | PNC Bank NA                                                                                                                  | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  11240000 | PA      | $11240448.25  | 0.28%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3636000 | PA      | $3667009.81   | 0.09%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                 | American Express Co.                                                                                                         | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3666634.17   | 0.09%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables No.2 DAC                            | Finance Ireland Auto Receivables No.2 DAC, Series 2, Class A                                                                 | CUSIP: N/A<br>LEI: 635400CQQYNH7KEIXW17       | Long             | ABS-O            | CORP              | IE        |   2580622 | PA      | $2986027.03   | 0.08%             | 2034-11-14      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                        | Staples, Inc.                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     96000 | PA      | $88782.65     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                   | AmWINS Group, Inc.                                                                                                           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    617000 | PA      | $591063.36    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                      | B&G Foods, Inc.                                                                                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49235.31     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                       | Univision Communications, Inc.                                                                                               | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    368000 | PA      | $379266.38    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                           | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9858000 | PA      | $9724384.87   | 0.24%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                            | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                       | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  45429282 | NS      | $45429282.05  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PCL Funding IX plc                                                   | PCL Funding IX plc, Series 2024-1, Class B                                                                                   | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |    140000 | PA      | $185776.71    | 0.00%             | 2029-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                      | Canadian Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       548 | OU      | $393.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250550 | PA      | $244372.93    | 0.01%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5084000 | PA      | $5112038.31   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   7154000 | PA      | $7134447.76   | 0.18%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                              | Howden UK Refinance plc                                                                                                      | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   3105000 | PA      | $3131147.21   | 0.08%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    731000 | PA      | $755864.37    | 0.02%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                    | Genesis Energy LP                                                                                                            | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37198.51     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                  | Station Casinos LLC                                                                                                          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    957000 | PA      | $937991.87    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50255078.00  | 1.26%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F5GZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136692 | PA      | $133022.23    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12631025.93  | 0.32%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                   | Wand NewCo 3, Inc.                                                                                                           | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    736000 | PA      | $752557.77    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                             | Blue Racer Midstream LLC                                                                                                     | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $217977.77    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                       | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  13844000 | PA      | $13801119.18  | 0.35%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                  | RCKT Mortgage Trust, Series 2025-CES4, Class A1A                                                                             | CUSIP: 74937YAA6<br>LEI: 254900VY2F6O6C6XTD40 | Long             | ABS-O            | CORP              | US        |   3908516 | PA      | $3937941.25   | 0.10%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                | Thunder Logistics DAC, Series 2024-1X, Class A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |    265413 | PA      | $305703.63    | 0.01%             | 2036-11-17      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                           | Quarzo SRL, Series 2024-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |     59514 | PA      | $69444.75     | 0.00%             | 2041-06-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                        | Taurus UK DAC, Series 2025-UK2X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |   1801549 | PA      | $2383154.18   | 0.06%             | 2035-02-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EJPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9155 | PA      | $9082.93      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-2X, Class B                                                                       | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |    315000 | PA      | $417318.41    | 0.01%             | 2050-06-28      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D                                             | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $773499.80    | 0.02%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                                  | M&T Equipment Notes, Series 2025-1A, Class A2                                                                                | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793300 | PA      | $795850.46    | 0.02%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                              | Albion Financing 1 SARL                                                                                                      | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1042000 | PA      | $1064962.55   | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                     | UWM Holdings LLC                                                                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547000 | PA      | $498144.97    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                             | COLT Mortgage Loan Trust, Series 2023-1, Class A1                                                                            | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1623519 | PA      | $1619815.03   | 0.04%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| RESIMAC Premier                                                      | RESIMAC Premier, Series 2024-2, Class A2                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    353821 | PA      | $244358.11    | 0.01%             | 2056-02-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                            | MFA Trust, Series 2023-NQM3, Class A1                                                                                        | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3327270 | PA      | $3333972.08   | 0.08%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                               | Santander Drive Auto Receivables Trust, Series 2023-5, Class A3                                                              | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782587 | PA      | $783086.85    | 0.02%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                       | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $381277.05    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                       | Newday Funding, Series 2024-1X, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    208000 | PA      | $276282.29    | 0.01%             | 2032-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 66B Ltd.                                  | Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class AR                                                               | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2210000 | PA      | $2211776.40   | 0.06%             | 2038-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                                                          | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    351000 | PA      | $351059.18    | 0.01%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                  | STL Holding Co. LLC                                                                                                          | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48557.35     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3083309.36   | 0.08%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                       | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133481.25    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4229948.62   | 0.11%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                            | Manitowoc Co., Inc. (The)                                                                                                    | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82497.96     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                           | INCREF LLC, Series 2025-FL1, Class A                                                                                         | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4840000 | PA      | $4836681.21   | 0.12%             | 2042-10-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 049362AA4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    929000 | PA      | $907096.41    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                                                          | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1417959.19   | 0.04%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                                                    | AB BSL CLO 1 Ltd., Series 2020-1A, Class C1R2                                                                                | CUSIP: 00038KBE0<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $470628.44    | 0.01%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                  | PBF Holding Co. LLC                                                                                                          | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64695.46     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                     | College Avenue Student Loans LLC, Series 2021-B, Class A1                                                                    | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2654551 | PA      | $2621208.94   | 0.07%             | 2052-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $118625.02    | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                 | SoFi Professional Loan Program Trust, Series 2021-A, Class AFX                                                               | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356052 | PA      | $316714.51    | 0.01%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                | DirecTV Financing LLC                                                                                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $338642.76    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans Trust                                      | College Ave Student Loans Trust, Series 2024-A, Class A1B                                                                    | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8443488 | PA      | $8562091.15   | 0.22%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                     | Sable International Finance Ltd.                                                                                             | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393643.32    | 0.01%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                            | Versant Media Group, Inc.                                                                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130995.33    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   6128000 | PA      | $6036545.73   | 0.15%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                      | Discovery Global Holdings, Inc.                                                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    394000 | PA      | $348690.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                            | Stonepeak Nile Parent LLC                                                                                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55125.14     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                  | Synchrony Financial                                                                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1366580.30   | 0.03%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO III DAC                                                | Voya Euro CLO III DAC, Series 3X, Class AR                                                                                   | CUSIP: N/A<br>LEI: 635400K38PBPFZARQW28       | Long             | ABS-CBDO         | CORP              | IE        |    310000 | PA      | $356701.88    | 0.01%             | 2038-03-16      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                               | LifePoint Health, Inc.                                                                                                       | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1839053.70   | 0.05%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BANK                                                                 | BANK, Series 2018-BN14, Class A2                                                                                             | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960521 | PA      | $1942999.97   | 0.05%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                           | Sensata Technologies, Inc.                                                                                                   | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1933706.13   | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                        | Navient Corp.                                                                                                                | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    570000 | PA      | $555660.74    | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                           | Dowson plc, Series 2024-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |    160000 | PA      | $211869.61    | 0.01%             | 2031-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust                                      | BRAVO Residential Funding Trust, Series 2025-NQM10, Class A1                                                                 | CUSIP: 10570BAC8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   3068722 | PA      | $3048555.57   | 0.08%             | 2065-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                 | Meridian Funding plc, Series 2025-1, Class A                                                                                 | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |   3977899 | PA      | $5257260.38   | 0.13%             | 2068-02-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| East One plc                                                         | East One plc, Series 2024-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |    375000 | PA      | $498295.69    | 0.01%             | 2055-12-27      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                            | Commercial Mortgage Trust, Series 2025-167G, Class A                                                                         | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2477000 | PA      | $2467198.76   | 0.06%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                       | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-HX1, Class A1                                                    | CUSIP: 617942AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2381014 | PA      | $2401823.27   | 0.06%             | 2070-03-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9960000 | PA      | $9850427.65   | 0.25%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                    | Affirm Asset Securitization Trust, Series 2025-X1, Class A                                                                   | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445743 | PA      | $446004.42    | 0.01%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                      | Mohegan Tribal Gaming Authority                                                                                              | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $193484.97    | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    895000 | PA      | $882685.78    | 0.02%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                        | Midcap Financial Issuer Trust                                                                                                | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $388153.64    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                            | FMC Corp.                                                                                                                    | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    157000 | PA      | $140239.45    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                     | Amazon.com, Inc.                                                                                                             | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  13380000 | PA      | $13312364.77  | 0.33%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                       | Infinity Natural Resources LLC                                                                                               | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205077.12    | 0.01%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                        | Transocean International Ltd.                                                                                                | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $208357.50    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                | Albertsons Cos., Inc.                                                                                                        | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $265131.85    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                      | AutoNoria Spain FT, Series 2021-SP, Class E                                                                                  | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |     97591 | PA      | $113026.32    | 0.00%             | 2039-01-31      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2025-44, Class FB                                          | CUSIP: 3136BWCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 103266232 | PA      | $104161385.25 | 2.62%             | 2055-06-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                              | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  17815000 | PA      | $17664073.10  | 0.44%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                   | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2453000 | PA      | $2450413.56   | 0.06%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                             | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                                                            | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   1510295 | PA      | $1515396.10   | 0.04%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4317486.77   | 0.11%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                       | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC1, Class A1                                                   | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3784465 | PA      | $3796872.34   | 0.10%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                    | Atlas Funding plc, Series 2024-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |    103895 | PA      | $138144.77    | 0.00%             | 2061-09-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                            | MGM Resorts International                                                                                                    | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    231000 | PA      | $232368.68    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $656181.74    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class E                                                                        | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |    293331 | PA      | $343158.72    | 0.01%             | 2034-10-18      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                            | Duke Energy Carolinas LLC                                                                                                    | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1009231.88   | 0.03%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2024-2X, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    331000 | PA      | $441554.28    | 0.01%             | 2032-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                  | Post Holdings, Inc.                                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182400.89    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7120000 | PA      | $7400206.53   | 0.19%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                    | Standard Building Solutions, Inc.                                                                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1054544.92   | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140E2TJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43246 | PA      | $42300.62     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                     | Clarivate Science Holdings Corp.                                                                                             | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $45987.36     | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                         | Braccan Mortgage Funding plc, Series 2025-1X, Class B                                                                        | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |    215000 | PA      | $283925.46    | 0.01%             | 2067-05-17      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2020-A, Class A2B                                                                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337922 | PA      | $337720.63    | 0.01%             | 2037-09-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                         | Sabine Pass Liquefaction LLC                                                                                                 | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   5298000 | PA      | $5307916.11   | 0.13%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                                                         | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   6871000 | PA      | $6421805.76   | 0.16%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                        | Golden Bar Securitisation SRL, Series 2025-2, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    135179 | PA      | $155976.48    | 0.00%             | 2044-12-22      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                               | Auto1 Car Funding SARL, Series 2024-1, Class D                                                                               | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $118758.96    | 0.00%             | 2033-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| RR 36 Ltd.                                                           | RR 36 Ltd., Series 2024-36RA, Class A1R                                                                                      | CUSIP: 74989AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750012.25   | 0.04%             | 2040-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EYKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8215 | PA      | $8057.40      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LT Autorahoitus V DAC                                                | LT Autorahoitus V DAC, Series 5, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400FHUEZVXRTDBK19       | Long             | ABS-O            | CORP              | IE        |    400000 | PA      | $462106.52    | 0.01%             | 2035-05-18      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                            | Dutch Property Finance BV, Series 2023-1, Class A                                                                            | CUSIP: N/A<br>LEI: 72450018DWAQNJ1JEW75       | Long             | ABS-MBS          | CORP              | NL        |   2591490 | PA      | $3004637.87   | 0.08%             | 2064-04-28      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                     | SpringCastle America Funding LLC, Series 2020-AA, Class A                                                                    | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1889277 | PA      | $1779995.13   | 0.04%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                           | VRTX Trust, Series 2025-HQ, Class B                                                                                          | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109000 | PA      | $3091764.64   | 0.08%             | 2042-08-05      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                             | SoFi Personal Loan Trust, Series 2023-1                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     46541 | PA      | $621168.25    | 0.02%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRA Trust                                                           | ACRA Trust, Series 2024-NQM1, Class A1                                                                                       | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3146792 | PA      | $3154753.94   | 0.08%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                          | US Acute Care Solutions LLC                                                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $277255.89    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                | Avantor Funding, Inc.                                                                                                        | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10320.12     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                 | AmeriGas Partners LP                                                                                                         | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $138783.63    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7257000 | PA      | $7206142.94   | 0.18%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WCWR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5801 | PA      | $5703.02      | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                   | Hermitage 2024 plc, Series 2024-1, Class E                                                                                   | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |     67920 | PA      | $90930.06     | 0.00%             | 2033-04-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PMF plc                                                              | PMF plc, Series 2024-1, Class A                                                                                              | CUSIP: N/A<br>LEI: 635400CIMKRXMLBEGI82       | Long             | ABS-MBS          | CORP              | GB        |    414735 | PA      | $549974.64    | 0.01%             | 2060-07-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                 | Consumers Energy Co.                                                                                                         | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3954837.21   | 0.10%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                    | Gen Digital, Inc.                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181183.17    | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 10 FT                                              | Santander Consumo 10 FT, Series 10, Class C                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |    300000 | PA      | $346767.48    | 0.01%             | 2041-05-22      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                           | Service Experts Issuer LLC, Series 2021-1A, Class A                                                                          | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385358 | PA      | $379071.86    | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                   | Connect Finco SARL                                                                                                           | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210108.00    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                 | Cross Mortgage Trust, Series 2026-NQM4, Class A2                                                                             | CUSIP: 22758FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3345000 | PA      | $3344975.92   | 0.08%             | 2071-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                       | BSTN Commercial Mortgage Trust, Series 2025-HUB, Class A                                                                     | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1622911.88   | 0.04%             | 2041-04-13      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4254000 | PA      | $4313515.76   | 0.11%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| RR 32 Ltd.                                                           | RR 32 Ltd., Series 2024-32RA, Class A1R                                                                                      | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1355000 | PA      | $1355491.32   | 0.03%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                              | SS&C Technologies, Inc.                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1308880.28   | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                           | MLTI Trust, Series 2026-SF75, Class E                                                                                        | CUSIP: 55318JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1218134.98   | 0.03%             | 2031-03-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                            | Millrose Properties, Inc.                                                                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534000 | PA      | $533833.87    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                    | Clarios Global LP                                                                                                            | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    756000 | PA      | $773010.00    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                | DirecTV Financing LLC                                                                                                        | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $510860.95    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    328000 | PA      | $323578.00    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                                              | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1094682.69   | 0.03%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                              | Qnity Electronics, Inc.                                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    592000 | PA      | $592705.07    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F13P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68677 | PA      | $66914.05     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2024-CNYN, Class A                                                                                          | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2067589 | PA      | $2068279.68   | 0.05%             | 2041-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4833252.50   | 0.12%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5257000 | PA      | $5334039.28   | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2020-1A, Class A1B                                                               | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6159114 | PA      | $5767415.02   | 0.14%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                   | Viking Ocean Cruises Ship VII Ltd.                                                                                           | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     51000 | PA      | $50922.96     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                | Resideo Funding, Inc.                                                                                                        | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    581000 | PA      | $572445.70    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                      | CoreLogic, Inc.                                                                                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1674781.38   | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                          | Point Broadband Funding LLC, Series 2025-1A, Class A2                                                                        | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758000 | PA      | $758557.58    | 0.02%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                       | Newday Funding, Series 2024-1X, Class A                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    534000 | PA      | $709101.63    | 0.02%             | 2032-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class B                                                                        | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |    132335 | PA      | $153445.47    | 0.00%             | 2034-02-18      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                | Nissan Motor Co. Ltd.                                                                                                        | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    920000 | PA      | $931587.25    | 0.02%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                            | Williams Cos., Inc. (The)                                                                                                    | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1233402.84   | 0.03%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                       | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                                                                      | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2145000 | PA      | $2181422.74   | 0.05%             | 2044-06-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                           | NCMF Trust, Series 2025-MFS, Class E                                                                                         | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2025000 | PA      | $2036023.70   | 0.05%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    777000 | PA      | $768202.05    | 0.02%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WST Trust                                                            | WST Trust, Series 2026-1, Class A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   3370587 | PA      | $2316839.11   | 0.06%             | 2057-09-19      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                  | Viking Cruises Ltd.                                                                                                          | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    664000 | PA      | $700483.48    | 0.02%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                              | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1500576.91   | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2025-1, Class D                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |    100000 | PA      | $115321.47    | 0.00%             | 2043-07-25      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                           | Axalta Coating Systems LLC                                                                                                   | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    666000 | PA      | $661493.98    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    224000 | PA      | $231212.80    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                            | Sotheby's                                                                                                                    | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187771.52    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                             | Diamondback Energy, Inc.                                                                                                     | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4817000 | PA      | $4647960.20   | 0.12%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-2, Class D                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $115824.61    | 0.00%             | 2038-05-14      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                 | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                                                              | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1324000 | PA      | $1254538.46   | 0.03%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F13Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7966 | PA      | $7704.34      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                          | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                         | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1137000 | PA      | $1141407.01   | 0.03%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP                                                                                                          | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1048533.38   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13057000 | PA      | $12878797.54  | 0.32%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EY3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359926 | PA      | $351223.18    | 0.01%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9516699.20   | 0.24%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                      | AutoNoria Spain FT, Series 2021-SP, Class C                                                                                  | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |    341569 | PA      | $394691.19    | 0.01%             | 2039-01-31      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2765124.52   | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Archrock Services LP                                                 | Archrock Services LP                                                                                                         | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $324740.68    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                      | Wynn Macau Ltd.                                                                                                              | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191210.00    | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6506 | PA      | $6335.95      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                    | Turquoise V Trust, Series 2026-1, Class C                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    500000 | PA      | $343813.09    | 0.01%             | 2067-06-12      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    765000 | PA      | $798809.18    | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                               | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183140.28    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                            | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A1R2                                                                       | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |    432510 | PA      | $432098.59    | 0.01%             | 2032-05-29      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                          | VEGAS Trust, Series 2024-GCS, Class D                                                                                        | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2868000 | PA      | $2853447.77   | 0.07%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                            | ELM Trust, Series 2024-ELM, Class D10                                                                                        | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2840000 | PA      | $2841009.34   | 0.07%             | 2039-06-10      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer plc                                               | Pavillion Consumer plc, Series 2025-1X, Class B                                                                              | CUSIP: N/A<br>LEI: 213800XK4G6W1NHSJJ12       | Long             | ABS-O            | CORP              | GB        |   1272000 | PA      | $1679184.55   | 0.04%             | 2036-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3641840.58   | 0.09%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                        | Golden Bar Securitisation SRL, Series 2025-1, Class B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    484164 | PA      | $559066.96    | 0.01%             | 2044-12-20      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL   | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class C                                       | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |     79087 | PA      | $92049.37     | 0.00%             | 2034-03-21      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    553000 | PA      | $561037.53    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                              | Capstone Borrower, Inc.                                                                                                      | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    282000 | PA      | $269445.33    | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   6349000 | PA      | $6281034.40   | 0.16%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                            | Darling Global Finance BV                                                                                                    | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    170000 | PA      | $195524.40    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10557000 | PA      | $10679116.73  | 0.27%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                      | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2R                                                                   | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3225000 | PA      | $3212418.31   | 0.08%             | 2032-08-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2025-1X, Class A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |   2000000 | PA      | $2646935.28   | 0.07%             | 2033-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6991000 | PA      | $7062519.75   | 0.18%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                            | Zayo Group Holdings, Inc.                                                                                                    | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1651158 | PA      | $1641482.21   | 0.04%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Sirius Logistics UK DAC                                              | Sirius Logistics UK DAC, Series 2026-1X, Class A                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |   1283000 | PA      | $1695803.04   | 0.04%             | 2035-11-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                            | Sunoco LP                                                                                                                    | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114472.53    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPR Mortgage Trust                                                   | BPR Mortgage Trust, Series 2025-ALDR, Class A                                                                                | CUSIP: 05594EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2555000 | PA      | $2616539.73   | 0.07%             | 2042-06-05      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                   | A&D Mortgage Trust, Series 2023-NQM5, Class A1                                                                               | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-MBS          | CORP              | US        |    967107 | PA      | $974483.53    | 0.02%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                            | Michaels Cos., Inc. (The)                                                                                                    | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    471000 | PA      | $458515.67    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    913000 | PA      | $885058.58    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                          | Eaton Corp.                                                                                                                  | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1709897.24   | 0.04%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK                                                                 | BANK, Series 2019-BN16, Class A2                                                                                             | CUSIP: 065405AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292136 | PA      | $290333.17    | 0.01%             | 2052-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                 | RLJ Lodging Trust LP                                                                                                         | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191063.50    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                              | Hill FL BV, Series 2024-1FL, Class C                                                                                         | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |     59709 | PA      | $69314.04     | 0.00%             | 2032-02-18      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1458490.94   | 0.04%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H5BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22665 | PA      | $22023.00     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                               | XHR LP                                                                                                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64614.72     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRET Trust                                                           | PRET Trust, Series 2025-RPL2, Class A1                                                                                       | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748603 | PA      | $726190.00    | 0.02%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                 | Navient Private Education Loan Trust, Series 2020-A, Class A2B                                                               | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    439005 | PA      | $438054.62    | 0.01%             | 2068-11-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                            | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class C                                                               | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |    418496 | PA      | $481657.00    | 0.01%             | 2037-06-22      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                  | EOG Resources, Inc.                                                                                                          | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2025467.69   | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                       | Morgan Stanley Capital I Trust, Series 2019-H7, Class A4                                                                     | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $450401.89    | 0.01%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2023-3, Class A                                                               | CUSIP: 92258WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2819716 | PA      | $2857540.78   | 0.07%             | 2053-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                              | Flagstar Mortgage Trust, Series 2018-2, Class A4                                                                             | CUSIP: 33851HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711798 | PA      | $682280.48    | 0.02%             | 2048-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11                                                               | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537833 | PA      | $525348.14    | 0.01%             | 2049-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-BA, Class A1B                                                                         | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3736697 | PA      | $3755283.04   | 0.09%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                  | Finsbury Square plc, Series 2021-2X, Class C                                                                                 | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |    371000 | PA      | $492158.52    | 0.01%             | 2071-12-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5267000 | PA      | $5051961.56   | 0.13%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                            | OAK-Eagle Acquireco, Inc.                                                                                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1132736.79   | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                            | Federal Farm Credit Bank Bonds                                                                                               | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  30000000 | PA      | $23300777.40  | 0.59%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                            | ATI, Inc.                                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1773656.91   | 0.04%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                               | London Cards No. 2 plc, Series 2, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |    381000 | PA      | $506755.57    | 0.01%             | 2034-03-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                           | Cassia SRL, Series 2022-1X, Class A                                                                                          | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |   4351673 | PA      | $5054276.28   | 0.13%             | 2034-05-22      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                           | NCMF Trust, Series 2025-MFS, Class A                                                                                         | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4305000 | PA      | $4289298.37   | 0.11%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                             | Noria DE, Series 2024-DE1, Class D                                                                                           | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |     72538 | PA      | $84098.92     | 0.00%             | 2043-02-25      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                    | Star Parent, Inc.                                                                                                            | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    859000 | PA      | $889924.86    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2025-3, Class A11                                                                  | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |   4205465 | PA      | $4195610.38   | 0.11%             | 2056-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                    | FirstEnergy Corp., Series B                                                                                                  | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1828171.49   | 0.05%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-1A, Class A1                                                                          | CUSIP: 64035EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5049607 | PA      | $5049607.11   | 0.13%             | 2033-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                    | Weekley Homes LLC                                                                                                            | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $177183.18    | 0.00%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                   | Kingdom of Morocco                                                                                                           | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   2536000 | PA      | $2434940.40   | 0.06%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                     | Sofi Consumer Loan Program Trust, Series 2026-B, Class C                                                                     | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1677745.10   | 0.04%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                    | Maya SAS                                                                                                                     | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $680103.45    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                | Matador Resources Co.                                                                                                        | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226439.37    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                       | Somnigroup International, Inc.                                                                                               | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151941.13    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                  | Lithia Motors, Inc.                                                                                                          | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158748.72    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                       | United Airlines Holdings, Inc.                                                                                               | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274208.68    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                               | Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A                                                                          | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3081263 | PA      | $3076579.12   | 0.08%             | 2063-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4160 | PA      | $4066.97      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                         | NY Commercial Mortgage Trust, Series 2025-299P, Class A                                                                      | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1880932.05   | 0.05%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                 | Fairstone Financial Issuance Trust I, Series 2020-1A, Class A                                                                | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |         1 | PA      | $0.73         | 0.00%             | 2039-10-20      | Fixed         | 2.51%                 | No            |                  3 | On Loan: No      |
| GLP Capital LP                                                       | GLP Capital LP                                                                                                               | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1889339.31   | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                 | Archrock Partners LP                                                                                                         | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    472000 | PA      | $472000.00    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                             | SBA Communications Corp.                                                                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    495000 | PA      | $469047.55    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                | KeHE Distributors LLC                                                                                                        | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99940.80     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                     | Provident Funding Mortgage Trust, Series 2021-INV2, Class 1A3                                                                | CUSIP: 74388MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2243072 | PA      | $1991880.62   | 0.05%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                           | Genmab A/S                                                                                                                   | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    201000 | PA      | $206071.63    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                      | LCM Investments Holdings II LLC                                                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    806000 | PA      | $784323.73    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                             | DK Trust, Series 2025-LXP, Class A                                                                                           | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1445000 | PA      | $1445000.00   | 0.04%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                              | Ellucian Holdings, Inc.                                                                                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    464000 | PA      | $453218.40    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3762000 | PA      | $3741899.14   | 0.09%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class A                                            | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2725699.76   | 0.07%             | 2039-11-09      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8540000 | PA      | $8373694.35   | 0.21%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                  | RCKT Mortgage Trust, Series 2023-CES3, Class A1A                                                                             | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1078514 | PA      | $1086713.29   | 0.03%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WKRR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155350 | PA      | $148986.34    | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                           | MAIN Trust, Series 2026-OLAS, Class F                                                                                        | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1129983.40   | 0.03%             | 2041-01-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                   | Cipher Compute LLC                                                                                                           | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    638000 | PA      | $660986.50    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RMIT Cash Management LLC                                             | RMIT Cash Management LLC, Series 2021-3, Class A                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   4470000 | PA      | $4391775.00   | 0.11%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                                             | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    699000 | PA      | $733927.56    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ARES Trust                                                           | ARES Trust, Series 2025-IND3, Class A                                                                                        | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2867000 | PA      | $2867000.00   | 0.07%             | 2042-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    558000 | PA      | $565931.41    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| East One plc                                                         | East One plc, Series 2024-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |    246590 | PA      | $327876.02    | 0.01%             | 2055-12-27      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                 | Clear Channel Outdoor Holdings, Inc.                                                                                         | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1548493.58   | 0.04%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                            | FMC Corp.                                                                                                                    | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     46000 | PA      | $28465.65     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                       | Edenbrook Mortgage Funding plc, Series 2024-1, Class D                                                                       | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |    190524 | PA      | $256766.06    | 0.01%             | 2057-03-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Germany Borrower Lux SARL                       | Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1X, Class A2                                                     | CUSIP: N/A<br>LEI: 2549008VW14T3IH21H24       | Long             | ABS-O            | CORP              | LU        |    822000 | PA      | $937872.25    | 0.02%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                             | WESCO Distribution, Inc.                                                                                                     | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    287000 | PA      | $282651.66    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                              | Nabors Industries, Inc.                                                                                                      | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158665.37    | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                  | Rakuten Group, Inc.                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $426239.22    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                         | Arcosa, Inc.                                                                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270127.26    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                            | Duke Energy Carolinas LLC                                                                                                    | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3392000 | PA      | $3453777.75   | 0.09%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                           | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    162000 | PA      | $156301.81    | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                          | FIGRE Trust, Series 2025-HE3, Class A                                                                                        | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3274053 | PA      | $3285156.05   | 0.08%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                             | Ajax Mortgage Loan Trust, Series 2021-C, Class A                                                                             | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    839381 | PA      | $839851.79    | 0.02%             | 2061-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                       | Enbridge, Inc.                                                                                                               | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    734000 | PA      | $727017.39    | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2011000 | PA      | $2026681.60   | 0.05%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                      | Wynn Macau Ltd.                                                                                                              | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1630000 | PA      | $1602228.88   | 0.04%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2025-3A, Class A                                                                            | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187496 | PA      | $1178151.00   | 0.03%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                          | SV RNO Property Owner 1 LLC                                                                                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1989835.52   | 0.05%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                  | Aethon United BR LP                                                                                                          | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    227000 | PA      | $236753.06    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                      | Brand Industrial Services, Inc.                                                                                              | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1350763.12   | 0.03%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| MAC Trust                                                            | MAC Trust, Series 2025-801B, Class A                                                                                         | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2493753.25   | 0.06%             | 2040-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                     | College Avenue Student Loans LLC, Series 2021-A, Class A1                                                                    | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181671 | PA      | $181320.77    | 0.00%             | 2051-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                         | Tallgrass Energy Partners LP                                                                                                 | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    449000 | PA      | $461902.91    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                              | Brookfield Residential Properties, Inc.                                                                                      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    369000 | PA      | $350105.58    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    909695 | PA      | $883210.27    | 0.02%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                | BlueMountain CLO Ltd., Series 2018-3A, Class A1R                                                                             | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2128844 | PA      | $2127970.17   | 0.05%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                            | KBR, Inc.                                                                                                                    | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15645.20     | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                        | Post CLO Ltd., Series 2021-1A, Class BR                                                                                      | CUSIP: 73742FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997064.80   | 0.08%             | 2034-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-2, Class C                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $115658.51    | 0.00%             | 2038-05-14      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                             | Bausch Health Cos., Inc.                                                                                                     | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $11904.23     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                    | Alliant Holdings Intermediate LLC                                                                                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1520836.20   | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1                                                                       | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3752115 | PA      | $3649239.59   | 0.09%             | 2063-07-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                          | Cheniere Energy Partners LP                                                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  21066000 | PA      | $20973857.11  | 0.53%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    613000 | PA      | $601868.15    | 0.02%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5802000 | PA      | $5726991.16   | 0.14%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    994000 | PA      | $997050.59    | 0.03%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                   | GS Mortgage Securities Corp. Trust, Series 2017-375H, Class C                                                                | CUSIP: 36254JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $557594.72    | 0.01%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                        | Merlin Entertainments Group US Holdings, Inc.                                                                                | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $500742.90    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                          | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class C                                                          | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |    345000 | PA      | $458698.72    | 0.01%             | 2031-08-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                               | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAD0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    362000 | PA      | $358891.47    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                        | Organon & Co.                                                                                                                | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194070.69    | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                           | Dowson plc, Series 2024-1, Class F                                                                                           | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $131047.39    | 0.00%             | 2031-08-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund                                           | Dryden 43 Senior Loan Fund, Series 2016-43A, Class AR3                                                                       | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   8340000 | PA      | $8323646.09   | 0.21%             | 2034-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $3067188.96   | 0.08%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                | Nissan Motor Co. Ltd.                                                                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $493843.84    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1239719.64   | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    934000 | PA      | $971336.97    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1102909.07   | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                      | AutoNoria Spain FT, Series 2021-SP, Class F                                                                                  | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |     16265 | PA      | $18786.17     | 0.00%             | 2039-01-31      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Dryden 64 CLO Ltd.                                                   | Dryden 64 CLO Ltd., Series 2018-64A, Class A                                                                                 | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1407083 | PA      | $1407096.23   | 0.04%             | 2031-04-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                     | Boeing Co. (The)                                                                                                             | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2982000 | PA      | $3031918.68   | 0.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                         | Antero Midstream Partners LP                                                                                                 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $230259.34    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95813.82     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143242.72    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1091696.15   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2024-2X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |    471136 | PA      | $624988.58    | 0.02%             | 2035-02-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                           | PRPM Trust, Series 2025-NQM2, Class A1                                                                                       | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3905642 | PA      | $3922350.62   | 0.10%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                          | Great Canadian Gaming Corp.                                                                                                  | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $131706.88    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2025-LIFE, Class A                                                                                          | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4788000 | PA      | $4801757.36   | 0.12%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                    | EMRLD Borrower LP                                                                                                            | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $3345107.05   | 0.08%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                | FirstEnergy Pennsylvania Electric Co.                                                                                        | CUSIP: 33767QAA4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2461407.14   | 0.06%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                           | Verus Securitization Trust, Series 2026-1, Class A2                                                                          | CUSIP: 92541JAL5<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   1625920 | PA      | $1615464.97   | 0.04%             | 2071-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493721 | PA      | $479585.87    | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1454141.06   | 0.04%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                             | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                                                                          | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001249.80   | 0.03%             | 2038-07-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-2X, Class C                                                                       | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |    242000 | PA      | $320489.29    | 0.01%             | 2050-06-28      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                    | Alliant Holdings Intermediate LLC                                                                                            | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58916.86     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2025-1, Class E                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |    100000 | PA      | $115739.42    | 0.00%             | 2043-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                           | PG&E Corp.                                                                                                                   | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992172.50    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                    | Turquoise V Trust, Series 2026-1, Class B                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    990000 | PA      | $680743.67    | 0.02%             | 2067-06-12      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                      | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    345000 | PA      | $336455.18    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17994000 | PA      | $18072229.09  | 0.45%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                  | Shift4 Payments LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    250000 | PA      | $272421.25    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                           | Esab Corp.                                                                                                                   | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    473000 | PA      | $476315.73    | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                       | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100217.80    | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                   | BMO Mortgage Trust, Series 2025-C11, Class ASB                                                                               | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1798000 | PA      | $1879365.97   | 0.05%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12717000 | PA      | $12870207.04  | 0.32%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                                    | Australian Dollar                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     24641 | OU      | $17000.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1141794.44   | 0.03%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                      | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A3                                                                  | CUSIP: 10569DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774435 | PA      | $1778903.31   | 0.04%             | 2063-09-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                      | Oceaneering International, Inc.                                                                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32130.14     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 115495000 | PA      | $1076373.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower Spv Ltd.                        | Vantage Data Centers Jersey Borrower Spv Ltd., Series 2024-1X                                                                | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |    867000 | PA      | $1150104.19   | 0.03%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                            | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                                        | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $514992.79    | 0.01%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| National RMBS Trust                                                  | National RMBS Trust, Series 2026-1, Class C                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    500000 | PA      | $342815.46    | 0.01%             | 2057-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                     | MortgageIT Trust, Series 2004-1, Class A1                                                                                    | CUSIP: 61913PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275375 | PA      | $269110.98    | 0.01%             | 2034-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KIR2, Class A1                     | CUSIP: 3137BXSV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1137281 | PA      | $1127821.62   | 0.03%             | 2027-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                                                    | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    420000 | PA      | $441078.96    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    844000 | PA      | $858717.03    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    203000 | PA      | $209014.69    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8134000 | PA      | $7993671.99   | 0.20%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                  | PFS Financing Corp., Series 2024-D, Class A                                                                                  | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2087000 | PA      | $2109990.81   | 0.05%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                           | BFLD Trust, Series 2025-FPM, Class A                                                                                         | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1756000 | PA      | $1762097.18   | 0.04%             | 2040-10-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                | Matador Resources Co.                                                                                                        | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    236000 | PA      | $234507.81    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                | Thunder Logistics DAC, Series 2024-1X, Class B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |     79639 | PA      | $92095.23     | 0.00%             | 2036-11-17      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                            | Viper Energy Partners LLC                                                                                                    | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  14215000 | PA      | $14205618.10  | 0.36%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                         | Antero Midstream Partners LP                                                                                                 | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47999.75     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2021-BA, Class AFX                                                                         | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3243422 | PA      | $3072435.23   | 0.08%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43777.64     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                      | AutoNoria Spain FT, Series 2021-SP, Class D                                                                                  | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |    130122 | PA      | $150707.63    | 0.00%             | 2039-01-31      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                     | Twin Bridges plc, Series 2021-2, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |    187000 | PA      | $247225.83    | 0.01%             | 2055-09-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                  | Finsbury Square plc, Series 2021-2X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |    200000 | PA      | $264057.94    | 0.01%             | 2071-12-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL   | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class E                                       | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |     79087 | PA      | $92319.68     | 0.00%             | 2034-03-21      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                    | Yum! Brands, Inc.                                                                                                            | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3933.27      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                        | BAT International Finance plc                                                                                                | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3019000 | PA      | $3020205.64   | 0.08%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                     | Winchester 1 plc, Series 1, Class C                                                                                          | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132163.58    | 0.00%             | 2056-10-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                  | Post Holdings, Inc.                                                                                                          | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    354000 | PA      | $346638.99    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                  | Herc Holdings, Inc.                                                                                                          | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    505000 | PA      | $517811.35    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   8687000 | PA      | $8673105.93   | 0.22%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6229000 | PA      | $6151040.95   | 0.15%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                 | Steel Dynamics, Inc.                                                                                                         | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3808163.59   | 0.10%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                    | Asimi Funding plc, Series 2025-1, Class A                                                                                    | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |    673028 | PA      | $892225.17    | 0.02%             | 2032-05-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                | QTS Issuer ABS II LLC, Series 2026-4A, Class A2                                                                              | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3448000 | PA      | $3422005.18   | 0.09%             | 2056-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                              | Loanpal Solar Loan Ltd., Series 2021-1GS, Class A                                                                            | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2099342 | PA      | $1737309.29   | 0.04%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                      | Gulfport Energy Operating Corp.                                                                                              | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98181.12     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69685000 | PA      | $69107921.09  | 1.74%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6984000 | PA      | $6632293.86   | 0.17%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                           | AerCap Ireland Capital DAC                                                                                                   | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3285000 | PA      | $3226324.94   | 0.08%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Domi BV                                                              | Domi BV, Series 2025-1, Class A                                                                                              | CUSIP: N/A<br>LEI: 72450072GIRER22FKI26       | Long             | ABS-MBS          | CORP              | NL        |   1432220 | PA      | $1655930.21   | 0.04%             | 2057-04-16      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                    | Atlas Funding plc, Series 2024-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $132793.29    | 0.00%             | 2061-09-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4402000 | PA      | $4555704.63   | 0.11%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1345T                                                                | 1345T, Series 2025-AOA, Class A                                                                                              | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2691562.50   | 0.07%             | 2042-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                          | Targa Resources Partners LP                                                                                                  | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2901264.51   | 0.07%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class A                                                                     | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1346573 | PA      | $1344514.38   | 0.03%             | 2034-03-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.                            | Group Laboratories South Africa Pty. Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |    263000 | PA      | $135445.00    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LT Rahoitus DAC                                                      | LT Rahoitus DAC, Series 6, Class A                                                                                           | CUSIP: N/A<br>LEI: 635400OFIJ3A8BN2BV40       | Long             | ABS-O            | CORP              | IE        |   1476198 | PA      | $1706991.92   | 0.04%             | 2036-07-18      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                              | Sensata Technologies BV                                                                                                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    211000 | PA      | $203606.50    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                                                      | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $477637.19    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                           | US Bank NA, Series 2026-RVM1, Class B1                                                                                       | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2921000 | PA      | $2907407.42   | 0.07%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Finsbury Square Green plc                                            | Finsbury Square Green plc, Series 2021-1GRX, Class C                                                                         | CUSIP: N/A<br>LEI: 213800Q5AVM95R2E6915       | Long             | ABS-MBS          | CORP              | GB        |   1045000 | PA      | $1384814.89   | 0.03%             | 2067-12-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association ACES Variable Rate Notes, Series 2023-M1, Class 1A                                     | CUSIP: 3136BPRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979702 | PA      | $948724.74    | 0.02%             | 2032-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GRTV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44440 | PA      | $42929.65     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunrise Spv 98 Srl                                                   | Sunrise Spv 98 Srl, Series 2026-1, Class D                                                                                   | CUSIP: N/A<br>LEI: 81560036AE47FD868675       | Long             | ABS-O            | CORP              | IT        |    173000 | PA      | $199970.05    | 0.01%             | 2051-04-27      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Dryden 61 CLO Ltd.                                                   | Dryden 61 CLO Ltd., Series 2018-61A, Class DR                                                                                | CUSIP: 26251CAY0<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000001.90   | 0.03%             | 2032-01-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                                                 | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    875000 | PA      | $871832.57    | 0.02%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                      | Goat Holdco LLC                                                                                                              | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $357175.80    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                       | Constellium SE                                                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1751000 | PA      | $1670041.11   | 0.04%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                        | Penta CLO 17 DAC, Series 2024-17X, Class AR                                                                                  | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |    950000 | PA      | $1092074.08   | 0.03%             | 2039-02-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance SRL                                        | Miltonia Mortgage Finance SRL, Series 1, Class B                                                                             | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-MBS          | CORP              | IT        |    355000 | PA      | $410711.23    | 0.01%             | 2062-04-28      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                  | Herc Holdings, Inc.                                                                                                          | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160533.32    | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 11 Ltd.                                               | Pikes Peak CLO 11 Ltd., Series 2022-11A, Class AR                                                                            | CUSIP: 72132KAN5<br>LEI: 213800ENCOP5IOFQ4E98 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3001314.00   | 0.08%             | 2037-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                           | BAHA Trust, Series 2024-MAR, Class B                                                                                         | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2344137.02   | 0.06%             | 2041-12-10      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                        | SM Energy Co.                                                                                                                | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52264.60     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1282447.22   | 0.03%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460696.19    | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3369000 | PA      | $3053050.29   | 0.08%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                         | Sabre Financial Borrower LLC                                                                                                 | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712000 | PA      | $728605.98    | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4513000 | PA      | $4417375.35   | 0.11%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                         | FirstEnergy Transmission LLC                                                                                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    593000 | PA      | $592070.85    | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                       | Anywhere Real Estate Group LLC                                                                                               | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     84490 | PA      | $84607.53     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                            | Commercial Mortgage Trust, Series 2025-167G, Class B                                                                         | CUSIP: 12674VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1078499.33   | 0.03%             | 2040-08-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                            | Canada Square Funding plc, Series 6, Class D                                                                                 | CUSIP: N/A<br>LEI: 6354009BNGSKPMISBP18       | Long             | ABS-MBS          | CORP              | GB        |    178000 | PA      | $235271.44    | 0.01%             | 2059-01-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                    | NTT Finance Corp.                                                                                                            | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3018000 | PA      | $3029473.32   | 0.08%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                            | OAK-Eagle Acquireco, Inc.                                                                                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1050599.75   | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $46946.85     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                            | ATI, Inc.                                                                                                                    | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75972.97     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                           | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2020550 | PA      | $2036463.78   | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                              | Rockford Tower CLO Ltd., Series 2021-1A, Class A1                                                                            | CUSIP: 77341KAA9<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |  10750000 | PA      | $10751994.13  | 0.27%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| LT Rahoitus DAC                                                      | LT Rahoitus DAC, Series 6, Class B                                                                                           | CUSIP: N/A<br>LEI: 635400OFIJ3A8BN2BV40       | Long             | ABS-O            | CORP              | IE        |    200000 | PA      | $230930.28    | 0.01%             | 2036-07-18      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7KF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130217 | PA      | $126447.30    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1373539.11   | 0.03%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7236533.61   | 0.18%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  16506000 | PA      | $16718917.99  | 0.42%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Molossus Btl plc                                                     | Molossus Btl plc, Series 2024-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400TPGD2VZXFZMM69       | Long             | ABS-MBS          | CORP              | GB        |    575104 | PA      | $762263.54    | 0.02%             | 2061-04-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Marzio Finance SRL                                                   | Marzio Finance SRL, Series 2024-14, Class A                                                                                  | CUSIP: N/A<br>LEI: 8156009FC13322D4B035       | Long             | ABS-O            | CORP              | IT        |    277643 | PA      | $322282.45    | 0.01%             | 2049-05-28      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                   | Regional Management Issuance Trust, Series 2024-2, Class A                                                                   | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $918510.58    | 0.02%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables No.2 DAC                            | Finance Ireland Auto Receivables No.2 DAC, Series 2, Class B                                                                 | CUSIP: N/A<br>LEI: 635400CQQYNH7KEIXW17       | Long             | ABS-O            | CORP              | IE        |    195283 | PA      | $225486.54    | 0.01%             | 2034-11-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                   | Chemours Co. (The)                                                                                                           | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    342000 | PA      | $338622.58    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2020-1, Class A                                                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1636171 | PA      | $1663504.30   | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    426000 | PA      | $416208.59    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GTBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150215 | PA      | $145855.79    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                       | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2954731.79   | 0.07%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                        | BLP Commercial Mortgage Trust, Series 2024-IND2, Class D                                                                     | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513994 | PA      | $512708.22    | 0.01%             | 2041-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                  | Azorra Finance Ltd.                                                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    199000 | PA      | $205113.28    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                             | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class D                                                                 | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |   1019141 | PA      | $1177054.09   | 0.03%             | 2033-08-17      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    177000 | PA      | $182609.27    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                   | AmWINS Group, Inc.                                                                                                           | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47272.18     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                  | Azorra Finance Ltd.                                                                                                          | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    108000 | PA      | $100378.80    | 0.00%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class B                                                         | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |    500000 | PA      | $661797.35    | 0.02%             | 2056-09-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1896798.65   | 0.05%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                                | Pagaya AI Technology in Housing Trust, Series 2023-1, Class A                                                                | CUSIP: 69547YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4911000 | PA      | $4747282.98   | 0.12%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                           | Hill FL BV, Series 2024-2FL, Class A                                                                                         | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |    428976 | PA      | $495185.84    | 0.01%             | 2032-10-18      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                       | Carnival Corp.                                                                                                               | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    937000 | PA      | $936695.29    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11022000 | PA      | $11130087.79  | 0.28%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                               | Neptune Bidco US, Inc.                                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    299000 | PA      | $299830.62    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1341099.49   | 0.03%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 10-Year Ultra Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -803 | NC      | $1511042.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21534 | PA      | $20924.50     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                  | Synchrony Financial                                                                                                          | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2706547.04   | 0.07%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                               | HUB International Ltd.                                                                                                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   5029000 | PA      | $5151727.72   | 0.13%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                       | Univision Communications, Inc.                                                                                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1706201.55   | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                    | Asimi Funding plc, Series 2024-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |     61140 | PA      | $81007.70     | 0.00%             | 2031-09-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3138009.95   | 0.08%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9590568.35   | 0.24%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8815000 | PA      | $8784415.04   | 0.22%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                           | Lamb Weston Holdings, Inc.                                                                                                   | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237183.62    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                      | Concentra Health Services, Inc.                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    471000 | PA      | $486949.94    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                       | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                                                    | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404303 | PA      | $1384974.15   | 0.03%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                           | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1810392.75   | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                              | MF1 LLC, Series 2026-FL21, Class A                                                                                           | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6900000 | PA      | $6874343.73   | 0.17%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                    | Hertz Corp. (The)                                                                                                            | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57034.50     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                                                      | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2232311 | PA      | $2226730.22   | 0.06%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                 | Noble Finance II LLC                                                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44272.23     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                   | HealthEquity, Inc.                                                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    623000 | PA      | $602744.34    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                | Global Payments, Inc.                                                                                                        | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3082000.00   | 0.08%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                             | Advance Auto Parts, Inc.                                                                                                     | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    156000 | PA      | $158035.31    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                  | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    690000 | PA      | $689036.83    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q8YU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15307 | PA      | $14851.85     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Homes Trust                                                          | Homes Trust, Series 2023-NQM2, Class A1                                                                                      | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1468019 | PA      | $1465123.98   | 0.04%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                             | Diamondback Energy, Inc.                                                                                                     | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   9497000 | PA      | $9690343.15   | 0.24%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 2-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11905 | NC      | $-15948359.86 | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| UKG, Inc.                                                            | UKG, Inc.                                                                                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    629000 | PA      | $614731.41    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                        | Tenneco, Inc.                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    267000 | PA      | $266050.36    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                             | Comstock Resources, Inc.                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518192.22    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                   | MCR Mortgage Trust, Series 2024-HF1, Class A                                                                                 | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406984 | PA      | $406983.90    | 0.01%             | 2041-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                | AAR Escrow Issuer LLC                                                                                                        | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $139438.87    | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                         | Pattern Energy Operations LP                                                                                                 | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |    217000 | PA      | $211890.58    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2021-2A, Class A                                                                            | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |    605597 | PA      | $577118.28    | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                             | PRPM LLC, Series 2024-RCF1, Class A1                                                                                         | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    864973 | PA      | $853619.51    | 0.02%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                        | Netflix, Inc.                                                                                                                | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2650332.85   | 0.07%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    893000 | PA      | $889291.08    | 0.02%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                       | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                                                                    | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1030321.88   | 0.03%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                        | ION Platform Finance US, Inc.                                                                                                | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    586000 | PA      | $453579.10    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4629246.68   | 0.12%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  11731000 | PA      | $11424480.00  | 0.29%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2021-SFR10, Class A                                                                       | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2932520 | PA      | $2775919.18   | 0.07%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H2HF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114213 | PA      | $110867.02    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                        | Golden Bar Securitisation SRL, Series 2024-1, Class B                                                                        | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-O            | CORP              | IT        |    200881 | PA      | $233372.11    | 0.01%             | 2043-09-22      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                         | Rockies Express Pipeline LLC                                                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85805.65     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                        | Fortress Intermediate 3, Inc.                                                                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1218458.26   | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                           | Amneal Pharmaceuticals LLC                                                                                                   | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190447.88    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2025-40, Class GF                                          | CUSIP: 3136BWHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  72325715 | PA      | $72973723.99  | 1.83%             | 2055-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2024-BIO, Class A                                                                                           | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6073000 | PA      | $6057771.95   | 0.15%             | 2041-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Koromo Italy Compartment 2.                                          | Koromo Italy Compartment 2., Series 2, Class A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |   1515132 | PA      | $1750573.71   | 0.04%             | 2032-02-26      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    811000 | PA      | $790202.16    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                               | Sequoia Mortgage Trust, Series 2017-CH1, Class A2                                                                            | CUSIP: 81746HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101180 | PA      | $93814.70     | 0.00%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                     | Sofi Consumer Loan Program Trust, Series 2026-B, Class B                                                                     | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760000 | PA      | $1758089.34   | 0.04%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                | Kaiser Aluminum Corp.                                                                                                        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    838000 | PA      | $791689.35    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                    | PennyMac Financial Services, Inc.                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    565000 | PA      | $545220.67    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1404708.81   | 0.04%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                   | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class B                                                                 | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3065000 | PA      | $3074578.13   | 0.08%             | 2028-03-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                                             | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    930000 | PA      | $914407.44    | 0.02%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                        | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                                                      | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1562000 | PA      | $1552237.50   | 0.04%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                          | Crescent Energy Finance LLC                                                                                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    261000 | PA      | $264870.37    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                            | ALA Trust, Series 2025-OANA, Class D                                                                                         | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601000 | PA      | $601750.83    | 0.02%             | 2040-06-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2636467.81   | 0.07%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                            | OBX Trust, Series 2023-NQM5, Class A1A                                                                                       | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1691058 | PA      | $1691622.82   | 0.04%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IX-C Ltd.                                                 | CarVal CLO IX-C Ltd., Series 2024-1A, Class A                                                                                | CUSIP: 14688HAA0<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000947.40   | 0.03%             | 2037-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                                                         | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   9810000 | PA      | $9724324.95   | 0.24%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                    | Rocket Cos., Inc.                                                                                                            | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1222607.80   | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                           | BRCK Trust, Series 2025-830B, Class F                                                                                        | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512940.70    | 0.01%             | 2042-12-10      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                                                    | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    231000 | PA      | $234797.64    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                 | BBCMS Mortgage Trust, Series 2025-C35, Class D                                                                               | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1586000 | PA      | $1235845.20   | 0.03%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138YK6E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19784 | PA      | $19419.04     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                    | Alliant Holdings Intermediate LLC                                                                                            | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3043076.99   | 0.08%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3583000 | PA      | $3547465.45   | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury Long Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -286 | NC      | $1056779.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8499000 | PA      | $8743103.01   | 0.22%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Sunrise Spv 98 Srl                                                   | Sunrise Spv 98 Srl, Series 2026-1, Class C                                                                                   | CUSIP: N/A<br>LEI: 81560036AE47FD868675       | Long             | ABS-O            | CORP              | IT        |    375000 | PA      | $433467.60    | 0.01%             | 2051-04-27      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Summit Issuer LLC                                                    | Summit Issuer LLC, Series 2025-1A, Class A2                                                                                  | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2607000 | PA      | $2600455.13   | 0.07%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                   | Elevation CLO Ltd., Series 2013-1A, Class A1R3                                                                               | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000754.60   | 0.05%             | 2038-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Auto ABS Spanish Loans FT                                            | Auto ABS Spanish Loans FT, Series 2024-1, Class A                                                                            | CUSIP: N/A<br>LEI: 9598007LTXPL84RD7W58       | Long             | ABS-O            | CORP              | ES        |    606520 | PA      | $702582.56    | 0.02%             | 2038-09-28      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                     | Gray Media, Inc.                                                                                                             | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    262000 | PA      | $278414.43    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                   | Ellington Financial Mortgage Trust, Series 2025-CES2, Class A1A                                                              | CUSIP: 28225GAA2<br>LEI: 254900G4WO4UX6N3D818 | Long             | ABS-O            | CORP              | US        |   5373563 | PA      | $5399814.66   | 0.14%             | 2060-02-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5613191.40   | 0.14%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Domi                                                                 | Domi, Series 2026-1, Class C                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | NL        |    100000 | PA      | $114866.18    | 0.00%             | 2057-02-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                | Clydesdale Acquisition Holdings, Inc.                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    927000 | PA      | $877075.13    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                            | ATI, Inc.                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    426000 | PA      | $441748.79    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                                         | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10102377 | PA      | $10173207.64  | 0.26%             | 2065-06-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                                                  | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    317000 | PA      | $315248.29    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                   | Wildfire Intermediate Holdings LLC                                                                                           | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238117.98    | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120240.48    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                          | Citibank NA                                                                                                                  | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    663000 | PA      | $688454.67    | 0.02%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F1W32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38784 | PA      | $37669.83     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                | Clydesdale Acquisition Holdings, Inc.                                                                                        | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    416000 | PA      | $404340.61    | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2541530.25   | 0.06%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140FFRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91152 | PA      | $88455.70     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $4946510.91   | 0.12%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO Ltd.                                                  | Peace Park CLO Ltd., Series 2021-1A, Class AR                                                                                | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |   3870000 | PA      | $3866043.31   | 0.10%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    856000 | PA      | $833199.41    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                           | PRM5 Trust, Series 2025-PRM5, Class A                                                                                        | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402000 | PA      | $1393370.27   | 0.04%             | 2033-03-10      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                   | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280194.50    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                              | Loanpal Solar Loan Ltd., Series 2020-2GF, Class A                                                                            | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1385066 | PA      | $1151779.46   | 0.03%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2533061.66   | 0.06%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                               | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190214.92    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                        | BAT International Finance plc                                                                                                | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   6963000 | PA      | $7223305.84   | 0.18%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2025-2X, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    507000 | PA      | $669657.98    | 0.02%             | 2033-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| First Mobility SARL                                                  | First Mobility SARL, Series 2025-1, Class B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    300000 | PA      | $345366.59    | 0.01%             | 2032-10-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Velocity plc                                                         | Velocity plc, Series 2026-1, Class E                                                                                         | CUSIP: N/A<br>LEI: 213800PL94CXWBF7SX91       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $132362.91    | 0.00%             | 2037-02-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                             | WESCO Distribution, Inc.                                                                                                     | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179919.59    | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                       | Olympus Water US Holding Corp.                                                                                               | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954101.20    | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                    | Sesac Finance LLC, Series 2025-1, Class A2                                                                                   | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1592951.59   | 0.04%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                            | Federal Farm Credit Bank Bonds                                                                                               | CUSIP: 3133ENFS4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3525000 | PA      | $2931069.86   | 0.07%             | 2036-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 5-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -5594 | NC      | $6269117.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                      | Nissan Motor Acceptance Co. LLC                                                                                              | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    512000 | PA      | $492052.99    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2024-1X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |    123198 | PA      | $163048.84    | 0.00%             | 2034-05-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Canada                                                               | CPPIB Capital, Inc.                                                                                                          | CUSIP: 12593CBD2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   9560000 | PA      | $9487197.83   | 0.24%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                           | Esab Corp.                                                                                                                   | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104534.60    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                  | Synchrony Financial                                                                                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   8035000 | PA      | $8028346.62   | 0.20%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2529737.05   | 0.06%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10129000 | PA      | $10314374.37  | 0.26%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                   | BMO Mortgage Trust, Series 2025-5C9, Class AS                                                                                | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482999 | PA      | $1537576.18   | 0.04%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1359096.17   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1075831.14   | 0.03%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418BZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42366 | PA      | $41336.43     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                        | Ferrellgas LP                                                                                                                | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    183000 | PA      | $190675.02    | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                             | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class C                                                                 | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |   1316148 | PA      | $1520283.61   | 0.04%             | 2033-08-17      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                           | Quarzo SRL, Series 2024-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |     59514 | PA      | $69323.13     | 0.00%             | 2041-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                 | Ally Financial, Inc.                                                                                                         | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1114108.54   | 0.03%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                     | ERO Copper Corp.                                                                                                             | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    369000 | PA      | $365269.41    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2717468.17   | 0.07%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7824000 | PA      | $7984194.76   | 0.20%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                           | Jupiter Mortgage No. 1 plc, Series 1X, Class CR                                                                              | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |    430000 | PA      | $572653.95    | 0.01%             | 2055-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                         | Mueller Water Products, Inc.                                                                                                 | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87669.10     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1794459.40   | 0.05%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495091.37    | 0.01%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   5131000 | PA      | $5059728.97   | 0.13%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-1, Class B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    255643 | PA      | $295443.99    | 0.01%             | 2038-01-14      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                    | Eversource Energy                                                                                                            | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    309000 | PA      | $309166.06    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding plc                                        | Frontier Mortgage Funding plc, Series 2025-1, Class B                                                                        | CUSIP: N/A<br>LEI: 213800LC7EZKPEODCU70       | Long             | ABS-MBS          | CORP              | GB        |   1493000 | PA      | $1966797.57   | 0.05%             | 2066-12-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                                        | Cyprium Corp.                                                                                                                | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $183362.05    | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                    | FirstEnergy Corp., Series B                                                                                                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3904000 | PA      | $3872208.32   | 0.10%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp., Series FIX                                                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4583000 | PA      | $4618705.65   | 0.12%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                   | Hermitage 2024 plc, Series 2024-1, Class C                                                                                   | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |     66254 | PA      | $87730.27     | 0.00%             | 2033-04-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2020-IA, Class A1B                                                         | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3665828 | PA      | $3645934.95   | 0.09%             | 2069-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    636000 | PA      | $613145.72    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                               | Norfolk Southern Corp.                                                                                                       | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1655743.43   | 0.04%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                  | American Axle & Manufacturing, Inc.                                                                                          | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139553.76    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                       | Madison Park Funding LVII Ltd., Series 2022-57A, Class A1R                                                                   | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2365000 | PA      | $2364338.75   | 0.06%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3904166.16   | 0.10%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                 | FS Rialto Issuer LLC, Series 2026-FL11, Class A                                                                              | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3719000 | PA      | $3707017.75   | 0.09%             | 2044-01-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2024-1ST1X, Class A                                                         | CUSIP: N/A<br>LEI: 635400TPBBDP9FM5EY24       | Long             | ABS-MBS          | CORP              | GB        |    365082 | PA      | $484231.09    | 0.01%             | 2064-08-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                 | Icahn Enterprises LP                                                                                                         | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $2076423.78   | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                             | COLT Mortgage Loan Trust, Series 2025-4, Class A1                                                                            | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |   3812892 | PA      | $3839929.54   | 0.10%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                           | MAIN Trust, Series 2026-OLAS, Class A                                                                                        | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3825000 | PA      | $3824979.61   | 0.10%             | 2041-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                      | Sage AR Funding, Series 2025-1X, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |   1133216 | PA      | $1494586.57   | 0.04%             | 2037-05-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                           | Cassia SRL, Series 2022-1X, Class B                                                                                          | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |   2110193 | PA      | $2449337.97   | 0.06%             | 2034-05-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                | QTS Issuer ABS II LLC, Series 2026-1A, Class B                                                                               | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1083730.48   | 0.03%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd.                                                  | Elmwood CLO 29 Ltd., Series 2024-5A, Class AR1                                                                               | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1755000 | PA      | $1755502.46   | 0.04%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2025-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |    487000 | PA      | $642097.34    | 0.02%             | 2068-02-26      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                  | GS Mortgage-Backed Securities Trust, Series 2026-R1, Class A1                                                                | CUSIP: 36274QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5405000 | PA      | $5404934.60   | 0.14%             | 2063-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp., Series 4569, Class JA                                                                      | CUSIP: 3137BP3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    924434 | PA      | $919483.41    | 0.02%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                | SLM Private Credit Student Loan Trust, Series 2007-A, Class A4A                                                              | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |   1380642 | PA      | $1362649.28   | 0.03%             | 2041-12-16      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                        | Transocean International Ltd.                                                                                                | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     95200 | PA      | $99026.37     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $699299.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                   | A&D Mortgage Trust, Series 2026-NQM1, Class A1                                                                               | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |   1789494 | PA      | $1772978.80   | 0.04%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                  | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class B                                                                  | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |    600000 | PA      | $690677.71    | 0.02%             | 2039-05-20      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                  | CDP Financial, Inc.                                                                                                          | CUSIP: 125094BL5<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   5230000 | PA      | $5178483.92   | 0.13%             | 2031-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                | Telenet Finance Luxembourg Notes SARL                                                                                        | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $196264.00    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                          | Credit Suisse Mortgage Capital Certificates, Series 2022-ATH1, Class A1A                                                     | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3972164 | PA      | $3878630.82   | 0.10%             | 2067-01-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                              | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                                                            | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998675.70    | 0.03%             | 2038-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                             | Bryant Park Funding Ltd., Series 2024-22A, Class A1                                                                          | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500333.45   | 0.04%             | 2037-04-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |     69922 | PA      | $81634.01     | 0.00%             | 2042-10-27      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                                  | UPG HI Issuer Trust, Series 2025-2, Class A                                                                                  | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1201625 | PA      | $1194608.94   | 0.03%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                     | Pierpont BTL plc, Series 2025-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |    637022 | PA      | $843678.63    | 0.02%             | 2062-03-21      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Think Tank Commercial Trust                                          | Think Tank Commercial Trust, Series 2025-3, Class A1                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   2612489 | PA      | $1802360.35   | 0.05%             | 2057-12-10      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                         | Humana, Inc.                                                                                                                 | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    690000 | PA      | $697415.97    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2025-2, Class A11                                                                  | CUSIP: 16159VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2723074 | PA      | $2729245.46   | 0.07%             | 2055-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Walsh Acceptance                                                     | Walsh Acceptance, Series 1997-2, Class A                                                                                     | CUSIP: 933095AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       436 | PA      | $392.93       | 0.00%             | 2027-03-01      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                       | ELFI Graduate Loan Program LLC, Series 2023-A, Class A                                                                       | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4642401 | PA      | $4785422.99   | 0.12%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class A1                                                                       | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1801997 | PA      | $1807662.48   | 0.05%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140FR6R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119095 | PA      | $115264.17    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                                                        | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925864 | PA      | $1925261.81   | 0.05%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                    | Texas Electric Market Stabilization Funding N LLC, Series A-1                                                                | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4408911 | PA      | $4378248.54   | 0.11%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $862.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class B                                                         | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |    156000 | PA      | $207580.70    | 0.01%             | 2055-08-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                     | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |   1167000 | PA      | $13128.75     | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121722 | PA      | $117724.68    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3132J4JH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178909 | PA      | $175976.50    | 0.00%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                | Foundry JV Holdco LLC                                                                                                        | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4686734.39   | 0.12%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                  | Carlyle US CLO Ltd., Series 2026-3A, Class D                                                                                 | CUSIP: 142925AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050000.00   | 0.03%             | 2039-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8952000 | PA      | $8912606.19   | 0.22%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                                 | Risewell Homes, Inc.                                                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64536.21     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                               | Fiesta Purchaser, Inc.                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50903.15     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                   | Aqua Finance Trust, Series 2021-A, Class A                                                                                   | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655042 | PA      | $601199.22    | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                    | PennyMac Financial Services, Inc.                                                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    109000 | PA      | $111503.29    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                           | LABL, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43469 | PA      | $43360.27     | 0.00%             | 2026-11-03      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    758000 | PA      | $758864.88    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aesir European Loan Conduit No. DAC                                  | Aesir European Loan Conduit No. 41 DAC, Series 41X, Class A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |   1222000 | PA      | $1613610.73   | 0.04%             | 2036-01-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                     | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                                                                     | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1101056 | PA      | $1103363.23   | 0.03%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                 | Meridian Funding plc, Series 2025-1, Class D                                                                                 | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |    356000 | PA      | $470345.43    | 0.01%             | 2068-02-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    384000 | PA      | $392058.24    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2021-CA, Class AFL                                                                         | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450904 | PA      | $4428641.20   | 0.11%             | 2062-04-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                       | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class B                                                                    | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $760237.50    | 0.02%             | 2041-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                            | MFA Trust, Series 2023-INV2, Class A1                                                                                        | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426850 | PA      | $1435197.60   | 0.04%             | 2058-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2024-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |    421000 | PA      | $559672.39    | 0.01%             | 2061-02-26      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                       | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3888700.07   | 0.10%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                        | Perrigo Finance Unlimited Co.                                                                                                | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    347000 | PA      | $316613.50    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                        | Netflix, Inc.                                                                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2360551.64   | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                               | Perimeter Holdings LLC                                                                                                       | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $599238.49    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3200102.99   | 0.08%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd.                                                | Trinitas CLO XII Ltd., Series 2020-12A, Class A1R2                                                                           | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   1666314 | PA      | $1666312.77   | 0.04%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    691000 | PA      | $684002.58    | 0.02%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                              | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                                                           | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3300454.41   | 0.08%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                         | Carnival plc                                                                                                                 | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |    165000 | PA      | $185688.05    | 0.00%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                  | LBM Acquisition LLC                                                                                                          | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    149000 | PA      | $129696.54    | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                                              | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4236619.38   | 0.11%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                             | Empire Communities Corp.                                                                                                     | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $28114.63     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213581.73    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                        | Paychex, Inc.                                                                                                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   7271000 | PA      | $7336176.01   | 0.18%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $131042.89    | 0.00%             | 2031-01-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6163000 | PA      | $6427952.92   | 0.16%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                        | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2                                                                      | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   1165113 | PA      | $1172115.76   | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                    | Turquoise V Trust, Series 2026-1, Class A2                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   1130000 | PA      | $778442.80    | 0.02%             | 2067-06-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                  | Simmons Foods, Inc.                                                                                                          | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $93351.44     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                        | Fortuna Consumer Loan Abs DAC, Series 2026-1, Class E                                                                        | CUSIP: N/A<br>LEI: 635400NBXJLIIDPDLP80       | Long             | ABS-O            | CORP              | IE        |    300000 | PA      | $345377.33    | 0.01%             | 2037-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                   | PCL Funding IX plc, Series 2024-1, Class A                                                                                   | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |    636000 | PA      | $842981.40    | 0.02%             | 2029-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                           | CSMC Trust, Series 2015-1, Class A1                                                                                          | CUSIP: 12649NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4196438 | PA      | $3732126.82   | 0.09%             | 2045-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                    | Genesis Energy LP                                                                                                            | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $502614.18    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                   | APLD ComputeCo LLC                                                                                                           | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $294672.09    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                           | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217486.09    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11740.08     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140642 | PA      | $139935.13    | 0.00%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO III Ltd.                                                | Trestles CLO III Ltd., Series 2020-3A, Class X                                                                               | CUSIP: 89532TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    634286 | PA      | $634280.86    | 0.02%             | 2037-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                       | TGNR Intermediate Holdings LLC                                                                                               | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49865.36     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                  | Prairie Acquiror LP                                                                                                          | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86770.82     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                           | California Resources Corp.                                                                                                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115938.62    | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                       | K. Hovnanian Enterprises, Inc.                                                                                               | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    244000 | PA      | $241289.75    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3493000 | PA      | $3776961.34   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                    | OneSky Flight LLC                                                                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204378.57    | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                                 | Pebblebrook Hotel LP                                                                                                         | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71128.76     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                    | Maya SAS                                                                                                                     | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $400479.20    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sagard-HalseyPoint CLO 10 Ltd.                                       | Sagard-HalseyPoint CLO 10 Ltd., Series 2025-10A, Class A1                                                                    | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2752375.73   | 0.07%             | 2038-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                          | Last Mile Securities PE DAC, Series 2021-1X, Class B                                                                         | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |    938807 | PA      | $1084943.98   | 0.03%             | 2031-08-17      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                            | WEX, Inc.                                                                                                                    | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    308000 | PA      | $301708.15    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Auto Abs Spanish Loans                                               | Auto Abs Spanish Loans, Series 2026-1, Class D                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |    100000 | PA      | $115580.72    | 0.00%             | 2038-12-28      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                 | Equinix Europe 2 Financing Corp. LLC                                                                                         | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4745332.00   | 0.12%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                    | Alliant Holdings Intermediate LLC                                                                                            | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    227000 | PA      | $228237.15    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                  | Station Casinos LLC                                                                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41082.36     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.                            | Group Laboratories South Africa Pty. Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |    259000 | PA      | $133385.00    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment Lease                                       | ECARAT DE SA Compartment Lease, Series 2025-1, Class B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    600000 | PA      | $693718.75    | 0.02%             | 2034-05-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| PRPM Issuer LLC                                                      | PRPM Issuer LLC, Series 2026-CRE1, Class A                                                                                   | CUSIP: 74391FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3020000 | PA      | $3010490.32   | 0.08%             | 2043-03-19      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2986000 | PA      | $2951703.64   | 0.07%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6942000 | PA      | $6706993.03   | 0.17%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3076362.32   | 0.08%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class A                                                          | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |   3216111 | PA      | $4269828.34   | 0.11%             | 2057-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GWR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224712 | PA      | $217246.36    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2024-2X, Class B                                                                            | CUSIP: N/A<br>LEI: 635400KGPH6QBBQEL802       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132647.09    | 0.00%             | 2066-05-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251910.97    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC                                        | Barings Equipment Finance LLC, Series 2025-A, Class A3                                                                       | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4585000 | PA      | $4649738.37   | 0.12%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2024-VLT4, Class A                                                                                          | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3830000 | PA      | $3806062.50   | 0.10%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 2 SRL                                                   | AutoFlorence 2 SRL, Series 2, Class D                                                                                        | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |     29645 | PA      | $34368.09     | 0.00%             | 2044-12-24      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $10601543.71  | 0.27%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    340000 | PA      | $310844.80    | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                           | Dana, Inc.                                                                                                                   | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41060.94     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                        | Gartner, Inc.                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6532937.92   | 0.16%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3915437.56   | 0.10%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                 | Beignet Investor LLC                                                                                                         | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6660000 | PA      | $6847519.96   | 0.17%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| TICP CLO XI Ltd.                                                     | TICP CLO XI Ltd., Series 2018-11A, Class AR                                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1420000 | PA      | $1420598.96   | 0.04%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2020-1, Class D                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    133208 | PA      | $154033.60    | 0.00%             | 2034-11-14      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 4 plc                                                  | Hops Hill No. 4 plc, Series 4, Class C                                                                                       | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |    214000 | PA      | $284865.21    | 0.01%             | 2056-04-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes                                                                         | CUSIP: 31326KJU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244275 | PA      | $251593.79    | 0.01%             | 2045-10-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                                                          | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59541.13     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2024-2, Class A3                                                                          | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978948 | PA      | $985066.15    | 0.02%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                   | Southern Co. (The), Series 21-B                                                                                              | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5686000 | PA      | $5409799.99   | 0.14%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                            | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class A                                                                             | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |    357510 | PA      | $413190.99    | 0.01%             | 2062-05-20      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H5YL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22432 | PA      | $21669.80     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4438000 | PA      | $4410527.85   | 0.11%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                               | Mauser Packaging Solutions Holding Co.                                                                                       | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3668000 | PA      | $3668000.00   | 0.09%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                           | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                                                                        | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3248699.35   | 0.08%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                      | Ontario Teachers' Finance Trust                                                                                              | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |  13860000 | PA      | $13941472.68  | 0.35%             | 2028-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                    | GGAM Finance Ltd.                                                                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $46703.57     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                              | Molina Healthcare, Inc.                                                                                                      | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    324000 | PA      | $318526.12    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                              | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    446000 | PA      | $448208.75    | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                              | Black Pearl Compute LLC                                                                                                      | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    748000 | PA      | $761312.16    | 0.02%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                 | CrossCountry Intermediate HoldCo LLC                                                                                         | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $100079.56    | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                         | Sabine Pass Liquefaction LLC                                                                                                 | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5857163.88   | 0.15%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                      | ContourGlobal Power Holdings SA                                                                                              | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202248.00    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                        | CHI Commercial Mortgage Trust, Series 2025-110W, Class D                                                                     | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $870404.78    | 0.02%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                       | NCL Corp. Ltd.                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    663000 | PA      | $657969.62    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3043000 | PA      | $3022710.89   | 0.08%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                          | Cheniere Energy Partners LP                                                                                                  | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   7797000 | PA      | $7484531.48   | 0.19%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                           | BRCK Trust, Series 2025-830B, Class E                                                                                        | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114000 | PA      | $1136832.50   | 0.03%             | 2042-12-10      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST4, Class A                                                                     | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    717934 | PA      | $719530.40    | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                       | Morgan Stanley Capital I Trust, Series 2021-L5, Class A2                                                                     | CUSIP: 61691YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2996199 | PA      | $2976156.05   | 0.07%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                | JetBlue Airways Corp.                                                                                                        | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    223000 | PA      | $210748.01    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                           | CONE Trust, Series 2024-DFW1, Class A                                                                                        | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2462000 | PA      | $2444304.38   | 0.06%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    779000 | PA      | $700105.02    | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                  | Expand Energy Corp.                                                                                                          | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  10874000 | PA      | $10964369.14  | 0.28%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2024-2, Class A                                                               | CUSIP: 92259PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1419469 | PA      | $1435649.36   | 0.04%             | 2054-04-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EYPC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27269 | PA      | $26878.69     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B                                                               | CUSIP: 64829HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718770 | PA      | $680952.97    | 0.02%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                | Albertsons Cos., Inc.                                                                                                        | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $152255.49    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Manhattan West Mortgage Trust                                        | Manhattan West Mortgage Trust, Series 2020-1MW, Class A                                                                      | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945000 | PA      | $1874160.18   | 0.05%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Canpack SA                                                           | Canpack SA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PL        |    100000 | PA      | $112056.19    | 0.00%             | 2027-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alen Mortgage Trust                                                  | Alen Mortgage Trust, Series 2021-ACEN, Class A                                                                               | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5530000 | PA      | $5225850.00   | 0.13%             | 2034-04-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Sunrise Spv 98 Srl                                                   | Sunrise Spv 98 Srl, Series 2026-1, Class E                                                                                   | CUSIP: N/A<br>LEI: 81560036AE47FD868675       | Long             | ABS-O            | CORP              | IT        |    183000 | PA      | $211530.92    | 0.01%             | 2051-04-27      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                             | NGL Energy Operating LLC                                                                                                     | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1109469.40   | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 9 DAC                                                | Dilosk Rmbs No. 9 Dac, Series 9, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400EER3OFDNYI7P30       | Long             | ABS-MBS          | CORP              | IE        |    237948 | PA      | $274922.99    | 0.01%             | 2063-01-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39950000 | PA      | $39609800.98  | 1.00%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q72N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361280 | PA      | $348638.96    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                                                      | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666266 | PA      | $1666265.76   | 0.04%             | 2039-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                     | Star Holding LLC                                                                                                             | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237401.19    | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                          | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class D                                                          | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |    262000 | PA      | $349181.55    | 0.01%             | 2031-08-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                         | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1                                                                     | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2416243 | PA      | $2426158.45   | 0.06%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                           | Jupiter Mortgage No. 1 plc, Series 1X, Class AR                                                                              | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |    451883 | PA      | $599066.69    | 0.02%             | 2055-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                   | Southern Co. (The)                                                                                                           | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    652000 | PA      | $650758.57    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                              | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1734150.26   | 0.04%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                       | Wyndham Hotels & Resorts, Inc.                                                                                               | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130868.94    | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   3386000 | PA      | $3355164.61   | 0.08%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                       | Enbridge, Inc.                                                                                                               | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1985000 | PA      | $2001581.66   | 0.05%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust                                        | INT Commercial Mortgage Trust, Series 2025-PLAZA, Class A                                                                    | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699000 | PA      | $696656.67    | 0.02%             | 2037-11-05      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                                               | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1083800.20   | 0.03%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                       | QUALCOMM, Inc.                                                                                                               | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653790.17    | 0.02%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                                                          | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    352000 | PA      | $341988.12    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                      | Republic Finance Issuance Trust, Series 2024-A, Class A                                                                      | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670000 | PA      | $3683724.70   | 0.09%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138ETBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32721 | PA      | $31997.64     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Firstmac Mortgage Funding Trust                                      | Firstmac Mortgage Funding Trust, Series 2024-4, Class A1                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   2629454 | PA      | $1814463.92   | 0.05%             | 2056-02-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2258.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                  | BWAY Mortgage Trust, Series 2013-1515, Class C                                                                               | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $342817.20    | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                          | Point Broadband Funding LLC, Series 2025-1A, Class C                                                                         | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    964000 | PA      | $982594.21    | 0.02%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp., Series 3959, Class MA                                                                      | CUSIP: 3137AHGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318415 | PA      | $319425.25    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                             | Comstock Resources, Inc.                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7740.55      | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K121, Class X1 | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11543761 | PA      | $426468.10    | 0.01%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12487 | PA      | $12192.40     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                       | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1187392.88   | 0.03%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                            | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class B                                                                             | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |    131000 | PA      | $150931.52    | 0.00%             | 2062-05-20      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                  | Cushman & Wakefield US Borrower LLC                                                                                          | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148298.51    | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                      | CoreWeave, Inc.                                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344939.09    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                               | Federal Home Loan Bank Bonds                                                                                                 | CUSIP: 3130AHHC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   9700000 | PA      | $9114150.07   | 0.23%             | 2029-11-06      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                             | Noria DE, Series 2024-DE1, Class F                                                                                           | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |     72538 | PA      | $84223.43     | 0.00%             | 2043-02-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                 | Icahn Enterprises LP                                                                                                         | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    128000 | PA      | $109230.13    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enerflex, Inc.                                                       | Enerflex, Inc.                                                                                                               | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42883.03     | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                | Lockheed Martin Corp.                                                                                                        | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1005913.23   | 0.03%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                 | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    297000 | PA      | $301345.91    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                              | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                                                             | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       300 | PA      | $300.00       | 0.00%             | 2030-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F3P85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35948 | PA      | $35513.18     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                          | Chobani LLC                                                                                                                  | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1448980.62   | 0.04%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                     | Goodyear Tire & Rubber Co. (The)                                                                                             | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    174000 | PA      | $170151.03    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                       | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $422966.34    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                            | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class D                                                               | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |   1188601 | PA      | $1368890.35   | 0.03%             | 2037-06-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2024-2X, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    154000 | PA      | $204369.27    | 0.01%             | 2032-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                       | Vallourec SACA                                                                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    823000 | PA      | $862514.70    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242566.98    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                             | ADT Security Corp. (The)                                                                                                     | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    313000 | PA      | $303143.47    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                            | CIM Trust, Series 2021-R6, Class A1                                                                                          | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2503474 | PA      | $2305432.29   | 0.06%             | 2061-07-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2241603.50   | 0.06%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                               | Fortrea Holdings, Inc.                                                                                                       | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26535.60     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2024-1, Class A3                                                                      | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338000 | PA      | $342563.07    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                       | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258138.66    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                        | Fortuna Consumer Loan Abs DAC, Series 2026-1, Class C                                                                        | CUSIP: N/A<br>LEI: 635400NBXJLIIDPDLP80       | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $115425.77    | 0.00%             | 2037-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                      | Youni Italy SRL, Series 2024-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |     73601 | PA      | $85605.36     | 0.00%             | 2034-04-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                   | National Rural Utilities Cooperative Finance Corp.                                                                           | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1064824.99   | 0.03%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                        | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                                                                      | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2460000 | PA      | $2460768.75   | 0.06%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                          | Spire, Inc.                                                                                                                  | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3260856.95   | 0.08%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    532000 | PA      | $533372.56    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                      | Ardagh Group SA                                                                                                              | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    166193 | PA      | $174263.17    | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9984000 | PA      | $9928997.54   | 0.25%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                           | Melco Resorts Finance Ltd.                                                                                                   | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1488000 | PA      | $1426620.00   | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                               | Novartis Capital Corp.                                                                                                       | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2414481.02   | 0.06%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                               | Neptune Bidco US, Inc.                                                                                                       | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    232000 | PA      | $234089.86    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class A                                                         | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |    777857 | PA      | $1030289.12   | 0.03%             | 2056-09-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    537000 | PA      | $545572.27    | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                     | Sealed Air Corp.                                                                                                             | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36270.00     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                    | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    267226 | PA      | $303523.19    | 0.01%             | 2038-09-23      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                    | Rocket Cos., Inc.                                                                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1742935.03   | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2021-7, Class A12                                                                         | CUSIP: 46592NBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3890118 | PA      | $3822041.33   | 0.10%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4731.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                  | Fifth Third Bancorp                                                                                                          | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2239872.60   | 0.06%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2020-2A, Class B                                                                             | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630376 | PA      | $509997.90    | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                            | HAH Group Holding Co. LLC                                                                                                    | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87606.44     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                  | Expand Energy Corp.                                                                                                          | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   6898000 | PA      | $6891879.27   | 0.17%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Compartment BL Consumer Credit                                       | Compartment BL Consumer Credit, Series 2024-1, Class B                                                                       | CUSIP: N/A<br>LEI: 549300BCEKCIKD7MN312       | Long             | ABS-O            | CORP              | LU        |    308000 | PA      | $355752.24    | 0.01%             | 2041-09-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7A72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944047 | PA      | $916665.49    | 0.02%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                         | Brignole Co., Series 2024, Class D                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     47015 | PA      | $54927.88     | 0.00%             | 2042-02-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-289704.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Harben Finance                                                       | Harben Finance, Series 2017-1RX, Class C                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |    741000 | PA      | $979249.72    | 0.02%             | 2055-09-28      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Barley Hill No. 2 plc                                                | Barley Hill No. 2 plc, Series 2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800U1CMP6UD9B1T04       | Long             | ABS-MBS          | CORP              | GB        |    520000 | PA      | $688412.41    | 0.02%             | 2058-08-27      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                             | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                                                            | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937223 | PA      | $1895237.14   | 0.05%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                           | Moog, Inc.                                                                                                                   | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15990.71     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                          | First Quantum Minerals Ltd.                                                                                                  | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    528000 | PA      | $505193.04    | 0.01%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $778.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                        | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                                                   | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3701359.01   | 0.09%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Domi                                                                 | Domi, Series 2026-1, Class B                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | NL        |    181000 | PA      | $207905.27    | 0.01%             | 2057-02-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                             | Wynn Resorts Finance LLC                                                                                                     | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $460179.56    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                      | 1261229 BC Ltd.                                                                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3481069.60   | 0.09%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3620211.01   | 0.09%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                     | SLG Office Trust, Series 2026-OMA, Class E                                                                                   | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $761484.28    | 0.02%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11792000 | PA      | $11990873.26  | 0.30%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                              | Pfizer Investment Enterprises Pte. Ltd.                                                                                      | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1858000 | PA      | $1869027.38   | 0.05%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                              | Micron Technology, Inc.                                                                                                      | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $5107971.44   | 0.13%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                       | Olympus Water US Holding Corp.                                                                                               | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    535000 | PA      | $522536.00    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                               | GreenSky Home Improvement Issuer Trust, Series 2025-1A, Class A2                                                             | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830554 | PA      | $832637.34    | 0.02%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                     | College Avenue Student Loans LLC, Series 2023-A, Class A1                                                                    | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4785050 | PA      | $4866556.70   | 0.12%             | 2055-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO LLC                                                     | Flatiron CLO 23 LLC, Series 2023-1A, Class AR                                                                                | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   1705000 | PA      | $1703943.75   | 0.04%             | 2036-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2025-2X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |   3677785 | PA      | $4880679.45   | 0.12%             | 2035-08-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                             | Northern Oil & Gas, Inc.                                                                                                     | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    317000 | PA      | $327985.00    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3375160.37   | 0.08%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124000000 | PA      | $122924686.88 | 3.09%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc.                                                                                                        | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2806165.77   | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                        | SM Energy Co.                                                                                                                | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    541000 | PA      | $539471.47    | 0.01%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862892 | PA      | $846228.20    | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8150.41      | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                      | Rand Parent LLC                                                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $105732.08    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                | Arroyo Mortgage Trust, Series 2022-2, Class A1                                                                               | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3268172 | PA      | $3259260.42   | 0.08%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class E                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $132159.47    | 0.00%             | 2031-01-17      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    332000 | PA      | $333473.68    | 0.01%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                        | Freedom Mortgage Holdings LLC                                                                                                | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    437000 | PA      | $444210.50    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                            | SLM Corp.                                                                                                                    | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $107004.44    | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                 | Meridian Funding plc, Series 2025-1, Class C                                                                                 | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |    335000 | PA      | $442219.45    | 0.01%             | 2068-02-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    817000 | PA      | $770340.08    | 0.02%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                         | Discovery Communications LLC                                                                                                 | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    202000 | PA      | $197899.40    | 0.00%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                      | Advanced Drainage Systems, Inc.                                                                                              | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    490000 | PA      | $476829.19    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5477000 | PA      | $5545410.25   | 0.14%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 3, Class C                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    100000 | PA      | $115398.21    | 0.00%             | 2043-10-27      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                                                 | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3460000 | PA      | $3400759.99   | 0.09%             | 2032-08-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8327000 | PA      | $8235618.50   | 0.21%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                             | BHG Securitization Trust, Series 2021-A, Class A                                                                             | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20424 | PA      | $20329.04     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2024-1, Class E                                                                                          | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $134674.05    | 0.00%             | 2061-02-26      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Permanent Master Issuer plc                                          | Permanent Master Issuer plc, Series 2024-1X, Class 1A1                                                                       | CUSIP: N/A<br>LEI: 213800MVYG7MLQM2LF25       | Long             | ABS-MBS          | CORP              | GB        |    876000 | PA      | $1157747.15   | 0.03%             | 2073-07-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1593505.35   | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIC Trust (The)                                                      | MIC Trust (The), Series 2023-MIC, Class A                                                                                    | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4480000 | PA      | $4767659.90   | 0.12%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $146078.10    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    922000 | PA      | $932680.72    | 0.02%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 4 plc                                                  | Hops Hill No. 4 plc, Series 4, Class A                                                                                       | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |    466495 | PA      | $617938.13    | 0.02%             | 2056-04-21      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                 | Osaic Holdings, Inc.                                                                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380047.46    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                               | Amentum Holdings, Inc.                                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    147000 | PA      | $152117.07    | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                     | Winchester 1 plc, Series 1, Class D                                                                                          | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132361.06    | 0.00%             | 2056-10-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                       | ARES Commercial Mortgage Trust, Series 2026-AZURE, Class C                                                                   | CUSIP: 03990QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $420000.00    | 0.01%             | 2038-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                              | Hill FL BV, Series 2024-1FL, Class B                                                                                         | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |    119416 | PA      | $138091.58    | 0.00%             | 2032-02-18      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                            | Aptiv Swiss Holdings Ltd.                                                                                                    | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   4075000 | PA      | $4154404.55   | 0.10%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                         | Trivium Packaging Finance BV                                                                                                 | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116152.93    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    152000 | PA      | $147476.07    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                                           | FNA VI LLC, Series 2021-1A, Class A                                                                                          | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101240 | PA      | $94198.17     | 0.00%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                               | Playtika Holding Corp.                                                                                                       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21848.40     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                          | APH Somerset Investor 2 LLC                                                                                                  | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $179949.73    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1902.25      | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                | FTA Consumo Santander, Series 7, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |    127888 | PA      | $148080.29    | 0.00%             | 2038-07-20      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                           | Quarzo SRL, Series 2025-1, Class A                                                                                           | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |   2117815 | PA      | $2451526.25   | 0.06%             | 2042-03-15      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                                                          | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89956.50     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    556000 | PA      | $553465.03    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFNL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150125 | PA      | $147028.87    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                          | Service Corp. International                                                                                                  | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    785000 | PA      | $731726.37    | 0.02%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                        | Mill City Mortgage Loan Trust, Series 2018-1, Class A1                                                                       | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198877 | PA      | $198113.67    | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                  | Metro Finance Trust, Series 2024-1, Class A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   3552112 | PA      | $2457617.23   | 0.06%             | 2030-09-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                              | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A                                                             | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100038.22    | 0.00%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1326278.56   | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                             | Republic of South Africa                                                                                                     | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3600000 | PA      | $3590100.00   | 0.09%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                            | Standard Industries, Inc.                                                                                                    | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1628029.20   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                       | Anywhere Real Estate Group LLC                                                                                               | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $236728.77    | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                    | Navistar Financial Dealer Note Master Owner Trust, Series 2024-1, Class A                                                    | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4294000 | PA      | $4297652.91   | 0.11%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                     | Fair Isaac Corp.                                                                                                             | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194084.98    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2021-3, Class A12                                                                         | CUSIP: 46592KBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6818251 | PA      | $6827951.22   | 0.17%             | 2051-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5005519.93   | 0.13%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $93.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newbridge Park CLO DAC                                               | Newbridge Park CLO DAC, Series 1X, Class A                                                                                   | CUSIP: N/A<br>LEI: 635400MHBRLQFZ1CYD71       | Long             | ABS-CBDO         | CORP              | IE        |    756000 | PA      | $873822.60    | 0.02%             | 2040-04-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                    | Merck & Co., Inc.                                                                                                            | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2818145.78   | 0.07%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138E0SE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1127 | PA      | $1120.20      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                   | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3027000 | PA      | $2997980.51   | 0.08%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                             | DK Trust, Series 2025-LXP, Class C                                                                                           | CUSIP: 23292LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261000 | PA      | $1261000.00   | 0.03%             | 2037-08-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                | SLM Private Credit Student Loan Trust, Series 2005-A, Class A4                                                               | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |   2422084 | PA      | $2400961.21   | 0.06%             | 2038-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                                                 | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                                 | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1597077 | PA      | $1590446.80   | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                    | Oman Government Bond                                                                                                         | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   3500000 | PA      | $3594115.00   | 0.09%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                      | Youni Italy SRL, Series 2024-1, Class A                                                                                      | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |    268843 | PA      | $311509.54    | 0.01%             | 2034-04-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                               | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                                                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1940000 | PA      | $1938276.12   | 0.05%             | 2038-01-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust                                                   | UWM Mortgage Trust, Series 2021-INV5, Class A10                                                                              | CUSIP: 90355DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4247795 | PA      | $4149161.63   | 0.10%             | 2052-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                              | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66034.28     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                | New Enterprise Stone & Lime Co., Inc.                                                                                        | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109356.63    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                  | Prodigy Finance DAC, Series 2021-1A, Class A                                                                                 | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    493922 | PA      | $492730.48    | 0.01%             | 2051-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                   | Southern Co. (The)                                                                                                           | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3736000 | PA      | $3849389.47   | 0.10%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Fondo de Titulizacion                                  | Bbva Consumer Fondo de Titulizacion, Series 2026-1, Class D                                                                  | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-O            | CORP              | ES        |    300000 | PA      | $342816.36    | 0.01%             | 2039-05-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SLG Commercial Mortgage Trust                                        | SLG Commercial Mortgage Trust, Series 2026-PAT, Class A                                                                      | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2156000 | PA      | $2138288.89   | 0.05%             | 2039-02-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $4243778.87   | 0.11%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                   | Exmoor Funding plc, Series 2024-1, Class D                                                                                   | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $133694.32    | 0.00%             | 2094-03-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1465407.75   | 0.04%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    484000 | PA      | $473275.00    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                            | Federal Farm Credit Bank Bonds                                                                                               | CUSIP: 3133EM5M0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    450000 | PA      | $401268.97    | 0.01%             | 2031-03-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                             | Lindblad Expeditions LLC                                                                                                     | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    343000 | PA      | $350199.91    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury Ultra Bond                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -15 | NC      | $61730.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8L50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214304 | PA      | $208409.38    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                           | Dana, Inc.                                                                                                                   | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25543.41     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GNMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36167 | PA      | $35043.95     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                            | Federal Farm Credit Bank Bonds                                                                                               | CUSIP: 3133EKA30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  23500000 | PA      | $22249589.68  | 0.56%             | 2029-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18162000 | PA      | $18288086.78  | 0.46%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                           | Caisse d'Amortissement de la Dette Sociale                                                                                   | CUSIP: 12802D2T2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  11055000 | PA      | $10941495.44  | 0.27%             | 2031-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| East One plc                                                         | East One plc, Series 2024-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |    231000 | PA      | $306515.98    | 0.01%             | 2055-12-27      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14043.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                    | Brink's Co. (The)                                                                                                            | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    258000 | PA      | $261994.10    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F12L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225603 | PA      | $218185.21    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                             | CACI International, Inc.                                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100774.67    | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                         | Diversified Healthcare Trust                                                                                                 | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $142211.61    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                        | ION Platform Finance US, Inc.                                                                                                | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    184000 | PA      | $171864.67    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                       | Watco Cos. LLC                                                                                                               | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88323.29     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                | Public Service Enterprise Group, Inc.                                                                                        | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2713665.28   | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                               | Chart Industries, Inc.                                                                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1402524.45   | 0.04%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                                 | EURO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    333357 | OU      | $385310.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                       | Pound Sterling                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    937816 | OU      | $1241293.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                                                       | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3252675 | PA      | $3256375.55   | 0.08%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                            | Honeywell Aerospace, Inc.                                                                                                    | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4372195.58   | 0.11%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2025-3A, Class B                                                                            | CUSIP: 35042TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    932000 | PA      | $923602.68    | 0.02%             | 2052-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                              | Hill FL BV, Series 2024-1FL, Class D                                                                                         | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |     59709 | PA      | $69313.06     | 0.00%             | 2032-02-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                       | ELFI Graduate Loan Program LLC, Series 2022-A, Class A                                                                       | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6034432 | PA      | $5898136.33   | 0.15%             | 2047-08-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2018-6, Class A1A                                                                          | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820238 | PA      | $816719.34    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                            | Dream Finders Homes, Inc.                                                                                                    | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45724.22     | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2025-1, Class C                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |    200000 | PA      | $230401.36    | 0.01%             | 2043-07-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| INV Mortgage Trust                                                   | INV Mortgage Trust, Series 2024-IND, Class A                                                                                 | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1559262.50   | 0.04%             | 2041-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                      | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                                                  | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720060 | PA      | $2726443.42   | 0.07%             | 2063-09-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                         | Wells Fargo Mortgage Backed Securities Trust, Series 2019-4, Class A2                                                        | CUSIP: 95002FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610461 | PA      | $533884.27    | 0.01%             | 2049-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                              | Pony SA, Series 2024-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |     81976 | PA      | $94880.70     | 0.00%             | 2033-01-14      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1972474.67   | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495070 | PA      | $480989.27    | 0.01%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                           | CSMC Trust, Series 2021-BHAR, Class C                                                                                        | CUSIP: 12659VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2466736.50   | 0.06%             | 2038-11-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4096000 | PA      | $4078301.39   | 0.10%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                         | Performance Food Group, Inc.                                                                                                 | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    571000 | PA      | $550725.16    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3653760.90   | 0.09%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                           | MMAF Equipment Finance LLC, Series 2024-A, Class A3                                                                          | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1795794 | PA      | $1812807.17   | 0.05%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                            | Millrose Properties, Inc.                                                                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $439760.29    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                | Veritiv Operating Co.                                                                                                        | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81061.34     | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                        | Golden Bar Securitisation SRL, Series 2025-2, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    115867 | PA      | $134260.89    | 0.00%             | 2044-12-22      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                      | Sage AR Funding, Series 2026-1X, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |   2058000 | PA      | $2707842.91   | 0.07%             | 2038-05-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    202000 | PA      | $206296.34    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                   | Exmoor Funding plc, Series 2024-1, Class C                                                                                   | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |    112000 | PA      | $149066.98    | 0.00%             | 2094-03-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association                                                                                        | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12515000 | PA      | $12715916.31  | 0.32%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                     | Jubilee Place BV, Series 7, Class B                                                                                          | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |    310000 | PA      | $357429.18    | 0.01%             | 2062-09-18      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                     | Boeing Co. (The)                                                                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5296420.60   | 0.13%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                              | American Airlines, Inc.                                                                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16907.02     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $537915.70    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                   | Getty Images, Inc.                                                                                                           | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    127000 | PA      | $113896.06    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1                                                                       | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5425829 | PA      | $5403152.10   | 0.14%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                  | Station Casinos LLC                                                                                                          | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296144.60    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class A                                            | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719940 | PA      | $698341.45    | 0.02%             | 2029-09-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    900000 | PA      | $861883.91    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2024-94, Class FB                                          | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2264476 | PA      | $2282903.46   | 0.06%             | 2054-12-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9189 | PA      | $8933.17      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                        | Netflix, Inc.                                                                                                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2903000 | PA      | $3020170.83   | 0.08%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                        | Massachusetts Educational Financing Authority, Series 2024A                                                                  | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2112101.27   | 0.05%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                       | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class E                                                                   | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1491495.10   | 0.04%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                       | Constellium SE                                                                                                               | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    637000 | PA      | $633859.40    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2025-1, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |    400000 | PA      | $460898.89    | 0.01%             | 2043-07-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                          | Castell plc, Series 2025-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |    718394 | PA      | $952663.22    | 0.02%             | 2062-01-27      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                       | ARES Commercial Mortgage Trust, Series 2026-AZURE, Class B                                                                   | CUSIP: 03990QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035000 | PA      | $1035000.00   | 0.03%             | 2038-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2504087.75   | 0.06%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                         | Deluxe Corp.                                                                                                                 | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58132.70     | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FH                                                  | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6555075 | PA      | $6611624.01   | 0.17%             | 2054-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2024-1A, Class B                                                                            | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379553 | PA      | $388000.09    | 0.01%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    987000 | PA      | $985741.77    | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                    | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                                                  | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1504000 | PA      | $1480219.80   | 0.04%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-BA, Class D                                                                           | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1401701.68   | 0.04%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                                       | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                                                                    | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1398688.20   | 0.04%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Romania                                                              | Romania Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   3700000 | PA      | $3623225.00   | 0.09%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                       | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $303018.49    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                | Churchill Downs, Inc.                                                                                                        | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1663435.09   | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                           | Snap, Inc.                                                                                                                   | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    306000 | PA      | $287814.05    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MIC Trust                                                            | MIC Trust (The), Series 2023-MIC, Class B                                                                                    | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436000 | PA      | $1534963.81   | 0.04%             | 2038-12-05      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15870000 | PA      | $15476907.56  | 0.39%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                  | Metro Finance Trust, Series 2025-1, Class B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    610000 | PA      | $421685.99    | 0.01%             | 2031-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2017-6, Class A1                                                                           | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2269320 | PA      | $2241252.60   | 0.06%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    549000 | PA      | $500282.93    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                       | Starz Capital Holdings 1, Inc.                                                                                               | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $82575.00     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                            | Diamond Foreign Asset Co.                                                                                                    | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     50000 | PA      | $52822.10     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1294265.73   | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3943000 | PA      | $3952932.81   | 0.10%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                              | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5696597.80   | 0.14%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                         | Pfizer, Inc.                                                                                                                 | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4276000 | PA      | $4246296.34   | 0.11%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                             | One New York Plaza Trust, Series 2020-1NYP, Class AJ                                                                         | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117000 | PA      | $1052772.50   | 0.03%             | 2036-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                              | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                                                            | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2180626.97   | 0.05%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1051485.97   | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3610736.65   | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $170746.51    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                    | NTT Finance Corp.                                                                                                            | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1439000 | PA      | $1442275.80   | 0.04%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2022-AHP, Class A                                                                       | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2164615 | PA      | $2163938.90   | 0.05%             | 2039-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                      | TransAlta Corp.                                                                                                              | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    232000 | PA      | $230438.49    | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    454000 | PA      | $447649.27    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1818568.64   | 0.05%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                 | APLD ComputeCo 2 LLC                                                                                                         | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $725677.66    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                         | NY Commercial Mortgage Trust, Series 2025-299P, Class C                                                                      | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1323558.60   | 0.03%             | 2047-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                       | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    189000 | PA      | $196157.07    | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    586000 | PA      | $580910.98    | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                       | NCL Corp. Ltd.                                                                                                               | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    545000 | PA      | $529503.38    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd.                                                  | Elmwood CLO 26 Ltd., Series 2024-1A, Class C                                                                                 | CUSIP: 29004CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3700000.00   | 0.09%             | 2037-04-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565848 | PA      | $562700.09    | 0.01%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                  | Panorama Auto Trust, Series 2025-1, Class A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   2432639 | PA      | $1677610.51   | 0.04%             | 2033-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                          | Caesars Entertainment, Inc.                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $2484306.90   | 0.06%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                      | Blackstone Mortgage Trust, Inc.                                                                                              | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167087.12    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                  | Whitebox CLO I Ltd., Series 2019-1A, Class A1R3                                                                              | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $4440651.89   | 0.11%             | 2037-01-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                       | Park Intermediate Holdings LLC                                                                                               | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    382000 | PA      | $386677.21    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                              | Mila BV, Series 2024-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |     71929 | PA      | $83344.08     | 0.00%             | 2041-09-16      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230763.05    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3172906.10   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                     | Twin Bridges plc, Series 2021-2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |    435000 | PA      | $575302.52    | 0.01%             | 2055-09-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                        | Navient Corp.                                                                                                                | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    376000 | PA      | $335221.88    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290189.18    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                  | Waste Pro USA, Inc.                                                                                                          | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    749000 | PA      | $757427.00    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2026-1, Class A                                                                             | CUSIP: N/A<br>LEI: 213800RFTUPOIEPDEP07       | Long             | ABS-MBS          | CORP              | GB        |    816000 | PA      | $1077471.95   | 0.03%             | 2073-01-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                 | Boots Group Finco LP                                                                                                         | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    165000 | PA      | $216891.90    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                        | VoltaGrid LLC                                                                                                                | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1551279.12   | 0.04%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                       | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                                    | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2946000 | PA      | $2947892.51   | 0.07%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2026-VLT9, Class A                                                                      | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4301000 | PA      | $4280181.44   | 0.11%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                                                         | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6940203.11   | 0.17%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A                                                               | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2496869 | PA      | $2435008.01   | 0.06%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                | INTOWN Mortgage Trust, Series 2025-STAY, Class A                                                                             | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3512000 | PA      | $3503220.00   | 0.09%             | 2042-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                    | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     65697 | PA      | $76425.10     | 0.00%             | 2036-12-29      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Dryden 65 CLO Ltd.                                                   | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                 | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499714.10    | 0.01%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3971000 | PA      | $4019669.53   | 0.10%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA                                                     | Efesto Bidco SpA Efesto US LLC, Series XR                                                                                    | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $1989862.16   | 0.05%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                     | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    667000 | PA      | $7503.75      | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| LQR Trust                                                            | LQR Trust, Series 2025-CALI, Class E                                                                                         | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394000 | PA      | $2393974.31   | 0.06%             | 2043-01-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91289.04     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2992617.13   | 0.08%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                          | Match Group Holdings II LLC                                                                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    812000 | PA      | $793840.27    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                          | Gates Corp.                                                                                                                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194947.41    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** BlackRock Funds V

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer