# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0001752724-25-197835
**Filing Date:** 2025-8
**Character Count:** 421272
**Document Hash:** 859b01a67f5ee898c901459602bf1838
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-197835.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-197835

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 251242416

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $495548696.01

**Total Liabilities:** $3910387.04

**Net Assets:** $491638308.97

**Delayed Delivery Securities:** $757499.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 134.00000000 | **1-Year:** 13405.00000000 | **5-Year:** 63872.00000000 | **10-Year:** 42928.00000000 | **30-Year:** 11168.00000000

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

- **3-Month:** 107.00000000 | **1-Year:** 4176.00000000 | **5-Year:** 12163.00000000 | **10-Year:** 1842.00000000 | **30-Year:** 7.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232947 | 0.41%                | -0.64%               | 1.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-224422.50              | $-69075.72                                 |
| Month 2  | $-57623.50               | $-2362201.22                               |
| Month 3  | $34085.25                | $4485605.40                                |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                                         | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91045.94     | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                           | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80353.92     | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                                 | HGI CRE CLO Ltd., Series 2021-FL1, Class C                                                    | CUSIP: 40441LAG1<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300313.20    | 0.06%             | 2036-06-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corp.                                                | Aris Mining Corp.                                                                             | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204217.00    | 0.04%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                    | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29834.12     | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124397.64    | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                                | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    374000 | PA      | $383590.86    | 0.08%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Race Point IX CLO Ltd.                                           | Race Point IX CLO Ltd., Series 2015-9A, Class BR                                              | CUSIP: 74981HCG3<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002757.00   | 0.20%             | 2030-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Olympus Water U.S. Holding Corp.                                 | Olympus Water U.S. Holding Corp., Class Senior Secured First Lien Term Loan                   | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198976 | PA      | $197031.72    | 0.04%             | 2031-06-23      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $135159.84    | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2024-90, Class FA                                                         | CUSIP: 3136BTXB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    927286 | PA      | $934831.90    | 0.19%             | 2054-12-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                                 | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792969 | PA      | $768245.28    | 0.16%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                               | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |    704345 | PA      | $708662.26    | 0.14%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                          | Brown Group Holding LLC, Class Senior Secured First Lien Term Loan                            | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     34547 | PA      | $34621.47     | 0.01%             | 2031-07-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $415183.20    | 0.08%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                            | Hightower Holding LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 43117LAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149475 | PA      | $149350.94    | 0.03%             | 2032-02-03      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                                            | EWC Master Issuer LLC, Series 2022-1A, Class A2                                               | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $478309.91    | 0.10%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78634.97     | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AL Candelaria Spain SA                                           | AL Candelaria Spain SA                                                                        | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    162499 | PA      | $162316.17    | 0.03%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2025-5C34, Class A3                                              | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $344490.96    | 0.07%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1                               | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1415593.20   | 0.29%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    240000 | PA      | $244650.00    | 0.05%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    241000 | PA      | $244035.64    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                | GIP Pilot Acquisition Partners LP, Class Senior Secured First Lien Term Loan                  | CUSIP: 31773HAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19483 | PA      | $19572.10     | 0.00%             | 2030-10-04      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corp.                                              | Bausch + Lomb Corp.                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $197505.00    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                      | Evergy Kansas Central, Inc.                                                                   | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    315000 | PA      | $261947.83    | 0.05%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.                              | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class BR                                 | CUSIP: 67577MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501565.95    | 0.10%             | 2035-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                               | Compass Datacenters Issuer III LLC, Series 2025-2A, Class A2                                  | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013388.80   | 0.21%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                      | RFMSI Trust, Series 2006-S4, Class A7                                                         | CUSIP: 762010AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1245359 | PA      | $1007254.56   | 0.20%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                   | Ardonagh Group Finco Pty. Ltd., Class Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    110000 | PA      | $109449.99    | 0.02%             | 2031-02-18      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QGNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2214498 | PA      | $1777766.45   | 0.36%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2019-GC42, Class A3                                      | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $233067.25    | 0.05%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111708.41    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1409418 | PA      | $1241438.20   | 0.25%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |    250000 | PA      | $250500.68    | 0.05%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                                    | Lineage OP LP                                                                                 | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    269000 | PA      | $270736.25    | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-4, Class A1                                           | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    813562 | PA      | $814828.25    | 0.17%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46975.56     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $271292.03    | 0.06%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                             | Hunter Douglas, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72522 | PA      | $72355.46     | 0.01%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     19098 | PA      | $19156.07     | 0.00%             | 2029-02-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class C                                       | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $256501.10    | 0.05%             | 2051-10-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218143.80    | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                     | Peru LNG Srl                                                                                  | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    166680 | PA      | $156869.70    | 0.03%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                      | Match Group Holdings II LLC                                                                   | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74642.57     | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    379000 | PA      | $388849.68    | 0.08%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2024-C63, Class C                               | CUSIP: 94990FAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251700.75    | 0.05%             | 2057-08-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV, Class Senior Secured First Lien Term Loan                               | CUSIP: N3313EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     35000 | PA      | $35043.75     | 0.01%             | 2032-06-04      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings                                   | Buffalo Energy Mexico Holdings                                                                | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206209.20    | 0.04%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                       | Trident TPI Holdings, Inc.                                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244267.13    | 0.05%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                         | Clearwater Analytics LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $15018.75     | 0.00%             | 2032-04-21      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                      | Aaset Trust, Series 2024-1A, Class A1                                                         | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472659 | PA      | $488582.28    | 0.10%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                             | Star Leasing Co. LLC                                                                          | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119096.69    | 0.02%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                         | NJ Trust, Series 2025-WBRK, Class A                                                           | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $263754.46    | 0.05%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                       | BCPE Empire Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128159 | PA      | $127582.27    | 0.03%             | 2030-12-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226770.42    | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                               | Millicom International Cellular SA                                                            | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    450000 | PA      | $451298.70    | 0.09%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust, Series 2025-1A, Class C                                                  | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1257144.00   | 0.26%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    476000 | PA      | $488990.02    | 0.10%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                              | Victra Holdings LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |     58623 | PA      | $58715.16     | 0.01%             | 2029-03-30      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    214000 | PA      | $223302.15    | 0.05%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48626.46     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75867.90     | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    343000 | PA      | $343188.65    | 0.07%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                | ICG US CLO I Ltd., Series 2023-1A, Class AR                                                   | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500000.00    | 0.10%             | 2038-07-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMICS Trust, Series 2025-DNA1, Class M1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   3844855 | PA      | $3848998.49   | 0.78%             | 2045-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                                 | Simpar Europe SA                                                                              | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $492000.00    | 0.10%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                    | American National Group, Inc.                                                                 | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256621.25    | 0.05%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLT CI LLC                                                      | VOLT C LLC, Series 2021-NP10, Class A1                                                        | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95376 | PA      | $95289.64     | 0.02%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                             | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $291340.81    | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KUO SAB de CV                                                    | KUO SAB de CV                                                                                 | CUSIP: N/A<br>LEI: 549300WIYIAVCFZI6Z04       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197193.62    | 0.04%             | 2027-07-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                   | MSWF Commercial Mortgage Trust, Series 2023-2, Class A1                                       | CUSIP: 55361AAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170738 | PA      | $173280.74    | 0.04%             | 2056-12-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                   | PSEG Power LLC                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $180697.29    | 0.04%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                              | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     38000 | PA      | $37459.60     | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2007-AR8, Class 2A1A                                    | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438975 | PA      | $392567.54    | 0.08%             | 2037-07-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                        | CBAM Ltd., Series 2017-2A, Class BR                                                           | CUSIP: 12481KAU2<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502541.45    | 0.10%             | 2034-07-17      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                              | Triton Container International Ltd.                                                           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    234000 | PA      | $202347.41    | 0.04%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JSW Infrastructure Ltd.                                          | JSW Infrastructure Ltd.                                                                       | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $392239.33    | 0.08%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                               | Banco de Bogota SA                                                                            | CUSIP: N/A<br>LEI: 549300LYHE7LWSKDZT53       | Long             | DBT              | CORP              | CO        |    300000 | PA      | $301133.99    | 0.06%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                | Vantage Specialty Chemicals, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    130186 | PA      | $126373.25    | 0.03%             | 2026-10-26      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                       | EIDP, Inc.                                                                                    | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347056.05    | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    173000 | PA      | $170192.02    | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                                       | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    479000 | PA      | $488620.68    | 0.10%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54775 | PA      | $54928.79     | 0.01%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2025-5YR15, Class AS                                                            | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258143.00    | 0.05%             | 2030-06-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $747854.30    | 0.15%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $145085.92    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                     | Mitchell International, Inc., Class Senior Secured First Lien Term Loan                       | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103969 | PA      | $104003.73    | 0.02%             | 2031-06-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL2, Class A1                                                          | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1646546 | PA      | $1641580.66   | 0.33%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class A3                                 | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272432 | PA      | $269355.22    | 0.05%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                    | Yinson Bergenia Production BV                                                                 | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202965.90    | 0.04%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2025-X1, Class B                                    | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $976212.32    | 0.20%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159250.00    | 0.03%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189762.87    | 0.04%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                   | Comerica, Inc.                                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117820.84    | 0.02%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    355000 | PA      | $331117.93    | 0.07%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116335.96    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                           | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12000000 | PA      | $11958530.04  | 2.43%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C11, Class ASB                                              | CUSIP: 05493MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $279333.00    | 0.06%             | 2054-09-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                               | Braskem Idesa SAPI                                                                            | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $138995.75    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd.                                 | Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A                                      | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    481250 | PA      | $482470.45    | 0.10%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust, Series 2018-C8, Class C                                        | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $174601.36    | 0.04%             | 2051-02-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                       | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                                          | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.10%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                         | Adani Ports & Special Economic Zone Ltd.                                                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $169383.44    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Notes                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1470 | NC      | $1318947.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                 | Global Aircraft Leasing Co. Ltd.                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    530000 | PA      | $543971.33    | 0.11%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Guara Norte Sarl                                                 | Guara Norte Sarl                                                                              | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |    307316 | PA      | $291471.90    | 0.06%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                     | Hilton Grand Vacations Trust, Series 2022-1D, Class C                                         | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124160 | PA      | $123114.11    | 0.03%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83335.44     | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                                                  | Energuate Trust                                                                               | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398144.00    | 0.08%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXI Ltd.                                        | Sound Point CLO XXXI Ltd., Series 2021-3A, Class D                                            | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $485359.60    | 0.10%             | 2034-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55369.27     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                          | Cloud Capital Holdco LP, Series 2024-2A, Class A2                                             | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503098.75    | 0.10%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRSP Ltd.                                                        | BRSP Ltd., Series 2021-FL1, Class A                                                           | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121519 | PA      | $120503.28    | 0.02%             | 2038-08-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105412.28    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                      | Construction Partners, Inc., Class Senior Secured First Lien Term Loan                        | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69650 | PA      | $69954.72     | 0.01%             | 2031-11-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230823.40    | 0.05%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96954.74     | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual WMABS Trust                                    | Washington Mutual WMABS Trust, Series 2007-HE2, Class 2A2                                     | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3506224 | PA      | $1101800.18   | 0.22%             | 2037-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                      | DG Investment Intermediate Holdings 2, Inc., Class Senior Secured First Lien Term Loan        | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118362 | PA      | $118727.28    | 0.02%             | 2028-03-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                | Kronos Acquisition Holdings, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34638 | PA      | $31139.34     | 0.01%             | 2031-06-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| InRetail Shopping Malls                                          | InRetail Shopping Malls                                                                       | CUSIP: N/A<br>LEI: 254900340JT2D5SHMA49       | Long             | DBT              | CORP              | PE        |    310000 | PA      | $310043.43    | 0.06%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2024-5YR9, Class A3                                                             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $312936.72    | 0.06%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                                  | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $219398.01    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30650000 | PA      | $26297939.38  | 5.35%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                               | WhiteWater Matterhorn Holdings LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $25020.88     | 0.01%             | 2032-06-16      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class A4                              | CUSIP: 95002XBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $187014.03    | 0.04%             | 2053-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC                                                                            | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41392.57     | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA, Class Senior Secured First Lien Term Loan                                   | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     29622 | PA      | $26915.01     | 0.01%             | 2028-08-15      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                 | EAB Global, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |     59500 | PA      | $58533.13     | 0.01%             | 2030-08-16      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                | Compass Datacenters Issuer II LLC, Series 2024-1A, Class B                                    | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514372.80    | 0.10%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                            | Amrize Finance US LLC                                                                         | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103417.52    | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                       | Banco Internacional del Peru SAA Interbank                                                    | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | PE        |    400000 | PA      | $398814.72    | 0.08%             | 2030-07-08      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class AS             | CUSIP: 46590KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $372684.96    | 0.08%             | 2049-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                         | Reliance Industries Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    250000 | PA      | $245538.25    | 0.05%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Rutas 2 & 7 Finance Ltd.                                         | Rutas 2 & 7 Finance Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    613333 | PA      | $445080.65    | 0.09%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                   | AngloGold Ashanti Holdings plc                                                                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $477527.02    | 0.10%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                            | Freeport Indonesia PT                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200487.56    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                           | Invitation Homes Trust, Series 2024-SFR1, Class D                                             | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167000 | PA      | $1112558.63   | 0.23%             | 2041-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                               | Voyager Parent LLC                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265468.18    | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DQJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2955667 | PA      | $2494358.62   | 0.51%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                                           | INEOS U.S. Finance LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: G4768PAS0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44663 | PA      | $42720.23     | 0.01%             | 2031-02-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324039.66    | 0.07%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC Sarl                                   | Chile Electricity Lux MPC Sarl                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    186000 | PA      | $192930.36    | 0.04%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                             | CCL Industries, Inc.                                                                          | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    281000 | PA      | $260819.97    | 0.05%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                             | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262276.22    | 0.05%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                             | Castlelake Aircraft Structured Trust, Series 2025-1A, Class A                                 | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486728 | PA      | $497356.06    | 0.10%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                               | DexKo Global, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54617 | PA      | $52399.00     | 0.01%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | SG        |    700000 | PA      | $687025.06    | 0.14%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                  | SEB Funding LLC, Series 2021-1A, Class A2                                                     | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498750 | PA      | $489887.31    | 0.10%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2021-1A, Class DR                                                       | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502537.50    | 0.10%             | 2034-07-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                        | Michaels Cos., Inc. (The), Class Senior Secured First Lien Term Loan                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     29922 | PA      | $25153.25     | 0.01%             | 2028-04-17      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                              | Trans-Allegheny Interstate Line Co.                                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474000 | PA      | $482481.86    | 0.10%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                    | Dornoch Debt Merger Sub, Inc.                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $54294.52     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2007-AR3, Class 1A3                    | CUSIP: 86363NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103597 | PA      | $974084.82    | 0.20%             | 2047-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2                                  | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $487557.85    | 0.10%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                 | Florida Gas Transmission Co. LLC                                                              | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114659.18    | 0.02%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | Opal LLC, Class Senior Secured First Lien Term Loan                                           | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $201063.00    | 0.04%             | 2032-03-31      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                        | Madison Safety & Flow LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34738 | PA      | $34846.05     | 0.01%             | 2031-09-26      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                                       | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $220930.11    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                            | Minerva Luxembourg SA                                                                         | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |    350000 | PA      | $350521.92    | 0.07%             | 2028-01-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2023-V3, Class XA                                            | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7092031 | PA      | $159018.23    | 0.03%             | 2056-07-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132E0GL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1453340 | PA      | $1172911.72   | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class AM                                     | CUSIP: 12532BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $290897.01    | 0.06%             | 2054-12-10      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                                              | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197658.48    | 0.04%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51214.90     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3133KPZC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1659061 | PA      | $1636050.65   | 0.33%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                | Cornerstone Building Brands, Inc.                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105822.55    | 0.02%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                          | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197323.14    | 0.04%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                  | Solventum Corp.                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515013.74    | 0.10%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC, Series 2023-1A, Class A2                                  | CUSIP: 59170DAA9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $307382.91    | 0.06%             | 2053-04-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    455000 | PA      | $470602.81    | 0.10%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2013-116, Class WU                                                               | CUSIP: 38378VG90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    818397 | PA      | $805068.19    | 0.16%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class A4                             | CUSIP: 94989TAZ7<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    186940 | PA      | $186388.02    | 0.04%             | 2058-09-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    209000 | PA      | $214616.90    | 0.04%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc.                                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265621.98    | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class A3                                              | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314000 | PA      | $320507.52    | 0.07%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO IV-R Ltd.                                            | Vibrant CLO IV-R Ltd., Series 2024-4RA, Class D1                                              | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $505685.15    | 0.10%             | 2037-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                                              | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $234449.14    | 0.05%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVI Ltd.                           | Benefit Street Partners CLO XXXVI Ltd., Series 2024-36A, Class D1                             | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502186.40    | 0.10%             | 2038-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                         | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    374000 | PA      | $363028.98    | 0.07%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                     | Banco Mercantil del Norte SA                                                                  | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202826.00    | 0.04%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC                                                                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52407.05     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                                       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124206.12    | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                        | Avant Loans Funding Trust, Series 2025-REV1, Class C                                          | CUSIP: 05352BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1305930.21   | 0.27%             | 2034-05-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2024-NQM4, Class A1                                                        | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1363665 | PA      | $1366644.43   | 0.28%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                      | Diamond Resorts Owner Trust, Series 2021-1A, Class A                                          | CUSIP: 25273CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78125 | PA      | $77706.07     | 0.02%             | 2033-11-21      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                      | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    218000 | PA      | $221741.09    | 0.05%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $245246.26    | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | 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        |    824595 | PA      | $785245.05    | 0.16%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PRPM                                                             | PRPM, Series 2025-3, Class A1                                                                 | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992565 | PA      | $1016124.81   | 0.21%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                           | Aveanna Healthcare LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191955 | PA      | $188296.80    | 0.04%             | 2028-07-17      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                        | Panther Escrow Issuer LLC                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207881.20    | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                      | Grant Thornton Advisors LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 38821UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85244.38     | 0.02%             | 2031-06-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $238757.16    | 0.05%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                                              | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $352660.40    | 0.07%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | DIRECTV Financing LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3235 | PA      | $3251.78      | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    466000 | PA      | $477677.14    | 0.10%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc.                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87779.67     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc., Class Senior Secured Second Lien Term Loan                            | CUSIP: 05988HAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76463 | PA      | $74599.88     | 0.02%             | 2031-07-30      | Variable      | 10.08%                | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99555.01     | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                             | LoanCore Issuer Ltd., Series 2021-CRE6, Class A                                               | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    277322 | PA      | $278282.55    | 0.06%             | 2038-11-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                               | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $264907.74    | 0.05%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68918.98     | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                               | Arches Buyer, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     64830 | PA      | $64112.94     | 0.01%             | 2027-12-06      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                | BSPRT Issuer Ltd., Series 2023-FL10, Class B                                                  | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $271440.18    | 0.06%             | 2035-09-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC                                           | StubHub Holdco Sub LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    118311 | PA      | $115156.05    | 0.02%             | 2030-03-15      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd.                                            | Steele Creek CLO Ltd., Series 2017-1A, Class A                                                | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    124341 | PA      | $124513.60    | 0.03%             | 2030-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                         | Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class B                             | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499937.00    | 0.10%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A                                     | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247798.03    | 0.05%             | 2034-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249469.54    | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                 | Kinder Morgan Energy Partners LP                                                              | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    350000 | PA      | $388390.72    | 0.08%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DTG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2129106 | PA      | $2193820.00   | 0.45%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                         | Sitio Royalties Operating Partnership LP                                                      | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $89054.04     | 0.02%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                 | Trucordia Insurance Holdings LLC, Class Senior Secured First Lien Term Loan                   | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $110343.75    | 0.02%             | 2032-06-14      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158150.07    | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $197000.00    | 0.04%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A4                                           | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208097.48    | 0.04%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      8879 | PA      | $8758.64      | 0.00%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2023-5YR1, Class XA                                                             | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11892668 | PA      | $84045.49     | 0.02%             | 2056-04-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Generate CLO 13 Ltd.                                             | Generate CLO 13 Ltd., Series 2023-13A, Class A1                                               | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502427.20    | 0.10%             | 2037-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 31426N6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3921775 | PA      | $3932520.77   | 0.80%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                             | Meritage Homes Corp.                                                                          | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127454.66    | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                  | Virginia Electric and Power Co.                                                               | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126987.62    | 0.03%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                     | Guardian Life Global Funding                                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218830.04    | 0.04%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                         | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171885.33    | 0.03%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                          | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147827.86    | 0.03%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                               | Saavi Energia Sarl                                                                            | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208950.00    | 0.04%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                         | Full House Resorts, Inc.                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184750.15    | 0.04%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                             | Eaton Vance CLO Ltd., Series 2013-1A, Class A23R                                              | CUSIP: 27830BBQ6<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501330.70    | 0.10%             | 2034-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                | CD Mortgage Trust, Series 2017-CD6, Class A3                                                  | CUSIP: 125039AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110670 | PA      | $108492.52    | 0.02%             | 2050-11-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class B                            | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $912947.40    | 0.19%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                            | Bank Negara Indonesia Persero Tbk. PT                                                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $197992.49    | 0.04%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru SA                                     | Banco de Credito del Peru SA                                                                  | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    141000 | PA      | $141000.00    | 0.03%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                    | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $104887.93    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bonds                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       275 | NC      | $1251405.71   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    109587 | PA      | $109155.93    | 0.02%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CAP SA                                                           | CAP SA                                                                                        | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $321760.56    | 0.07%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390130.18    | 0.08%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279330.11    | 0.06%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                                | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345879.91    | 0.07%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110161.70    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                              | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245200.01    | 0.05%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105309.54    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19455.00     | 0.00%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                                           | INEOS U.S. Finance LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    103431 | PA      | $99395.55     | 0.02%             | 2030-02-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                            | Bioceanico Sovereign Certificate Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    591944 | PA      | $471187.74    | 0.10%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                                              | FIVE Mortgage Trust, Series 2023-V1, Class D                                                  | CUSIP: 337964AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $237069.13    | 0.05%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                     | Scientific Games Holdings LP                                                                  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72335.89     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc., Class Senior Secured First Lien Term Loan                                | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30150.00     | 0.01%             | 2032-06-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ultrapar International SA                                        | Ultrapar International SA                                                                     | CUSIP: N/A<br>LEI: 222100CXHWBP3H3SK244       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199669.20    | 0.04%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                  | Zayo Issuer LLC, Series 2025-1A, Class B                                                      | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $760859.70    | 0.15%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    608000 | PA      | $611974.00    | 0.12%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                          | Banco Nacional de Comercio Exterior SNC                                                       | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203122.00    | 0.04%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140NXPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053000 | PA      | $2108695.65   | 0.43%             | 2035-03-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ONGC Videsh Vankorneft Pte. Ltd.                                 | ONGC Videsh Vankorneft Pte. Ltd.                                                              | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $198255.49    | 0.04%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211913.10    | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165843.04    | 0.03%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                                     | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    512000 | PA      | $519414.32    | 0.11%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73291.08     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $5162859.38   | 1.05%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                               | Subway Funding LLC, Series 2024-3A, Class A23                                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398000 | PA      | $395175.99    | 0.08%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                             | Campbell's Co. (The)                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172760.10    | 0.04%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                          | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $244950.00    | 0.05%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                              | Lightning Power LLC                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89513.56     | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140NYQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1366000 | PA      | $1393051.24   | 0.28%             | 2030-03-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V15, Class AS                                           | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $242964.28    | 0.05%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $219661.19    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $199567.36    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                          | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                                             | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462183 | PA      | $431381.38    | 0.09%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                             | SWF Holdings I Corp., Class Senior Secured First Lien Term Loan                               | CUSIP: 78489HAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18031 | PA      | $13906.58     | 0.00%             | 2028-10-06      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM16, Class A2                                                        | CUSIP: 67120GAD0<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |   2101037 | PA      | $2105738.75   | 0.43%             | 2064-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1093014 | PA      | $1132740.74   | 0.23%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                           | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $380394.38    | 0.08%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140NUHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1603000 | PA      | $1661571.47   | 0.34%             | 2029-01-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                             | TierPoint Issuer LLC, Series 2023-1A, Class A2                                                | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83333 | PA      | $83383.08     | 0.02%             | 2053-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195139.62    | 0.04%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XQTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1399145 | PA      | $1409624.83   | 0.29%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                                                | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    283000 | PA      | $288521.21    | 0.06%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                              | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    310000 | PA      | $262249.52    | 0.05%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                              | Tecta America Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80275.20     | 0.02%             | 2032-02-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63813.21     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30299.19     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II Sarl                                 | Tierra Mojada Luxembourg II Sarl                                                              | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    338111 | PA      | $319699.50    | 0.07%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368615.26    | 0.07%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                       | AREIT Ltd., Series 2024-CRE9, Class B                                                         | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $198668.00    | 0.04%             | 2041-05-17      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| GCC SAB de CV                                                    | GCC SAB de CV                                                                                 | CUSIP: N/A<br>LEI: 254900WY9XL8033CKX68       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $265382.13    | 0.05%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334586.24    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                   | PetSmart, Inc.                                                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $583633.26    | 0.12%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, Class Senior Secured First Lien Term Loan                                  | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     64512 | PA      | $64489.60     | 0.01%             | 2031-08-04      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2024-4, Class A1                                                             | CUSIP: 74390EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1308902 | PA      | $1313167.97   | 0.27%             | 2029-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                       | ADMI Corp., Class Senior Secured First Lien Term Loan                                         | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     63941 | PA      | $61143.18     | 0.01%             | 2027-12-23      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A3                              | CUSIP: 95003DBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $217804.83    | 0.04%             | 2054-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC, Series 2023-1A, Class A2                                  | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $488362.15    | 0.10%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                                 | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166263.42    | 0.03%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                               | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194283.66    | 0.04%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                 | Burlington Northern Santa Fe LLC                                                              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $387623.21    | 0.08%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    228000 | PA      | $208575.00    | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL7, Class A                         | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     63707 | PA      | $63740.44     | 0.01%             | 2036-10-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                      | Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    228000 | PA      | $234273.09    | 0.05%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    336000 | PA      | $313336.03    | 0.06%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133921.74    | 0.03%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116763 | PA      | $116376.30    | 0.02%             | 2031-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                               | Telefonica Celular del Paraguay SA                                                            | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |    300000 | PA      | $298876.50    | 0.06%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413857.54    | 0.08%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                                        | STWD Ltd., Series 2021-FL2, Class A                                                           | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     73629 | PA      | $73328.32     | 0.01%             | 2038-04-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12363 | PA      | $11791.35     | 0.00%             | 2029-11-15      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                     | Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR14, Class 2A1                     | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254557 | PA      | $235458.41    | 0.05%             | 2036-10-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90697.50     | 0.02%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                  | CommScope, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    137834 | PA      | $139714.70    | 0.03%             | 2029-12-18      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                         | VCAT LLC, Series 2025-NPL1, Class A1                                                          | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    847001 | PA      | $849277.78    | 0.17%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                             | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    317000 | PA      | $329013.60    | 0.07%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $378241.10    | 0.08%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96027.98     | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B15, Class A4                                           | CUSIP: 08160KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $285138.31    | 0.06%             | 2072-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A3                              | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264824 | PA      | $235304.08    | 0.05%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2024-1, Class A1                                           | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    833134 | PA      | $835358.20    | 0.17%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    402000 | PA      | $408337.24    | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    402000 | PA      | $325017.23    | 0.07%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                    | Lendbuzz Securitization Trust, Series 2022-1A, Class A                                        | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205952 | PA      | $205447.52    | 0.04%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                              | Regal Rexnord Corp.                                                                           | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171007.73    | 0.03%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP, Class Senior Secured First Lien Term Loan                                  | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230503.70    | 0.05%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Midocean Credit CLO IX                                           | Midocean Credit CLO IX, Series 2018-9A, Class D                                               | CUSIP: 59802MAJ6<br>LEI: 549300XXQYQPW7OQNX23 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501705.70    | 0.10%             | 2031-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A              | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292884 | PA      | $289773.63    | 0.06%             | 2037-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP, Class Senior Secured First Lien Term Loan                                | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     49625 | PA      | $49737.90     | 0.01%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                            | JSW Hydro Energy Ltd.                                                                         | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |    568000 | PA      | $523306.24    | 0.11%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                         | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113265.76    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    881047 | PA      | $903394.09    | 0.18%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2023-P5, Class A2                                      | CUSIP: 14687RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34861 | PA      | $34872.80     | 0.01%             | 2027-04-12      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DQZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286723 | PA      | $289120.43    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72159.50     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2024-NQM6, Class A1                                                         | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   1079326 | PA      | $1093870.05   | 0.22%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90169.43     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343328.35    | 0.07%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QTCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    963234 | PA      | $988408.25    | 0.20%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2018-5, Class A1                                            | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1349843 | PA      | $1301878.93   | 0.26%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC, Class Senior Secured First Lien Term Loan                  | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108629 | PA      | $108776.86    | 0.02%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd.                       | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class DR                         | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502019.85    | 0.10%             | 2035-10-16      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                                    | Aspen Insurance Holdings Ltd.                                                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    233000 | PA      | $236959.53    | 0.05%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AASET Ltd.                                                       | Aaset Ltd., Series 2024-2A, Class B                                                           | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663868 | PA      | $689404.03    | 0.14%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                     | Del Amo Fashion Center Trust, Series 2017-AMO, Class C                                        | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234927.75    | 0.05%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2024-X1, Class B                                    | CUSIP: 00834XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $651544.92    | 0.13%             | 2029-05-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      5082 | PA      | $5012.95      | 0.00%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172518.56    | 0.04%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C7, Class AS                                                 | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $230399.63    | 0.05%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                             | Avery Dennison Corp.                                                                          | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131818.72    | 0.03%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 3622ABXM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2538320 | PA      | $2239828.21   | 0.46%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | Cencosud SA                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198553.90    | 0.04%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                 | TRTX Issuer Ltd., Series 2021-FL4, Class A                                                    | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    113787 | PA      | $113782.03    | 0.02%             | 2038-03-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $38045.70     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    109175 | PA      | $109789.66    | 0.02%             | 2031-05-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    382000 | PA      | $386458.39    | 0.08%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2                               | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $249561.91    | 0.05%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal SA                                                                              | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    169000 | PA      | $177259.32    | 0.04%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                    | Freeport LNG Investments LLLP, Class Senior Secured First Lien Term Loan                      | CUSIP: 35670CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100497 | PA      | $100727.58    | 0.02%             | 2028-12-21      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                             | Husky Injection Molding Systems Ltd.                                                          | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    395000 | PA      | $413485.21    | 0.08%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                          | OneDigital Borrower LLC, Class Senior Secured First Lien Term Loan                            | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118800 | PA      | $118763.17    | 0.02%             | 2031-07-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust, Series 2017-C4, Class A3                                       | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273308 | PA      | $267940.17    | 0.05%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88515.46     | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                            | Switch ABS Issuer LLC, Series 2024-2A, Class B                                                | CUSIP: 871044AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504913.90    | 0.10%             | 2054-06-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                 | Empower CLO Ltd., Series 2023-2A, Class B                                                     | CUSIP: 29247BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503455.45    | 0.10%             | 2036-07-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                   | Hamilton Projects Acquiror LLC, Class Senior Secured First Lien Term Loan                     | CUSIP: 40444KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14325 | PA      | $14390.68     | 0.00%             | 2031-05-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc., Series G                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483478.19    | 0.10%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113764.24    | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                                    | Six Flags Entertainment Corp., Class Senior Secured First Lien Term Loan                      | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     39700 | PA      | $39784.36     | 0.01%             | 2031-05-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                   | Lima Metro Line 2 Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    237957 | PA      | $224012.60    | 0.05%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    261000 | PA      | $257775.28    | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1724310 | PA      | $1593522.40   | 0.32%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                      | Aaset Trust, Series 2021-2A, Class A                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404398 | PA      | $378241.01    | 0.08%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172045.85    | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLC, Class Senior Secured First Lien Term Loan                                  | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    118957 | PA      | $116090.51    | 0.02%             | 2028-06-02      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     86000 | PA      | $73598.43     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                           | LifePoint Health, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139005 | PA      | $137744.61    | 0.03%             | 2031-05-19      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| WaterBridge Midstream Operating LLC                              | WaterBridge Midstream Operating LLC, Class Senior Secured First Lien Term Loan                | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |     54812 | PA      | $54665.38     | 0.01%             | 2029-06-21      | Variable      | 9.31%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152228.01    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt. Ltd.                 | Adani International Container Terminal Pvt. Ltd.                                              | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |    320000 | PA      | $282007.26    | 0.06%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holdings BVI Ltd.                             | Gold Fields Orogen Holdings BVI Ltd.                                                          | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $416243.88    | 0.08%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                             | Husky Injection Molding Systems Ltd., Class Senior Secured First Lien Term Loan               | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    183987 | PA      | $184709.08    | 0.04%             | 2029-02-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class C                               | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $226379.45    | 0.05%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                                            | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $173551.79    | 0.04%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS                        | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285070 | PA      | $285384.87    | 0.06%             | 2036-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $149715.00    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I, Inc.                                     | GC Ferry Acquisition I, Inc., Class Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106771 | PA      | $105035.80    | 0.02%             | 2032-06-02      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                             | Sabra Health Care LP                                                                          | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199975.65    | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prumo Participacoes e Investimentos S/A                          | Prumo Participacoes e Investimentos S/A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    431831 | PA      | $437784.81    | 0.09%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                    | Peraton Corp., Class Senior Secured First Lien Term Loan                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     59603 | PA      | $52785.63     | 0.01%             | 2028-02-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                   | Lima Metro Line 2 Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    397660 | PA      | $403573.29    | 0.08%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                    | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    217000 | PA      | $225631.15    | 0.05%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A3                               | CUSIP: 36272EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $607230.60    | 0.12%             | 2065-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes Ltd.                                         | Greystone CRE Notes Ltd., Series 2021-FL3, Class B                                            | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $238185.84    | 0.05%             | 2039-07-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                            | Applied Systems, Inc., Class Senior Secured Second Lien Term Loan                             | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10278.75     | 0.00%             | 2032-02-23      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                               | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182908.88    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226150.88    | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                       | JPMorgan U.S. Government Money Market Fund - Class IM                                         | CUSIP: N/A<br>LEI: 549300NQ5E5B7ZV4T516       | Long             | STIV             | RF                | US        |   8567971 | NS      | $8567971.45   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| LC Ahab U.S. Bidco LLC                                           | LC Ahab U.S. Bidco LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94599 | PA      | $94658.41     | 0.02%             | 2031-05-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                              | Banco Davivienda SA                                                                           | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $201160.00    | 0.04%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    187818 | PA      | $187841.03    | 0.04%             | 2029-02-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     29846 | PA      | $28741.87     | 0.01%             | 2027-03-09      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | Directv Financing LLC                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $144617.38    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                             | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300318.90    | 0.06%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                             | Signia Aerospace LLC, Class Senior Secured First Lien Term Loan                               | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105888 | PA      | $106550.27    | 0.02%             | 2031-12-11      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                  | Aligned Data Centers Issuer LLC, Series 2023-1A, Class A2                                     | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $605879.58    | 0.12%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                   | Hyundai Auto Receivables Trust, Series 2024-C, Class B                                        | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $959748.33    | 0.20%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| InRetail Consumer                                                | InRetail Consumer                                                                             | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    700000 | PA      | $664475.95    | 0.14%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XLUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1070535 | PA      | $1062975.43   | 0.22%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $603154.30    | 0.12%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $634012.29    | 0.13%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                   | PetSmart LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103627 | PA      | $102784.69    | 0.02%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105372.80    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                  | Life Time, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 50218KAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49750 | PA      | $49942.78     | 0.01%             | 2031-10-22      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1201098 | PA      | $1215050.95   | 0.25%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699238 | PA      | $1547634.17   | 0.31%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                                          | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    386000 | PA      | $380224.11    | 0.08%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145742 | PA      | $145863.38    | 0.03%             | 2029-01-31      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross Mortgage Trust, Series 2024-H1, Class M1                                                | CUSIP: 22757AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014748.40   | 0.21%             | 2068-12-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QR6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611429 | PA      | $626357.62    | 0.13%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125517.78    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    169000 | PA      | $172595.68    | 0.04%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Crown Finance U.S., Inc.                                         | Crown Finance U.S., Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49925 | PA      | $49974.93     | 0.01%             | 2031-12-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225562.48    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50559.80     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                   | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $84699.10     | 0.02%             | 2032-03-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                         | American Homes 4 Rent LP                                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    383000 | PA      | $389610.54    | 0.08%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Trust                                             | Pagaya AI Debt Trust, Series 2024-1, Class A                                                  | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205838 | PA      | $207195.84    | 0.04%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XMAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622970 | PA      | $1362998.09   | 0.28%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    483000 | PA      | $480848.31    | 0.10%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                    | Adani Electricity Mumbai Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $179374.58    | 0.04%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co.                                                                                   | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31567.75     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                               | Banco do Brasil SA                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |    200000 | PA      | $202004.40    | 0.04%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP, Class Senior Secured First Lien Term Loan                              | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     49625 | PA      | $49214.11     | 0.01%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    287000 | PA      | $288220.78    | 0.06%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2014-4A, Class CR2                                                      | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498905.65    | 0.10%             | 2031-07-14      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    382000 | PA      | $382401.42    | 0.08%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    205000 | PA      | $205641.65    | 0.04%             | 2030-12-17      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                  | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                                   | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502272.90    | 0.10%             | 2038-07-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                             | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    455000 | PA      | $473467.09    | 0.10%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                  | Cemex SAB de CV                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202300.00    | 0.04%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XKDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2469855 | PA      | $2435344.58   | 0.50%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $19121484.30  | 3.89%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    118000 | PA      | $106328.47    | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $210137.07    | 0.04%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    232000 | PA      | $235858.24    | 0.05%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21511.98     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                      | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353902 | PA      | $354085.17    | 0.07%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                       | Banco Internacional del Peru SAA Interbank                                                    | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $153172.50    | 0.03%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fideicomiso PA Pacifico Tres                                     | Fideicomiso PA Pacifico Tres                                                                  | CUSIP: N/A<br>LEI: 549300HPHEJ3B6YD5H05       | Long             | DBT              | CORP              | CO        |    160900 | PA      | $162669.90    | 0.03%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                    | Centene Corp.                                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    506000 | PA      | $452448.01    | 0.09%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM3, Class A1                                   | CUSIP: 10568EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000883 | PA      | $995594.23    | 0.20%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class A3                                 | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309822 | PA      | $305115.11    | 0.06%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                            | Entergy Louisiana LLC                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    439000 | PA      | $439780.27    | 0.09%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming, Inc.                                       | Penn Entertainment, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    126783 | PA      | $127083.26    | 0.03%             | 2029-05-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp.                                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    329000 | PA      | $334927.40    | 0.07%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                     | Sun Communities Operating LP                                                                  | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    585000 | PA      | $518780.88    | 0.11%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                       | Olin Corp.                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73910.19     | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Notes                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -570 | NC      | $-833698.35   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    759328 | PA      | $669781.44    | 0.14%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru SA                                     | Banco de Credito del Peru SA                                                                  | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    550000 | PA      | $533781.77    | 0.11%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                       | Broadstreet Partners, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44556 | PA      | $44659.22     | 0.01%             | 2031-06-16      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                        | Avant Loans Funding Trust, Series 2024-REV1, Class B                                          | CUSIP: 05352UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $609739.56    | 0.12%             | 2033-10-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2022-B35, Class C                                            | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $204845.55    | 0.04%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp.                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    248000 | PA      | $242878.67    | 0.05%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc.                                                                                 | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    231000 | PA      | $217146.01    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2024-96, Class FC                                                         | CUSIP: 3136BTM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1843102 | PA      | $1840525.11   | 0.37%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                     | Kaseya, Inc., Class Senior Secured First Lien Term Loan                                       | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29925 | PA      | $30077.02     | 0.01%             | 2032-03-05      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                      | BANK5 Trust, Series 2024-5YR6, Class A3                                                       | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | PA      | $350846.07    | 0.07%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                | Compass Datacenters Issuer II LLC, Series 2024-2A, Class B2                                   | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252980.30    | 0.05%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3781993 | PA      | $3784772.30   | 0.77%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                           | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60278.88     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    291000 | PA      | $294272.07    | 0.06%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217531.86    | 0.04%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                     | Acrisure LLC                                                                                  | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $334965.84    | 0.07%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214224.57    | 0.04%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $198087.00    | 0.04%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                | Molex Electronic Technologies LLC                                                             | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    239000 | PA      | $242613.77    | 0.05%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adani Renewable Energy RJ Ltd.                                   | Adani Renewable Energy RJ Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |    167000 | PA      | $134711.64    | 0.03%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                           | Harvest Midstream I LP                                                                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137400.77    | 0.03%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ineos U.S. Petrochem LLC                                         | INEOS U.S. Petrochem LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49875 | PA      | $45697.97     | 0.01%             | 2031-10-07      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Intercorp Financial Services, Inc.                               | Intercorp Financial Services, Inc.                                                            | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | PA        |    400000 | PA      | $389035.19    | 0.08%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XMGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1689200 | PA      | $1425565.68   | 0.29%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class AS                       | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $261211.86    | 0.05%             | 2039-03-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                     | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $297224.55    | 0.06%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd.                                              | Cosan Overseas Ltd.                                                                           | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $403952.00    | 0.08%             | 2025-08-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                               | Eagle Parent Corp., Class Senior Secured First Lien Term Loan                                 | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144042 | PA      | $143081.77    | 0.03%             | 2029-04-02      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                  | Dealer Tire LLC                                                                               | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91844.61     | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134012.46    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100118.08    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                    | Griffon Corp.                                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315162.04    | 0.06%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2018-BN11, Class C                                                               | CUSIP: 06540TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $264911.10    | 0.05%             | 2061-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QNS60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2094937 | PA      | $1842209.27   | 0.37%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN33, Class A5                                                              | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260445 | PA      | $231294.93    | 0.05%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    254000 | PA      | $254033.78    | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc.                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169157.01    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                   | Weatherford International Ltd.                                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $56726.30     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2021-B33, Class A2                                                         | CUSIP: 12658WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $239676.86    | 0.05%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                       | Arizona Public Service Co.                                                                    | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252862.01    | 0.05%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                         | NJ Trust, Series 2023-GSP, Class A                                                            | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $263200.35    | 0.05%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                         | SURA Asset Management SA                                                                      | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $210720.00    | 0.04%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BPRL International Singapore Pte. Ltd.                           | BPRL International Singapore Pte. Ltd.                                                        | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199195.70    | 0.04%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wipro IT Services LLC                                            | Wipro IT Services LLC                                                                         | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    200000 | PA      | $194142.74    | 0.04%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C12, Class AS                                               | CUSIP: 05552XBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $155804.72    | 0.03%             | 2054-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $107278.23    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                       | Edelman Financial Engines Center LLC (The), Class Senior Secured Second Lien Term Loan        | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     35000 | PA      | $35188.13     | 0.01%             | 2028-10-20      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| EG Finco Ltd.                                                    | EG Finco Ltd., Class Senior Secured First Lien Term Loan                                      | CUSIP: N2820EAM0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     30335 | PA      | $30511.37     | 0.01%             | 2028-02-07      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                               | Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2                                  | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $726210.53    | 0.15%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| USQ Rail III LLC                                                 | USQ Rail III LLC, Series 2024-1A, Class A                                                     | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492341 | PA      | $496329.04    | 0.10%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class A2                                     | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182689 | PA      | $179897.71    | 0.04%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                              | Aethon United BR LP                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $167948.64    | 0.03%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $380013.31    | 0.08%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                        | Chile Electricity PEC SpA                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CL        |    194834 | PA      | $172242.67    | 0.04%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                            | Gray Media, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     29675 | PA      | $28808.23     | 0.01%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                                  | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61704.96     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                       | Dell, Inc.                                                                                    | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    256000 | PA      | $273968.13    | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     20000 | PA      | $19075.90     | 0.00%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $54884.38     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2104043 | PA      | $1843158.51   | 0.37%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2018-B2, Class XA                                            | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6855126 | PA      | $61251.24     | 0.01%             | 2051-02-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                             | DBJPM Mortgage Trust, Series 2020-C9, Class ASB                                               | CUSIP: 233063AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234982.38    | 0.05%             | 2053-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V8, Class A2                                            | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $284805.63    | 0.06%             | 2057-07-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Morocco Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    500000 | PA      | $473452.14    | 0.10%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                                | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $78075.00     | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                       | Team Health Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 87817JAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49569 | PA      | $49398.91     | 0.01%             | 2027-03-02      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM10, Class A1                                                        | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   1151096 | PA      | $1161276.12   | 0.24%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                         | Great Outdoors Group LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68107 | PA      | $68117.46     | 0.01%             | 2032-01-23      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AASET LLC                                                        | Aaset LLC, Series 2022-1A, Class A                                                            | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440616 | PA      | $448058.91    | 0.09%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36377.27     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                  | GNL Quintero SA                                                                               | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |    317760 | PA      | $315277.18    | 0.06%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                           | Banco GNB Sudameris SA                                                                        | CUSIP: N/A<br>LEI: 549300SO7QUETMQD9D84       | Long             | DBT              | CORP              | CO        |    150000 | PA      | $148096.50    | 0.03%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241515.74    | 0.05%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132E0KD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1357058 | PA      | $1366328.10   | 0.28%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                              | Athene Holding Ltd.                                                                           | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    313000 | PA      | $308899.86    | 0.06%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    384000 | PA      | $393849.74    | 0.08%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183975 | PA      | $183792.20    | 0.04%             | 2031-09-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                             | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117693.53    | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                        | Michaels Cos., Inc. (The)                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52292.62     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91786.41     | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                               | Oversea-Chinese Banking Corp. Ltd.                                                            | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $397988.14    | 0.08%             | 2030-09-10      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                           | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $92984.21     | 0.02%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                          | Mavis Tire Express Services Topco Corp., Class Senior Secured First Lien Term Loan            | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24938 | PA      | $24956.58     | 0.01%             | 2028-05-04      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                                          | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1062876 | PA      | $935305.56    | 0.19%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129945.76    | 0.03%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                     | Bain Capital Credit CLO Ltd., Series 2023-4A, Class C                                         | CUSIP: 05685EAG5<br>LEI: 254900ZFJ59QPVWB0563 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $503517.55    | 0.10%             | 2036-10-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class A                                 | CUSIP: 36270GAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248534.83    | 0.05%             | 2038-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                   | Uniti Group LP                                                                                | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101100.80    | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                        | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    359000 | PA      | $366098.35    | 0.07%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                    | Adani Electricity Mumbai Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $171719.74    | 0.03%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC REMICS, Series 5015, Class CG                                                           | CUSIP: 3137FVTF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2020154 | PA      | $1603164.09   | 0.33%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V8, Class A3                                            | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $361026.14    | 0.07%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                      | HOMES Trust, Series 2023-NQM1, Class A1                                                       | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728412 | PA      | $728861.26    | 0.15%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207608.65    | 0.04%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135847.70    | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2024-5, Class A2                                             | CUSIP: 19685AAB5<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |    874856 | PA      | $872977.96    | 0.18%             | 2069-08-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                             | Textainer Marine Containers VII Ltd., Series 2024-1A, Class A                                 | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    322000 | PA      | $322950.61    | 0.07%             | 2049-08-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC         | Fortress Transportation and Infrastructure Investors LLC                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59293.78     | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-4, Class A1                                           | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   3958942 | PA      | $3977993.25   | 0.81%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                                     | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $310707.28    | 0.06%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                    | Rollins, Inc.                                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93389.24     | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437238 | PA      | $1455560.27   | 0.30%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust, Series 2021-A, Class B                                      | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477929 | PA      | $463974.90    | 0.09%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd., Class Senior Secured First Lien Term Loan                             | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64045 | PA      | $64308.93     | 0.01%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                  | Gulfport Energy Operating Corp.                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159045.91    | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $211021.06    | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                      | Carvana Co.                                                                                   | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    185858 | PA      | $190824.74    | 0.04%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                   | VT Topco, Inc.                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174092.49    | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2022-GC48, Class A5                               | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99236.98     | 0.02%             | 2054-05-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $121421.76    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    252000 | PA      | $215863.80    | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                   | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193108.60    | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2017-GS7, Class XA                                       | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9275308 | PA      | $148941.97    | 0.03%             | 2050-08-10      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79717.01     | 0.02%             | 2032-01-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                  | Goat Holdco LLC                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96660.13     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2018-62, Class B                                                          | CUSIP: 3136B2W32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1426512 | PA      | $1304308.13   | 0.27%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XNAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897410 | PA      | $930124.59    | 0.19%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                               | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504362.50    | 0.10%             | 2041-12-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                      | Cherry Securitization Trust, Series 2025-1A, Class A                                          | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $556025.64    | 0.11%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435539.30    | 0.09%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                                          | ClubCorp Holdings, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81155 | PA      | $81358.07     | 0.02%             | 2026-09-18      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                                | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $102868.90    | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124683.50    | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                     | Hexcel Corp.                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229028.65    | 0.05%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |     49871 | PA      | $50005.95     | 0.01%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140LMBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1940000 | PA      | $2089782.10   | 0.43%             | 2033-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                              | Wind River CLO Ltd., Series 2021-1A, Class D1R                                                | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996241.10    | 0.20%             | 2037-07-20      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Cube Industrial Buyer, Inc.                                      | Cube Industrial Buyer, Inc., Class Senior Secured First Lien Term Loan                        | CUSIP: 22971EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $231508.80    | 0.05%             | 2031-10-18      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| First Industrial LP                                              | First Industrial LP                                                                           | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $330975.49    | 0.07%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67424.96     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2020-3, Class A1                                            | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173567 | PA      | $168059.40    | 0.03%             | 2063-02-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170354.42    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $174749.69    | 0.04%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westjet Loyalty LP                                               | WestJet Loyalty LP, Class Senior Secured First Lien Term Loan                                 | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     59200 | PA      | $59281.40     | 0.01%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $93928.32     | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                   | Rivers Enterprise Borrower LLC                                                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $295617.32    | 0.06%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                            | AssuredPartners, Inc.                                                                         | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219554.15    | 0.04%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                        | United Overseas Bank Ltd.                                                                     | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $580925.65    | 0.12%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                                 | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    340000 | PA      | $209866.93    | 0.04%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                         | Itau Unibanco Holding SA                                                                      | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $197893.72    | 0.04%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3117122 | PA      | $2630054.71   | 0.53%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                   | Videotron Ltd.                                                                                | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    438000 | PA      | $440946.86    | 0.09%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1                               | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705920 | PA      | $687102.26    | 0.14%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99348.15     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                         | Tricon Residential Trust, Series 2024-SFR3, Class C                                           | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1995627.00   | 0.41%             | 2041-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                            | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    512000 | PA      | $515445.67    | 0.10%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru SA                                     | Banco de Credito del Peru SA                                                                  | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    250000 | PA      | $250000.00    | 0.05%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    125363 | PA      | $126101.71    | 0.03%             | 2028-05-12      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC REMICS, Series 5524, Class FB                                                           | CUSIP: 3137HKVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2352681 | PA      | $2332505.63   | 0.47%             | 2055-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A3                                 | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289813 | PA      | $286206.57    | 0.06%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                            | Hexion Holdings Corp., Class Senior Secured First Lien Term Loan                              | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103588 | PA      | $103490.52    | 0.02%             | 2029-03-15      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                      | TELUS Corp.                                                                                   | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70643.37     | 0.01%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                                          | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144770.52    | 0.03%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2025-BNK50, Class XA                                                             | CUSIP: 064908AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11780000 | PA      | $344235.16    | 0.07%             | 2068-05-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V11, Class A3                                           | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $359869.15    | 0.07%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-INV3, Class A1                                        | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1949600 | PA      | $1979078.39   | 0.40%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    951733 | PA      | $977306.07    | 0.20%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc.                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269932.00    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                            | AAR Escrow Issuer LLC                                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72589.16     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235314.23    | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                     | McAfee Corp., Class Senior Secured First Lien Term Loan                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59549 | PA      | $57955.01     | 0.01%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C3, Class AS                                                 | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $233805.20    | 0.05%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                       | Gainwell Acquisition Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205467 | PA      | $198429.83    | 0.04%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145000 | PA      | $144003.13    | 0.03%             | 2032-06-28      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc.                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51544.04     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    243000 | PA      | $244303.31    | 0.05%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    242000 | PA      | $246355.97    | 0.05%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138264.84    | 0.03%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    420000 | PA      | $431890.54    | 0.09%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1180499 | PA      | $939987.81    | 0.19%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235311.85    | 0.05%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2025-3, Class A1                                           | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   2426127 | PA      | $2440365.51   | 0.50%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    530000 | PA      | $541327.44    | 0.11%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                            | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    422000 | PA      | $431388.63    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                             | Illuminate Buyer LLC                                                                          | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145809.83    | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, Class Senior Secured First Lien Term Loan                                    | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105415.28    | 0.02%             | 2032-05-06      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                    | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                       | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248134.68    | 0.05%             | 2042-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                          | Raizen Fuels Finance SA                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $187400.00    | 0.04%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                     | Santander Holdings USA, Inc.                                                                  | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    236000 | PA      | $240007.97    | 0.05%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2020-2, Class A1A                                           | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925075 | PA      | $1750478.24   | 0.36%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-INV1, Class A3                                        | CUSIP: 92539FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637814 | PA      | $639420.32    | 0.13%             | 2068-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                   | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     83792 | PA      | $83503.86     | 0.02%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363004.76    | 0.07%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464400.24    | 0.09%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd., Class Senior Secured First Lien Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     25000 | PA      | $24166.00     | 0.00%             | 2030-10-08      | Variable      | 10.56%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     25000 | PA      | $24701.63     | 0.01%             | 2028-01-18      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                              | Victra Holdings LLC                                                                           | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $230753.60    | 0.05%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Banco Industrial SA                                              | Banco Industrial SA                                                                           | CUSIP: N/A<br>LEI: 529900GF99QF67JEQU85       | Long             | DBT              | CORP              | GT        |    500000 | PA      | $497875.00    | 0.10%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QUZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3723514 | PA      | $3827379.84   | 0.78%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75255.25     | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                      | VEGAS Trust, Series 2024-TI, Class A                                                          | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $172386.09    | 0.04%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215647.71    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                       | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class XA                         | CUSIP: 48128KAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7862376 | PA      | $96679.71     | 0.02%             | 2050-07-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                    | American National Group, Inc.                                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210028.42    | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                             | Pertamina Persero PT                                                                          | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $490503.57    | 0.10%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2025-31, Class FA                                                         | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2438162 | PA      | $2443438.77   | 0.50%             | 2054-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                  | DataBank Issuer, Series 2023-1A, Class A2                                                     | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499449.00    | 0.10%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC, Class Senior Secured First Lien Term Loan               | CUSIP: 03765VAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124688 | PA      | $123843.37    | 0.03%             | 2032-03-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class A3           | CUSIP: 06427DAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189613 | PA      | $186542.53    | 0.04%             | 2050-02-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GBT U.S. III LLC                                                 | GBT U.S. III LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39900 | PA      | $40016.31     | 0.01%             | 2031-07-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     73000 | PA      | $74735.72     | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                      | Aaset Trust, Series 2025-1A, Class A                                                          | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731630 | PA      | $750158.22    | 0.15%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    234000 | PA      | $240020.77    | 0.05%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                      | Aaset Trust, Series 2024-1A, Class B                                                          | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478581 | PA      | $485420.02    | 0.10%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                     | Aspire Bakeries Holdings LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59698 | PA      | $60006.24     | 0.01%             | 2030-12-22      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                             | Select Medical Corp., Class Senior Secured First Lien Term Loan                               | CUSIP: 816194AY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49750 | PA      | $49967.91     | 0.01%             | 2031-12-03      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                          | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    191000 | PA      | $139752.54    | 0.03%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161097.25    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    386000 | PA      | $388101.37    | 0.08%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 31427MV81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4318331 | PA      | $3629382.88   | 0.74%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55543.06     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN32, Class A4                                                              | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $198124.81    | 0.04%             | 2054-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                               | MIWD Holdco II LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |     94761 | PA      | $95083.84     | 0.02%             | 2031-03-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                       | Trident TPI Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109724 | PA      | $107955.55    | 0.02%             | 2028-09-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                         | Cougar JV Subsidiary LLC                                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69349.61     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36050000 | PA      | $30753044.08  | 6.26%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                        | Americold Realty Operating Partnership LP                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    237000 | PA      | $238271.66    | 0.05%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                              | Canacol Energy Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | DBT              | CORP              | CA        |    200000 | PA      | $69212.82     | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DQLN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1566734 | PA      | $1596363.79   | 0.32%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    224000 | PA      | $231873.82    | 0.05%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                | Galaxy Pipeline Assets Bidco Ltd.                                                             | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    264972 | PA      | $217586.68    | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389174.99    | 0.08%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $596050.92    | 0.12%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C9, Class A5                                                | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $220659.95    | 0.04%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corp.                                              | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     29475 | PA      | $29536.46     | 0.01%             | 2028-09-29      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    198850 | PA      | $202011.79    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                      | Midwest Gaming Borrower LLC                                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $130125.34    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     54000 | PA      | $58421.52     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B14, Class ASB                                          | CUSIP: 08162YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135001 | PA      | $131481.68    | 0.03%             | 2062-12-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                  | Brand Industrial Services, Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     54488 | PA      | $45827.77     | 0.01%             | 2030-08-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92192.85     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22785.67     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                                | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    635000 | PA      | $503573.48    | 0.10%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                      | Evergy Kansas Central, Inc.                                                                   | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    269000 | PA      | $265802.51    | 0.05%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lunar Structured Aircraft Portfolio Notes                        | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A                             | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694202 | PA      | $646647.31    | 0.13%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659261 | PA      | $1632969.81   | 0.33%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                      | Creative Artists Agency LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9975 | PA      | $10016.00     | 0.00%             | 2031-10-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     21914 | PA      | $21680.83     | 0.00%             | 2029-04-16      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                          | Mavis Tire Express Services Topco Corp.                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39322.79     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107346.72    | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $23362.50     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164703.47    | 0.03%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225326.32    | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                  | Atlassian Corp.                                                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143795.32    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174406.61    | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140QTUF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866796 | PA      | $869965.11    | 0.18%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $470788.15    | 0.10%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP        | Phillips Edison Grocery Center Operating Partnership I LP                                     | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    296000 | PA      | $298955.23    | 0.06%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                              | Flowers Foods, Inc.                                                                           | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    234000 | PA      | $239976.84    | 0.05%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                 | UFC Holdings LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59700 | PA      | $59990.74     | 0.01%             | 2031-11-21      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DSZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2653555 | PA      | $2684426.58   | 0.55%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    487000 | PA      | $472618.43    | 0.10%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    397700 | PA      | $404023.56    | 0.08%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69049.93     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    124235 | PA      | $124235.00    | 0.03%             | 2029-01-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142362 | PA      | $142367.24    | 0.03%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                            | Miter Brands Acquisition Holdco, Inc.                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138548.25    | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39500 | PA      | $39614.75     | 0.01%             | 2031-03-14      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     75000 | PA      | $77137.88     | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Guatemala Government Bond                                                                     | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $297717.00    | 0.06%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                        | Rio Tinto Finance USA plc                                                                     | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    234000 | PA      | $234524.96    | 0.05%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24500 | PA      | $24522.42     | 0.00%             | 2029-03-19      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2013-1A, Class BR                                                       | CUSIP: 92917CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002761.00   | 0.20%             | 2030-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188658 | PA      | $176866.76    | 0.04%             | 2031-06-06      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                       | VOLT C LLC, Series 2021-NPL9, Class A1                                                        | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169780 | PA      | $169665.40    | 0.03%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The), Series 2025                                                               | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75297.53     | 0.02%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                             | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                               | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000298.00   | 0.20%             | 2038-04-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                   | Ardonagh Group Finco Pty. Ltd., Class Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |     15000 | PA      | $14925.00     | 0.00%             | 2031-02-18      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    204000 | PA      | $186437.52    | 0.04%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pret LLC                                                         | Pret LLC, Series 2024-NPL6, Class A1                                                          | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-O            | CORP              | US        |   1561774 | PA      | $1560428.18   | 0.32%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                          | Mosaic Solar Loan Trust, Series 2024-1A, Class A                                              | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545157 | PA      | $533729.03    | 0.11%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98246.06     | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                    | Cia de Minas Buenaventura SAA                                                                 | CUSIP: N/A<br>LEI: 529900WQB1ZU9KB6EL71       | Long             | DBT              | CORP              | PE        |    200000 | PA      | $200036.00    | 0.04%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                       | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416740.97    | 0.08%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62033.04     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177191.84    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $437949.23    | 0.09%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-58, Class HP                                                                | CUSIP: 38382RCM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1025774 | PA      | $908587.43    | 0.18%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Trust, Series 2021-TY, Class A                                                            | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $250780.85    | 0.05%             | 2038-09-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                                   | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296368 | PA      | $1305756.33   | 0.27%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                                         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68145.44     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                   | RealPage, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30085.35     | 0.01%             | 2028-04-24      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR2, Class A                                         | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2680996 | PA      | $2562093.19   | 0.52%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Queen MergerCo, Inc.                                             | Queen MergerCo, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22667 | PA      | $22849.70     | 0.00%             | 2032-04-30      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                     | Acu Petroleo Luxembourg Sarl                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    461321 | PA      | $461095.16    | 0.09%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2021-B31, Class A5                                           | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $220046.50    | 0.04%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                          | Savor Acquisition, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63966 | PA      | $64430.23     | 0.01%             | 2032-02-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                           | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                              | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500421.85    | 0.10%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Acuris Finance U.S., Inc.                                        | Acuris Finance U.S., Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 00510DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53115 | PA      | $53231.17     | 0.01%             | 2028-02-16      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119630.34    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Academy Ltd.                                                     | Academy Ltd.                                                                                  | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165551.34    | 0.03%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60663.96     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bonds                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        27 | NC      | $158986.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NBM US Holdings, Inc.                                            | NBM US Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    200000 | PA      | $201547.60    | 0.04%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2021-8, Class A1                                           | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411856 | PA      | $376830.22    | 0.08%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XNG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2574181 | PA      | $2171827.01   | 0.44%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C                  | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $220600.63    | 0.04%             | 2049-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    345000 | PA      | $338561.23    | 0.07%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora de Energia S de rl                             | Mexico Generadora de Energia S de rl                                                          | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    438872 | PA      | $436457.85    | 0.09%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                           | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214605.36    | 0.04%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2022-C16, Class A5                                               | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98667.95     | 0.02%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP                                                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251004.50    | 0.05%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                                        | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231331.49    | 0.05%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR4, Class C                                         | CUSIP: 74334JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2330277.75   | 0.47%             | 2041-07-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76033.20     | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                         | Brookfield Finance, Inc.                                                                      | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $220193.63    | 0.04%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                      | Kaman Corp., Class Senior Secured First Lien Term Loan                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127931 | PA      | $127941.27    | 0.03%             | 2032-02-26      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260837.08    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                                         | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    457000 | PA      | $456213.66    | 0.09%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     72419 | PA      | $63118.21     | 0.01%             | 2031-12-31      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76738.75     | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Bonds                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        30 | NC      | $17281.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2022-23, Class BA                                                                | CUSIP: 38383MKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    939125 | PA      | $872821.36    | 0.18%             | 2049-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110115.26    | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                     | Camelot U.S. Acquisition LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     41845 | PA      | $41465.67     | 0.01%             | 2031-01-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                       | Pike Corp.                                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    115000 | PA      | $125215.34    | 0.03%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                        | KREF Ltd., Series 2021-FL2, Class AS                                                          | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    210000 | PA      | $209261.01    | 0.04%             | 2039-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                            | Theorem Funding Trust, Series 2023-1A, Class A                                                | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36334 | PA      | $36463.06     | 0.01%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23644.38     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127329.27    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                            | Corpay Technologies Operating Co. LLC, Class Senior Secured First Lien Term Loan              | CUSIP: 33903RAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19900 | PA      | $19924.88     | 0.00%             | 2028-04-28      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                     | Vestis Corp., Class Senior Secured First Lien Term Loan                                       | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89094 | PA      | $85752.73     | 0.02%             | 2031-02-24      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                                     | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136834.39    | 0.03%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19900 | PA      | $16667.03     | 0.00%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                  | AdaptHealth LLC                                                                               | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57065.50     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V9, Class A3                                            | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $310444.65    | 0.06%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XPK24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2546160 | PA      | $2412156.65   | 0.49%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    211000 | PA      | $219433.67    | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                  | NEP Group, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110313 | PA      | $101936.78    | 0.02%             | 2026-08-19      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127456.88    | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                         | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    292000 | PA      | $251281.35    | 0.05%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                              | Wind River CLO Ltd., Series 2021-3A, Class D1AR                                               | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502168.70    | 0.10%             | 2038-04-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C6, Class A3                                                 | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $316586.51    | 0.06%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                         | Agree LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    376000 | PA      | $385638.88    | 0.08%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                                         | Dividend Solar Loans LLC, Series 2018-1, Class B                                              | CUSIP: 255396AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394496 | PA      | $366138.32    | 0.07%             | 2038-07-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28850000 | PA      | $24827904.37  | 5.05%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2016-DC2, Class C                                           | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $201192.72    | 0.04%             | 2049-02-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                         | Apro LLC, Class Senior Secured First Lien Term Loan                                           | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114412 | PA      | $114268.79    | 0.02%             | 2031-07-09      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                   | Mong Duong Finance Holdings BV                                                                | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |    508200 | PA      | $496876.80    | 0.10%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                          | Cometa Energia SA de CV                                                                       | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |    421448 | PA      | $434652.53    | 0.09%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                                  | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $305011.98    | 0.06%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                                      | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121835.50    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Movida Europe SA                                                 | Movida Europe SA                                                                              | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $184781.96    | 0.04%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                                       | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $228224.90    | 0.05%             | 2052-11-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                                              | Minimax Viking GmbH, Class Senior Secured First Lien Term Loan                                | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     25000 | PA      | $25140.63     | 0.01%             | 2032-02-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50798.36     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128056.32    | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233604.28    | 0.05%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                     | Mitchell International, Inc., Class Senior Secured Second Lien Term Loan                      | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24693.75     | 0.01%             | 2032-06-07      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2023-SFR2, Class A                                                         | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2050437.27   | 0.42%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    541000 | PA      | $540408.14    | 0.11%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                              | Ascend Learning LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188809 | PA      | $188994.83    | 0.04%             | 2028-12-11      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                        | SERVPRO Master Issuer LLC, Series 2024-1A, Class A2                                           | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493750 | PA      | $509497.02    | 0.10%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                       | Zelis Payments Buyer, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109825 | PA      | $109390.09    | 0.02%             | 2031-11-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87537.93     | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595899.47    | 0.12%             | 2027-09-10      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DTU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2749303 | PA      | $2784343.57   | 0.57%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                 | Adani Transmission Step-One Ltd.                                                              | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    556000 | PA      | $473761.15    | 0.10%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329723.94    | 0.07%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                                          | CUSIP: 3140NYA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010000 | PA      | $2035493.11   | 0.41%             | 2030-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                      | APH Somerset Investor 2 LLC                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56306.25     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture XXVI CLO Ltd.                                            | Venture XXVI CLO Ltd., Series 2017-26A, Class BR                                              | CUSIP: 92331MAG3<br>LEI: 549300XGJ8CFTLD6FC04 | Long             | ABS-CBDO         | CORP              | KY        |     24534 | PA      | $24558.04     | 0.00%             | 2029-01-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159600 | PA      | $158791.63    | 0.03%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc., Class Senior Secured First Lien Term Loan              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     33029 | PA      | $33000.70     | 0.01%             | 2029-04-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                                        | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    590000 | PA      | $470572.03    | 0.10%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero                                 | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $310295.70    | 0.06%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3901868 | PA      | $3435166.23   | 0.70%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN38, Class A5                                                              | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $260013.27    | 0.05%             | 2064-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167888.64    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    359000 | PA      | $352856.22    | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                   | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $442312.72    | 0.09%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2023-BNK46, Class XA                                                             | CUSIP: 06541DCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5997055 | PA      | $215135.36    | 0.04%             | 2056-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    384000 | PA      | $375427.20    | 0.08%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                     | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | CUSIP: N/A<br>LEI: 5493000A332Y142SOW84       | Long             | STIV             | RF                | US        |   8567971 | NS      | $8567971.45   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    659000 | PA      | $446397.85    | 0.09%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS, 30 Year                                                                                 | CUSIP: 3132DUXE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2473263 | PA      | $2407748.11   | 0.49%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    262000 | PA      | $270730.37    | 0.06%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc., Class Senior Secured First Lien Term Loan                                  | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99950.00     | 0.02%             | 2032-04-16      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    237000 | PA      | $233496.07    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL15, Class A                        | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $281015.56    | 0.06%             | 2041-08-18      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                          | Commonwealth Edison Co.                                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    511000 | PA      | $529606.87    | 0.11%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Orazul Energy Peru SA                                            | Orazul Energy Peru SA                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PE        |    209000 | PA      | $207180.66    | 0.04%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS, 30 Year                                                                                 | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2807623 | PA      | $2902097.04   | 0.59%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2019-BN23, Class A3                                                              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $149044.35    | 0.03%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33372 | PA      | $33372.44     | 0.01%             | 2029-11-15      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                              | Verde Purchaser LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     44824 | PA      | $45037.35     | 0.01%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                                      | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273463.62    | 0.06%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                | Consolidated Communications, Inc.                                                             | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227517.35    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2018-BN14, Class A3                                                              | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196748.82    | 0.04%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $79790.03     | 0.02%             | 2032-02-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                     | Sabey Data Center Issuer LLC, Series 2024-1, Class A2                                         | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $658719.49    | 0.13%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103830.28    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101059.10    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                               | Subway Funding LLC, Series 2024-1A, Class A23                                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298500 | PA      | $307056.44    | 0.06%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2022-M2, Class A2                                                         | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1909000 | PA      | $1703445.37   | 0.35%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95141.08     | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AL Candelaria Spain SA                                           | AL Candelaria Spain SA                                                                        | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    250000 | PA      | $212337.50    | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                     | Acrisure LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144087 | PA      | $143917.64    | 0.03%             | 2030-11-06      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                         | CACI International, Inc.                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87821.83     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2022-BNK43, Class C                                                              | CUSIP: 06541QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307000 | PA      | $278047.90    | 0.06%             | 2055-08-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                   | Watco Cos. LLC                                                                                | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $151678.12    | 0.03%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401514.33    | 0.08%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA REMICS, Series 2019-5, Class FE                                                          | CUSIP: 3136B3K74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2392586 | PA      | $2355139.73   | 0.48%             | 2049-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class C                                      | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507450.75    | 0.10%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2024-5YR10, Class AS                                                            | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $334307.20    | 0.07%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                     | Camelot U.S. Acquisition LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: L2000AAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80150.00     | 0.02%             | 2031-01-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                | Alera Group, Inc., Class Senior Secured First Lien Term Loan                                  | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90371.25     | 0.02%             | 2032-05-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     74118 | PA      | $73435.86     | 0.01%             | 2028-08-21      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                         | AI Aqua Merger Sub, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228078 | PA      | $228011.91    | 0.05%             | 2028-07-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-4, Class A1                                                             | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2027070.00   | 0.41%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148940.22    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                  | Life Time, Inc.                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467624.50    | 0.10%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                          | BDS LLC, Series 2022-FL11, Class B                                                            | CUSIP: 054980AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $280686.00    | 0.06%             | 2039-03-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                               | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997137 | PA      | $997506.65    | 0.20%             | 2044-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ExteNet Issuer LLC                                               | ExteNet Issuer LLC, Series 2024-1A, Class B                                                   | CUSIP: 30227XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507775.05    | 0.10%             | 2054-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                            | Veritiv Operating Co.                                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92118.33     | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                  | Eastern Energy Gas Holdings LLC                                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    242000 | PA      | $231609.05    | 0.05%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                           | Cengage Learning, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29775 | PA      | $29881.37     | 0.01%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178584.15    | 0.04%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                                           | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117621.56    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                      | Business Jet Securities LLC, Series 2024-2A, Class B                                          | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442625 | PA      | $439373.52    | 0.09%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                                                  | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    503000 | PA      | $512279.77    | 0.10%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ineos U.S. Petrochem LLC                                         | INEOS U.S. Petrochem LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74062 | PA      | $69155.86     | 0.01%             | 2029-04-02      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                   | Dcli Bidco LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116587.36    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                                                 | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $243281.89    | 0.05%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2020-BN26, Class A2                                                              | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299416 | PA      | $279680.93    | 0.06%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                  | MV24 Capital BV                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    439392 | PA      | $426535.24    | 0.09%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246209.04    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC REMICS, Series 5527, Class FD                                                           | CUSIP: 3137HKV76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2349308 | PA      | $2345166.33   | 0.48%             | 2054-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class C            | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $256292.76    | 0.05%             | 2049-07-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                                             | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145399.94    | 0.03%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Continental SAECA                                          | Banco Continental SAECA                                                                       | CUSIP: N/A<br>LEI: 8945005Q0D60A6FCEM55       | Long             | DBT              | CORP              | PY        |    150000 | PA      | $148682.56    | 0.03%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                  | AEP Texas, Inc.                                                                               | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92939.00     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A2                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $358350.02    | 0.07%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                           | Colossus Acquireco LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    245000 | PA      | $243683.13    | 0.05%             | 2032-06-14      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II Sarl                                | Chile Electricity Lux MPC II Sarl                                                             | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    400000 | PA      | $403201.71    | 0.08%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B13, Class A3                                           | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $327133.45    | 0.07%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                       | United Natural Foods, Inc.                                                                    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360606.12    | 0.07%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                 | CSN Resources SA                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $164647.82    | 0.03%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                             | LoanCore Issuer Ltd., Series 2021-CRE5, Class A                                               | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     94478 | PA      | $94091.96     | 0.02%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM2, Class A1                                                         | CUSIP: 670843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709055 | PA      | $710332.10    | 0.14%             | 2062-01-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                               | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    481000 | PA      | $430020.09    | 0.09%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    246000 | PA      | $257469.84    | 0.05%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                      | Jack in the Box Funding LLC, Series 2022-1A, Class A2II                                       | CUSIP: 466365AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233750 | PA      | $208810.39    | 0.04%             | 2052-02-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | Beach Acquisition Bidco LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55000 | PA      | $55343.75     | 0.01%             | 2032-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM3, Class A3                                                         | CUSIP: 67117PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660309 | PA      | $663026.34    | 0.13%             | 2063-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                                                     | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103042.75    | 0.02%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                   | Park Intermediate Holdings LLC                                                                | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $416770.72    | 0.08%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     19637 | PA      | $19156.99     | 0.00%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                 | SoFi Consumer Loan Program Trust, Series 2025-2, Class B                                      | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1521348.00   | 0.31%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235800.52    | 0.05%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC REMICS, Series 5527, Class FC                                                           | CUSIP: 3137HKV68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2356939 | PA      | $2352783.60   | 0.48%             | 2054-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118785.23    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust             | WaMu Mortgage-Backed Pass-Through Certificates Trust, Series 2006-AR16, Class 2A1             | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338099 | PA      | $301027.04    | 0.06%             | 2036-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                       | Agilent Technologies, Inc.                                                                    | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    251000 | PA      | $247129.48    | 0.05%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71761.27     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class A3                              | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $359807.68    | 0.07%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                               | Voyager Parent LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    250000 | PA      | $247777.50    | 0.05%             | 2032-05-10      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                 | GFL Environmental Services, Inc., Class Senior Secured First Lien Term Loan                   | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    125000 | PA      | $125234.38    | 0.03%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Golden State Foods                                               | Golden State Foods LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34738 | PA      | $34948.54     | 0.01%             | 2031-12-04      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36011.71     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334420.50    | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

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

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