# EDGAR Filing Document

**Accession Number:** 0001426439
**File Stem:** 0000940400-25-014941
**Filing Date:** 2025-12
**Character Count:** 318277
**Document Hash:** 2ddbb29cbdb8f7f9703f8ed5aa57547d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-014941.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0000940400-25-014941

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** New York Life Investments Active ETF Trust
- **CENTRAL INDEX KEY:** 0001426439

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22739
- **FILM NUMBER:** 251606216

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** (212) 576-5018

**MAIL ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NYLI MacKay Core Plus Bond ETF
- **DATE OF NAME CHANGE:** 20241203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** New York Life Investments Active ETF Trust
- **DATE OF NAME CHANGE:** 20240822

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IndexIQ Active ETF Trust
- **DATE OF NAME CHANGE:** 20080207

## Series and Classes Contracts Data

### NYLI MacKay Core Plus Bond ETF (Series ID: S000071156)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000225893 | NYLI MacKay Core Plus Bond ETF | CPLB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** New York Life Investments Active ETF Trust

- **b. Investment Company Act file number:** 811-22739

- **c. CIK number of Registrant:** 0001426439

- **d. LEI of Registrant:** 549300VWZDQ61K9DOP39

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

  - **Street Address 1:** 51 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 888-474-7725

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

- **a. Name of Series:** NYLI MacKay Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000071156

- **c. LEI of Series:** 549300LXJK55YI2K3A41

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $294268437.23

**Total Liabilities:** $2725333.41

**Net Assets:** $291543103.82

**Delayed Delivery Securities:** $339620.50

**Cash Not Reported:** $1193386.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 203.83522000 | **1-Year:** 8823.31076000 | **5-Year:** 46439.97128000 | **10-Year:** 31652.05093000 | **30-Year:** 3118.16451000

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

- **3-Month:** 309.28708000 | **1-Year:** 8920.81044000 | **5-Year:** 11179.56090000 | **10-Year:** 786.36200000 | **30-Year:** 1.01221000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225893 | 1.42%                | 0.73%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $165965.48               | $2354315.91                                |
| Month 2  | $183222.58               | $267740.36                                 |
| Month 3  | $170084.37               | $-339898.91                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        89 | NC      | $-753.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                     | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    470000 | PA      | $493747.69    | 0.17%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                         | Lightning Power LLC                                                            | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423703.20    | 0.15%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                     | LCPR Senior Secured Financing DAC                                              | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $125098.00    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                    | SESI LLC                                                                       | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98140.07     | 0.03%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                           | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275650.64    | 0.09%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                    | Belrose Funding Trust II                                                       | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $692440.27    | 0.24%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                            | TriNet Group Inc                                                               | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187815.80    | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512688 | PA      | $348554.29    | 0.12%             | 2060-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                    | TK Elevator Midc 04/30/30                                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    103185 | PA      | $103749.77    | 0.04%             | 2030-04-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                    | TK Elevator Midc 04/30/30                                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     95816 | PA      | $96339.82     | 0.03%             | 2030-04-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                               | ZF North America Capital Inc                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192318.07    | 0.07%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4029065 | PA      | $47582.45     | 0.02%             | 2051-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                  | BFLD Commercial Mortgage Trust 2025-5MW                                        | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $593959.04    | 0.20%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203515.20    | 0.07%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                         | Prairie Acquiror LP                                                            | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76978.20     | 0.03%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R03                                   | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $290413.06    | 0.10%             | 2043-04-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| NA Rail Hold Co LLC                         | PATRIOT RAIL 02/26/32                                                          | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |     99750 | PA      | $100248.75    | 0.03%             | 2032-03-08      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AECOM                                       | AECOM                                                                          | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123151.20    | 0.04%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384KHH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1170441 | PA      | $196795.47    | 0.07%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                     | Talen Energy Sup 12/11/31                                                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    545875 | PA      | $546362.47    | 0.19%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                 | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    680000 | PA      | $586309.33    | 0.20%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $274248.05    | 0.09%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Bank                                        | BANK 2019-BNK20                                                                | CUSIP: 06540AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $102694.40    | 0.04%             | 2062-09-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                    | Ken Garff Automotive LLC                                                       | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97996.23     | 0.03%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                     | Australia & New Zealand Banking Group Ltd                                      | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    610000 | PA      | $631715.62    | 0.22%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544755 | PA      | $544512.51    | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                     | Garrett Motion Holdings Inc / Garrett LX I Sarl                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94717.35     | 0.03%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                               | Amphenol Corp                                                                  | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223819.69    | 0.08%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                                    | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    715000 | PA      | $735001.85    | 0.25%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275138.05    | 0.09%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HHAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5259604 | PA      | $222159.90    | 0.08%             | 2054-08-25      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                               | Cable One Inc                                                                  | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194800.00    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2022-5                                     | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $543082.02    | 0.19%             | 2030-04-15      | Fixed         | 10.45%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | Venture Global Plaquemines LNG LLC                                             | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52955.55     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $577152.40    | 0.20%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust               | UBS Commercial Mortgage Trust 2018-C9                                          | CUSIP: 90291JBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $380237.44    | 0.13%             | 2051-03-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98524.45     | 0.03%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                     | JetBlue 2019-1 Class AA Pass Through Trust                                     | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    721632 | PA      | $640290.50    | 0.22%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382PZ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    708861 | PA      | $100003.14    | 0.03%             | 2051-03-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                    | Perrigo Finance Unlimited Co                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $100844.10    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                  | BFLD Commercial Mortgage Trust 2025-5MW                                        | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499077.37    | 0.17%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HAYG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359660 | PA      | $302571.77    | 0.10%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKY1 Trust                                  | SKY Trust 2025-LINE                                                            | CUSIP: 830941AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489789 | PA      | $490207.27    | 0.17%             | 2042-04-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                               | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79646.40     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BTGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2045469 | PA      | $79515.76     | 0.03%             | 2054-11-25      | Floating      | 0.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-HQA1                                        | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $911333.00    | 0.31%             | 2050-01-25      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382LLE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836229 | PA      | $118701.47    | 0.04%             | 2050-11-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                    | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC           | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1400029.97   | 0.48%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BVKJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755955 | PA      | $58432.64     | 0.02%             | 2054-09-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                           | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96765.79     | 0.03%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Stacr Remic Trust 2025-Hqa1                                        | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001885.40   | 0.34%             | 2045-02-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3930000 | PA      | $3896840.63   | 1.34%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                    | Watco Cos LLC / Watco Finance Corp                                             | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310785.00    | 0.11%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383P8S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1115129 | PA      | $25073.79     | 0.01%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                    | Transocean Titan Financing Ltd                                                 | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     80952 | PA      | $83188.37     | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382P5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619901 | PA      | $86638.98     | 0.03%             | 2051-03-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B11 Mortgage Trust                                              | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $303609.25    | 0.10%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA3                                        | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $591372.28    | 0.20%             | 2042-04-25      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                     | Versant Media Group Inc                                                        | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $183478.89    | 0.06%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                  | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402235.34    | 0.14%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362842 | PA      | $279847.35    | 0.10%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102866.70    | 0.04%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                               | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207614.60    | 0.07%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                 | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1114104.06   | 0.38%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus              | CFCRE Commercial Mortgage Trust 2016-C3                                        | CUSIP: 12531WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $510920.03    | 0.18%             | 2048-01-10      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | Venture Global Plaquemines LNG LLC                                             | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89033.51     | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                   | CFK Trust 2020-MF2                                                             | CUSIP: 12529AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $572231.02    | 0.20%             | 2039-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                  | BMO 2022-C1 Mortgage Trust                                                     | CUSIP: 05609MCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $776215.27    | 0.27%             | 2055-02-17      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                        | Cantor Fitzgerald LP                                                           | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    490000 | PA      | $520529.31    | 0.18%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $758575.00    | 0.26%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                     | Aircastle Ltd / Aircastle Ireland DAC                                          | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    525000 | PA      | $528970.18    | 0.18%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                        | Diameter Capital CLO 5 Ltd                                                     | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700191.10    | 0.24%             | 2039-01-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Seasoned Credit Risk Transfer Trust Series 2025-1                              | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1118823 | PA      | $973340.50    | 0.33%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                           | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49503.86     | 0.02%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384BPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2185139 | PA      | $101774.18    | 0.03%             | 2053-06-20      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                     | LCPR Senior Secured Financing DAC                                              | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $120982.00    | 0.04%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                      | American Airlines 2021-1 Class B Pass Through Trust                            | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215350 | PA      | $205470.56    | 0.07%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                     | TransMontaigne Partners LLC                                                    | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94153.50     | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HAFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319759 | PA      | $221134.37    | 0.08%             | 2050-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019727.00   | 0.35%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                               | Boyne USA Inc                                                                  | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245153.65    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                         | BellRing Brands Inc                                                            | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206222.60    | 0.07%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                      | Arizona Public Service Co                                                      | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    665000 | PA      | $726239.21    | 0.25%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383FAC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1663620 | PA      | $3561.31      | 0.00%             | 2051-12-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281812 | PA      | $287767.44    | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                                  | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498394.30    | 0.17%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                           | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115937.31    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                       | James Hardie International Finance DAC                                         | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $198820.18    | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-BRBK                                         | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $494503.96    | 0.17%             | 2041-10-15      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                      | Calderys Financing LLC                                                         | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105652.50    | 0.04%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                   | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $570417.34    | 0.20%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                      | Real Hero Merger Sub 2 Inc                                                     | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $89698.50     | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6905000 | PA      | $7112150.00   | 2.44%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R01                                   | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $444902.54    | 0.15%             | 2041-12-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2014-150E                                       | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $945118.97    | 0.32%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                          | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $900871.28    | 0.31%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                         | Star Leasing Co LLC                                                            | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264550.75    | 0.09%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                     | Great Lakes Dredge & Dock Corp                                                 | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82274.76     | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                     | Asbury Automotive Group Inc                                                    | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244354.93    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                            | Puget Energy Inc                                                               | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    855000 | PA      | $820636.93    | 0.28%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R08                                   | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $927783.95    | 0.32%             | 2042-07-25      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                   | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    560000 | PA      | $506240.39    | 0.17%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                           | Chord Energy Corp                                                              | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50118.99     | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2025-DNA1                                        | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $455140.28    | 0.16%             | 2045-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                             | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632634.14    | 0.22%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945854 | PA      | $969364.24    | 0.33%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R05                                   | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1343359.78   | 0.46%             | 2044-07-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                    | Indianapolis Power & Light Co                                                  | CUSIP: 455434BX7<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282325.94    | 0.10%             | 2035-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC               | UWM Mortgage Trust 2021-INV5                                                   | CUSIP: 90355DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    852450 | PA      | $737368.96    | 0.25%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R03                                   | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $504834.46    | 0.17%             | 2041-12-25      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -76 | NC      | $25389.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                | CUSIP: 95000KAJ4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $535632.80    | 0.18%             | 2049-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                | Cars.com Inc                                                                   | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134461.55    | 0.05%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FUQM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630211 | PA      | $504802.43    | 0.17%             | 2050-06-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78691.35     | 0.03%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                  | Uniti Fiber Abs Issuer LLC                                                     | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $290713.76    | 0.10%             | 2056-01-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XMHT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376420 | PA      | $388348.21    | 0.13%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                  | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    745000 | PA      | $515872.84    | 0.18%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                      | CACI International Inc                                                         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77979.00     | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2022-3                                       | CUSIP: 38014QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $437528.58    | 0.15%             | 2029-10-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2686023.44   | 0.92%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                    | Jacobs Entertainment Inc                                                       | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155000.00    | 0.05%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                            | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    675000 | PA      | $639179.37    | 0.22%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                  | Flagship Credit Auto Trust 2021-3                                              | CUSIP: 33846QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $819164.90    | 0.28%             | 2028-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                          | First Horizon Bank                                                             | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    811000 | PA      | $838578.09    | 0.29%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94164.93     | 0.03%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities XXI CLO LLC                                      | CUSIP: 34964UAN6<br>LEI: 254900WDNXJI5BDB6170 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600932.40    | 0.21%             | 2037-01-21      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R07                                   | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $558917.98    | 0.19%             | 2043-09-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                    | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60846.71     | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104768.30    | 0.04%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                           | Bristow Group Inc                                                              | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129980.37    | 0.04%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                       | BCC Middle Market CLO 2025-1 LLC                                               | CUSIP: 05555YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $435706.44    | 0.15%             | 2037-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC          | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60264.37     | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R07                                   | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105618.71    | 0.04%             | 2042-06-25      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                            | Grupo Nutresa SA                                                               | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    380000 | PA      | $431395.00    | 0.15%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384AQK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    724469 | PA      | $571688.85    | 0.20%             | 2052-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                    | TK Elevator US Newco Inc                                                       | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399538.92    | 0.14%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140X83H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219977 | PA      | $203579.89    | 0.07%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                           | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98194.81     | 0.03%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite 50 Ltd                                                               | CUSIP: 55956MAA7<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650976.95    | 0.22%             | 2038-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382NP76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2011227 | PA      | $20138.82     | 0.01%             | 2051-02-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2014-CCRE20 Mortgage Trust                                                | CUSIP: 12592LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $321208.80    | 0.11%             | 2047-11-10      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                     | Asbury Automotive Group Inc                                                    | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96294.28     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                              | Gray Media Inc                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43105.16     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363763.11    | 0.12%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                       | Huntington Bancshares Inc/OH                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    755000 | PA      | $781962.20    | 0.27%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                         | Clarivate Science Holdings Corp                                                | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288916.62    | 0.10%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                     | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    965000 | PA      | $958869.44    | 0.33%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    834190 | PA      | $680119.74    | 0.23%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                  | Arcosa Inc                                                                     | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413524.32    | 0.14%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                        | Westpac Banking Corp                                                           | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    975000 | PA      | $873482.30    | 0.30%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2025-1                                  | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $433914.94    | 0.15%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                          | Boston Gas Co                                                                  | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261216.46    | 0.09%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                      | Edgewell Personal Care Co                                                      | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299579.64    | 0.10%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares Loan Funding IX Ltd                                                       | CUSIP: 03990HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600280.80    | 0.21%             | 2038-03-31      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                | CD 2017-CD4 Mortgage Trust                                                     | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $422845.24    | 0.15%             | 2050-05-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                | SM Energy Co                                                                   | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99791.13     | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                     | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $317436.30    | 0.11%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                       | Qnity Electronics Inc                                                          | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71234.31     | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                           | Iliad Holding SAS                                                              | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $230752.18    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 31427PH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713041 | PA      | $729538.97    | 0.25%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                         | REALTRUCK GROU 01/31/28                                                        | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    148866 | PA      | $130909.48    | 0.04%             | 2028-01-31      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384CBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1051417 | PA      | $699801.49    | 0.24%             | 2051-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                             | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104205.03    | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368546 | PA      | $300532.05    | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                     | New Fortress Ene 10/30/28                                                      | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    198749 | PA      | $87151.60     | 0.03%             | 2028-10-30      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                        | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $265170.37    | 0.09%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    295000 | PA      | $296999.46    | 0.10%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                             | Zayo Issuer LLC                                                                | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $853515.01    | 0.29%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                          | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51705.45     | 0.02%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur              | Bridgecrest Lending Auto Securitization Trust 2024-1                           | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517821.50   | 0.52%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust              | Home Partners of America 2021-2 Trust                                          | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95950 | PA      | $93430.34     | 0.03%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                         | Churchill Downs Inc                                                            | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374865.15    | 0.13%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                 | Vistra Corp                                                                    | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204908.40    | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382WBD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1069377 | PA      | $152985.22    | 0.05%             | 2051-07-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382ML56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    677884 | PA      | $104072.93    | 0.04%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                            | ARETEC GROU 08/09/30                                                           | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     99499 | PA      | $99816.55     | 0.03%             | 2030-08-09      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                    | Weekley Homes LLC / Weekley Finance Corp                                       | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146498.54    | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                   | Block Inc                                                                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76687.20     | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                              | Gray Media Inc                                                                 | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75369.47     | 0.03%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HAA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423109 | PA      | $348467.40    | 0.12%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                  | LAD Auto Receivables Trust 2024-3                                              | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $892851.28    | 0.31%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FUFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    678886 | PA      | $93074.54     | 0.03%             | 2050-07-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                    | Virgin Media Vendor Financing Notes IV DAC                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    235000 | PA      | $230275.21    | 0.08%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2018-GS10                                         | CUSIP: 36250SAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $658295.18    | 0.23%             | 2051-07-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                     | Kodiak Gas Services LLC                                                        | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66607.97     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                   | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    285000 | PA      | $282918.55    | 0.10%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $724124.27    | 0.25%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $360311.75    | 0.12%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                    | Wildfire Intermediate Holdings LLC                                             | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99795.79     | 0.03%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                               | Cable One Inc                                                                  | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84250.00     | 0.03%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE              | Multifamily Connecticut Avenue Securities Trust 2020-01                        | CUSIP: 62548QAF8<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $206805.00    | 0.07%             | 2050-03-25      | Floating      | 11.80%                | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                 | McAfee Corp                                                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73235.24     | 0.03%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382RLF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158275 | PA      | $23891.56     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FW2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1560719 | PA      | $290397.10    | 0.10%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                 | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $343349.23    | 0.12%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                        | IHO Verwaltungs GmbH                                                           | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     45000 | PA      | $46919.30     | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Mscr Trust Mn9                                                     | CUSIP: 355917AB1<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |    915000 | PA      | $927624.35    | 0.32%             | 2044-10-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                    | Installed Building Products Inc                                                | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199906.64    | 0.07%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                       | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $775128.67    | 0.27%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                               | VoltaGrid LLC                                                                  | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91534.67     | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                    | SGUS LLC                                                                       | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144460 | PA      | $124598.19    | 0.04%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382WH26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    985930 | PA      | $184031.74    | 0.06%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437558.00    | 0.15%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72424.21     | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Blackrock CLO                               | Blackrock Rainier CLO VI Ltd                                                   | CUSIP: 09261MAQ9<br>LEI: 549300HF4E86WXQDUX86 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400189.20    | 0.14%             | 2037-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                              | AutoNation Inc                                                                 | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $313995.02    | 0.11%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                    | Huntsman International LLC                                                     | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    865000 | PA      | $799683.26    | 0.27%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HKCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1670822 | PA      | $61720.18     | 0.02%             | 2055-03-25      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                        | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1220000 | PA      | $1193994.35   | 0.41%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2017-BNK7                                                                 | CUSIP: 06541XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $217243.24    | 0.07%             | 2060-09-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                              | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74960.96     | 0.03%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                            | Aretec Group Inc                                                               | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126026.63    | 0.04%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197992.70    | 0.07%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                    | Citizens Financial Group Inc                                                   | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    445000 | PA      | $421790.11    | 0.14%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                         | Synchrony Financial                                                            | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $864641.48    | 0.30%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48903.15     | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                        | Samarco Mineracao SA                                                           | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    286300 | PA      | $286296.48    | 0.10%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                       | Brooklyn Union Gas Co/The                                                      | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242852.51    | 0.08%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                           | Motion Bondco DAC                                                              | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    140000 | PA      | $135502.14    | 0.05%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2015-C3 Commercial Mortgage Trust                                        | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |       865 | PA      | $863.44       | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        82 | NC      | $267313.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $180136.15    | 0.06%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                        | IHO Verwaltungs GmbH                                                           | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $517988.00    | 0.18%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                         | DT Auto Owner Trust 2021-4                                                     | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113816 | PA      | $112825.33    | 0.04%             | 2027-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss              | New Economy Assets - Phase 1 Sponsor LLC                                       | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865000 | PA      | $554253.51    | 0.19%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383F6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1067968 | PA      | $15718.77     | 0.01%             | 2052-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $472694.15    | 0.16%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BBCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790000 | PA      | $599205.36    | 0.21%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2015-GC30                                         | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    247762 | PA      | $235621.79    | 0.08%             | 2050-05-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359138 | PA      | $292176.58    | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                    | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309924.62    | 0.11%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                        | Gates Corp/DE                                                                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207642.00    | 0.07%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                      | CHL Mortgage Pass-Through Trust 2005-9                                         | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34056 | PA      | $30508.12     | 0.01%             | 2035-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                       | QXO Building Products Inc                                                      | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82820.24     | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                           | Ares Capital Corp                                                              | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75581.58     | 0.03%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                | SM Energy Co                                                                   | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58695.91     | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                    | Indianapolis Power & Light Co                                                  | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386594.61    | 0.13%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647000 | PA      | $644811.01    | 0.22%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CART                                        | CONE Trust 2024-DFW1                                                           | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $269581.93    | 0.09%             | 2041-08-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                    | Solstice Advanced Materials Inc                                                | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100080.00    | 0.03%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                          | CUSIP: 3132FCJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522531 | PA      | $492199.31    | 0.17%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                       | Sixth Street CLO XIV Ltd                                                       | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $698590.90    | 0.24%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                    | CLOUD SOFTWARE G 08/13/32                                                      | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       312 | PA      | $312.35       | 0.00%             | 2032-08-13      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                              | William Carter Co/The                                                          | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49758.93     | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Co LLC                   | AMR ROCK SALT 06/12/28                                                         | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    197933 | PA      | $147954.78    | 0.05%             | 2028-06-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                   | Block Inc                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86284.27     | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                    | CLOUD SOFTWARE G 08/13/32                                                      | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    124688 | PA      | $124629.02    | 0.04%             | 2032-08-13      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                    | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103114.20    | 0.04%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382DM30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    813000 | PA      | $107716.03    | 0.04%             | 2050-03-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                   | CS WHSL GROCER 08/06/30                                                        | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    100000 | PA      | $97250.00     | 0.03%             | 2030-09-23      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                           | CLARIOS GL 01/14/32                                                            | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    100000 | PA      | $99666.70     | 0.03%             | 2032-01-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384KVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5624794 | PA      | $242999.53    | 0.08%             | 2054-03-20      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                    | Permian Resources Operating LLC                                                | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450393.30    | 0.15%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2022-J1 Trust                                                              | CUSIP: 67116WAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738966 | PA      | $613716.97    | 0.21%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NES FIRCROFT BONDCO AS                      | NES Fircroft Bondco AS                                                         | CUSIP: 000000000<br>LEI: 636700CUSS22I12S3R10 | Long             | DBT              | CORP              | NO        |    125000 | PA      | $126247.54    | 0.04%             | 2029-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                            | Knife River Corp                                                               | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $419027.20    | 0.14%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R02                                   | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $522684.96    | 0.18%             | 2042-01-25      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                            | Black Hills Corp                                                               | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    950000 | PA      | $948060.81    | 0.33%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BHWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210845 | PA      | $169301.31    | 0.06%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                     | UKG Inc                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463211.10    | 0.16%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss              | New Economy Assets - Phase 1 Sponsor LLC                                       | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $354377.31    | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                    | LCM Investments Holdings II LLC                                                | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282310.91    | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                       | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    390000 | PA      | $417422.08    | 0.14%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2019-INV2 Trust                                                            | CUSIP: 67112VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247382 | PA      | $232085.20    | 0.08%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                     | Algonquin Power & Utilities Corp                                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $954521.06    | 0.33%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                        | Seadrill Finance Ltd                                                           | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $102299.62    | 0.04%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                 | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100354.90    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381KAF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635000 | PA      | $468485.92    | 0.16%             | 2064-08-16      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                  | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    150000 | PA      | $154092.40    | 0.05%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                              | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $262162.50    | 0.09%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                         | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61598.16     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                    | Transocean International Ltd                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    187500 | PA      | $196749.19    | 0.07%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                     | United Rentals North America Inc                                               | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94938.00     | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324759.54    | 0.11%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                    | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245943.10    | 0.08%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur              | Bridgecrest Lending Auto Securitization Trust 2025-3                           | CUSIP: 107920AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $758502.96    | 0.26%             | 2032-05-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $830306.64    | 0.28%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381HVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1285971 | PA      | $89778.10     | 0.03%             | 2065-10-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trus              | Durst Commercial Mortgage Trust 2025-151                                       | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $673800.20    | 0.23%             | 2042-08-10      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98964.35     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                    | TGNR Intermediate Holdings LLC                                                 | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242360.29    | 0.08%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    585000 | PA      | $400304.77    | 0.14%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                           | Herc Holdings Inc                                                              | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    415000 | PA      | $434371.79    | 0.15%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    910000 | PA      | $890893.89    | 0.31%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3478653 | PA      | $177218.95    | 0.06%             | 2066-03-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382UF55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    521346 | PA      | $405870.59    | 0.14%             | 2051-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                              | Ryan Specialty LLC                                                             | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203336.20    | 0.07%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                       | Molina Healthcare Inc                                                          | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22541.06     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137F6PH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    673835 | PA      | $124333.16    | 0.04%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                              | Dcli Bidco LLC                                                                 | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86396.06     | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136B4XC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    870211 | PA      | $105044.07    | 0.04%             | 2049-06-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                               | AG Issuer LLC                                                                  | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300219.00    | 0.10%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                            | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    830000 | PA      | $831029.41    | 0.29%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2016-DC2 Mortgage Trust                                                   | CUSIP: 12594CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1212523.07   | 0.42%             | 2049-02-10      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HADW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685593 | PA      | $482217.32    | 0.17%             | 2050-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                           | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101059.50    | 0.03%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                        | MGIC Investment Corp                                                           | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199991.12    | 0.07%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                       | Calderys Financing II LLC                                                      | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207480.49    | 0.07%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2017-GPTX                                    | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513367 | PA      | $455317.20    | 0.16%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                           | Nexstar Media Inc                                                              | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49214.46     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                       | Brooklyn Union Gas Co/The                                                      | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    910000 | PA      | $900255.81    | 0.31%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193114.45    | 0.07%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                  | Flagship Credit Auto Trust 2022-2                                              | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    914000 | PA      | $784636.74    | 0.27%             | 2028-04-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                            | ITT Holdings LLC                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159814.48    | 0.05%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                            | Arcos Dorados BV                                                               | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $868831.00    | 0.30%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134095.39    | 0.05%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                    | Eagle Funding Luxco Sarl                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    885000 | PA      | $899071.50    | 0.31%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                           | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102759.40    | 0.04%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                            | StoneX Group Inc                                                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $397161.38    | 0.14%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                          | Voyager Parent LLC                                                             | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136289.79    | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                          | Osaic Holdings Inc                                                             | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154964.40    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                     | Millrose Properties Inc                                                        | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40191.20     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                  | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254870.75    | 0.09%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96212.46     | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable              | OneMain Direct Auto Receivables Trust 2019-1                                   | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $383669.86    | 0.13%             | 2031-04-14      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $520304.67    | 0.18%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                            | Grupo Nutresa SA                                                               | CUSIP: 000000000<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $214850.00    | 0.07%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RIN Ltd                                     | RIN V LLC                                                                      | CUSIP: 74970TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $648950.90    | 0.22%             | 2036-10-14      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                          | Tricon Residential 2024-SFR4 Trust                                             | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492093 | PA      | $487772.99    | 0.17%             | 2041-11-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                        | M&T Bank Corp                                                                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    410000 | PA      | $433696.82    | 0.15%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc                        | AMENTUM HLDG 09/29/31                                                          | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    200000 | PA      | $198083.34    | 0.07%             | 2031-09-29      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                       | Tricon American Homes 2020-SFR1                                                | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267743 | PA      | $262206.85    | 0.09%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                        | Range Resources Corp                                                           | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146778.72    | 0.05%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                    | Performance Food Group Inc                                                     | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200042.80    | 0.07%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                     | Darling Ingredients Inc                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176871.98    | 0.06%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                      | Planet Financial Group LLC                                                     | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103575.80    | 0.04%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400178 | PA      | $409740.75    | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                          | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97552.95     | 0.03%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                    | C&S Group Enterprises LLC                                                      | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $77514.14     | 0.03%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6783750.00   | 2.33%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    819282 | PA      | $704439.39    | 0.24%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -33 | NC      | $17755.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382NAB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2096777 | PA      | $19510.72     | 0.01%             | 2051-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                       | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48163.80     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                               | Open Text Holdings Inc                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $65169.73     | 0.02%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                        | QTS Issuer ABS I LLC                                                           | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $476776.32    | 0.16%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                          | Osaic Holdings Inc                                                             | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41037.68     | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                     | Millrose Properties Inc                                                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101304.06    | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                          | STL Holding Co LLC                                                             | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68154.39     | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572967 | PA      | $92126.05     | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                     | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp       | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $158744.85    | 0.05%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                              | Trust Fibra Uno                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    685000 | PA      | $746074.60    | 0.26%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                    | Stonex Escrow Issuer LLC                                                       | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160363.62    | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                               | Clue Opco LLC                                                                  | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $163100.96    | 0.06%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus              | Carmax Select Receivables Trust 2025-B                                         | CUSIP: 14320BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $599577.69    | 0.21%             | 2032-09-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                       | Foundry JV Holdco LLC                                                          | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    595000 | PA      | $632746.59    | 0.22%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143096.01    | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| YUM! BRANDS INC                             | Yum! Brands Inc                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390608.04    | 0.13%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BBX23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724764 | PA      | $94872.05     | 0.03%             | 2050-10-25      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2023-4                                     | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $265904.18    | 0.09%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    640000 | PA      | $571563.58    | 0.20%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                    | Outfront Media Capital LLC / Outfront Media Capital Corp                       | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149396.36    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    890000 | PA      | $922780.60    | 0.32%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242737.68    | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    595000 | PA      | $531962.34    | 0.18%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                      | Cogent Communications Group LLC / Cogent Finance Inc                           | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85946.79     | 0.03%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW CAN INFRA HOLD                    | South Bow Canadian Infrastructure Holdings Ltd                                 | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104104.90    | 0.04%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                           | Amsted Industries Inc                                                          | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62096.10     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2023-PJ1                                   | CUSIP: 36267TAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457480 | PA      | $415604.99    | 0.14%             | 2053-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-1                                              | CUSIP: 46654WCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724297 | PA      | $591254.55    | 0.20%             | 2052-07-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                       | Chobani Holdco II LLC                                                          | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168289 | PA      | $178269.55    | 0.06%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                  | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256132.87    | 0.09%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2019-HRP1                                  | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |    616976 | PA      | $659321.84    | 0.23%             | 2039-11-25      | Floating      | 13.55%                | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2025-VLT7                                                             | CUSIP: 123913AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $587376.56    | 0.20%             | 2044-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                 | AltaGas Ltd                                                                    | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102513.61    | 0.04%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383CTL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3256811 | PA      | $537490.76    | 0.18%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132E0FK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184608 | PA      | $158580.77    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382QAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1946116 | PA      | $274610.01    | 0.09%             | 2051-03-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                 | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135951.81    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                        | M&T Bank Corp                                                                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435553.82    | 0.15%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| TALEN ENERGY SUPPLY LLC                     | Talen Energy Supply LLC                                                        | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123053.91    | 0.04%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                 | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339253.63    | 0.12%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                    | Performance Food Group Inc                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243811.60    | 0.08%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99760.25     | 0.03%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                           | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    850000 | PA      | $841224.56    | 0.29%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2025-4                                     | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $433268.22    | 0.15%             | 2033-04-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382RR75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    669072 | PA      | $113551.88    | 0.04%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                        | Excelerate Energy LP                                                           | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158367.90    | 0.05%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B14 Mortgage Trust                                              | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $315479.66    | 0.11%             | 2062-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR Trust 2019-HQA2                                              | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $281915.94    | 0.10%             | 2049-04-25      | Floating      | 15.55%                | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                    | PM General Purchaser LLC                                                       | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60542.18     | 0.02%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                       | HPEFS Equipment Trust 2024-1                                                   | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $263144.41    | 0.09%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                       | Endo Finance Holdings Inc                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $238482.68    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                    | Macquarie Airfinance Holdings Ltd                                              | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $893462.86    | 0.31%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382AGG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236523 | PA      | $216173.16    | 0.07%             | 2049-10-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                        | Smithfield Foods Inc                                                           | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    715000 | PA      | $711946.64    | 0.24%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                      | Santander Holdings USA Inc                                                     | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    855000 | PA      | $889711.96    | 0.31%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137H5N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783988 | PA      | $141811.18    | 0.05%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                    | Century Aluminum Co                                                            | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143930.78    | 0.05%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                           | Amsted Industries Inc                                                          | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48931.38     | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                 | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223786.81    | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                    | Hilton Domestic Operating Co Inc                                               | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92126.85     | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407416.00    | 0.14%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                               | Open Text Holdings Inc                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $453409.88    | 0.16%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383CYH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1223494 | PA      | $181454.63    | 0.06%             | 2050-11-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd              | Golub Capital Partners Clo 49M Ltd                                             | CUSIP: 38181HAE3<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749538.00    | 0.26%             | 2038-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                         | Jazz Securities DAC                                                            | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $930806.30    | 0.32%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    715000 | PA      | $743178.14    | 0.25%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382AEQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230792 | PA      | $209027.29    | 0.07%             | 2049-10-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                     | Talen Energy Supply LLC                                                        | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165712.52    | 0.06%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500162.50    | 0.17%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                    | Huntington National Bank/The                                                   | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    631000 | PA      | $659374.60    | 0.23%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                          | First Horizon Corp                                                             | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618752.64    | 0.21%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FBKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965724 | PA      | $903297.45    | 0.31%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FXMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448504 | PA      | $71949.77     | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2015-420                                        | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413596 | PA      | $419157.90    | 0.14%             | 2050-10-12      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                  | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    157599 | PA      | $162627.73    | 0.06%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                    | ASP Unifrax Holdings Inc                                                       | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    104834 | PA      | $95922.98     | 0.03%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                          | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148033.83    | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382P5H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    484316 | PA      | $67384.78     | 0.02%             | 2051-03-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                    | Univision Communications Inc                                                   | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105557.27    | 0.04%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137H9YM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320426 | PA      | $302218.35    | 0.10%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                 | Hologic Inc                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148064.99    | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                    | Cooperatieve Rabobank UA                                                       | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1045000 | PA      | $1037512.27   | 0.36%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103434.00    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                    | Olympus Water US Holding Corp                                                  | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199073.87    | 0.07%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                        | Noble Finance II LLC                                                           | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207568.60    | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $732949.41    | 0.25%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383WJT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261906 | PA      | $277629.99    | 0.10%             | 2051-12-20      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | Gen Digital Inc                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55852.12     | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $523279.41    | 0.18%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                          | Total Play Telecomunicaciones SA de CV                                         | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    280000 | PA      | $269220.00    | 0.09%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383X4E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424773 | PA      | $480375.40    | 0.16%             | 2051-07-20      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                  | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113991.13    | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                      | RB Global Holdings Inc                                                         | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521814.50    | 0.18%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383XYN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210700 | PA      | $174868.93    | 0.06%             | 2053-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70559.45     | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| OLYMPUS WTR US HLDG CORP                    | Olympus Water US Holding Corp                                                  | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203562.00    | 0.07%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2496252 | PA      | $2305144.35   | 0.79%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                             | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215281.81    | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    723830 | PA      | $108911.76    | 0.04%             | 2050-12-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                    | Flex Intermediate Holdco LLC                                                   | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    635000 | PA      | $582741.03    | 0.20%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382JXP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1585818 | PA      | $22047.32     | 0.01%             | 2050-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                         | Clarivate Science Holdings Corp                                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $340502.73    | 0.12%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384AWS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    564629 | PA      | $534553.05    | 0.18%             | 2053-05-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                   | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74040.00     | 0.03%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                            | Vital Energy Inc                                                               | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98313.76     | 0.03%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382BJL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    521720 | PA      | $461644.65    | 0.16%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                     | Global Partners LP / GLP Finance Corp                                          | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25354.03     | 0.01%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                            | ANCESTRY (ARCHES 12/06/27                                                      | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     99478 | PA      | $99629.81     | 0.03%             | 2027-12-06      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                       | SS&C Technologies Inc                                                          | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311019.60    | 0.11%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                       | Zorlu Enerji Elektrik Uretim AS                                                | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |    420000 | PA      | $376692.43    | 0.13%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        66 | NC      | $127889.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                     | EnerSys                                                                        | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102781.70    | 0.04%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                              | TransAlta Corp                                                                 | CUSIP: 89346DAH0<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $114545.20    | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                        | National Fuel Gas Co                                                           | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1204989.30   | 0.41%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440                 | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $507007.22    | 0.17%             | 2036-03-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BL3H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733930 | PA      | $89371.49     | 0.03%             | 2052-02-25      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                             | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $302820.84    | 0.10%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                    | SK Invictus Intermediate II Sarl                                               | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    255000 | PA      | $250748.72    | 0.09%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382KWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    771880 | PA      | $111260.19    | 0.04%             | 2050-10-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                     | Sensata Technologies BV                                                        | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $353395.00    | 0.12%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                          | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $193924.40    | 0.07%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383TLA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5392317 | PA      | $73729.16     | 0.03%             | 2052-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                            | Insight Enterprises Inc                                                        | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168871.23    | 0.06%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51249.25     | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BSLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3525009 | PA      | $189703.99    | 0.07%             | 2054-07-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                             | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704271 | PA      | $76820.99     | 0.03%             | 2043-08-15      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110087.45    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                     | United Airlines 2020-1 Class A Pass Through Trust                              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181931 | PA      | $186126.47    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                       | Innophos Holdings Inc                                                          | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266000.00    | 0.09%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                            | Vital Energy Inc                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85172.22     | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                          | Subway Funding LLC                                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653400 | PA      | $661287.58    | 0.23%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FWMZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735790 | PA      | $20959.73     | 0.01%             | 2050-10-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                             | CUSIP: 36179WGS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    521338 | PA      | $424627.68    | 0.15%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382KVX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1306633 | PA      | $193548.97    | 0.07%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383XP99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2101819 | PA      | $238340.99    | 0.08%             | 2051-04-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                    | Hilton Domestic Operating Co Inc                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101875.00    | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                            | Freddie Mac Strips                                                             | CUSIP: 3128HXY25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448750 | PA      | $351403.66    | 0.12%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381HH46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395000 | PA      | $270074.30    | 0.09%             | 2064-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                              | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299481 | PA      | $296974.01    | 0.10%             | 2047-06-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2019-C51                                 | CUSIP: 95001VAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $386131.54    | 0.13%             | 2052-06-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                       | QTS Issuer ABS II LLC                                                          | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $549644.04    | 0.19%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89307.91     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2021-5                                                     | CUSIP: 749384AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4295120 | PA      | $3602029.04   | 1.24%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-SBT1                                  | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1108684.40   | 0.38%             | 2040-02-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    605000 | PA      | $552879.68    | 0.19%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381L5D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535000 | PA      | $478925.95    | 0.16%             | 2066-03-16      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE              | DREYFUS GOVERNMENT CASH MANAGE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1392338 | NS      | $1392337.53   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BP5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483654 | PA      | $400186.91    | 0.14%             | 2054-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                  | Viasat Inc                                                                     | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63089.05     | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                     | Gulfport Energy Operating Corp                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204203.24    | 0.07%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54921.05     | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38385B2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134347 | PA      | $884867.18    | 0.30%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                         | Go Daddy Operating Co LLC / GD Finance Co Inc                                  | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $449488.35    | 0.15%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381JN94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2184253 | PA      | $137902.38    | 0.05%             | 2065-10-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XKAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589350 | PA      | $602104.31    | 0.21%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                      | Velocity Vehicle Group LLC                                                     | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73743.52     | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                       | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352714.80    | 0.12%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit              | SG Commercial Mortgage Securities Trust 2016-C5                                | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $380228.20    | 0.13%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                      | CUSIP: 31424U8A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2065865 | PA      | $436470.15    | 0.15%             | 2053-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                       | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128231.25    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | STACR Trust 2018-HRP1                                                          | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    397619 | PA      | $475134.56    | 0.16%             | 2043-05-25      | Floating      | 16.05%                | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                       | SS&C Technologies Inc                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500281.00    | 0.17%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                 | KeyBank NA/Cleveland OH                                                        | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    720000 | PA      | $713086.22    | 0.24%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                     | WE Soda Investments Holding PLC                                                | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $758526.50    | 0.26%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                       | Shea Homes LP / Shea Homes Funding Corp                                        | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74265.75     | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                      | CUSIP: 31423YVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1824440 | PA      | $332043.37    | 0.11%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-4                                                | CUSIP: 46652VBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426240 | PA      | $1187130.45   | 0.41%             | 2051-08-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DSS52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    547546 | PA      | $557514.94    | 0.19%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                      | CUSIP: 31422MZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2566752 | PA      | $245035.21    | 0.08%             | 2052-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1260000 | PA      | $1292619.89   | 0.44%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136ARD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129258 | PA      | $106218.92    | 0.04%             | 2046-04-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383X4D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405459 | PA      | $465662.70    | 0.16%             | 2051-11-20      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                  | NCMF Trust 2025-MFS                                                            | CUSIP: 62887TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $940807.42    | 0.32%             | 2033-06-10      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                     | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $812286.32    | 0.28%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    675000 | PA      | $719050.50    | 0.25%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                     | Nationwide Building Society                                                    | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $944999.19    | 0.32%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DSXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1032137 | PA      | $983843.73    | 0.34%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137F9Y54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768743 | PA      | $139989.11    | 0.05%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                   | IQVIA Inc                                                                      | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234509.85    | 0.08%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767647 | PA      | $753761.23    | 0.26%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                       | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    905000 | PA      | $802903.59    | 0.28%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BWDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2556754 | PA      | $95456.93     | 0.03%             | 2055-06-25      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                         | DBGS 2018-5BP Mortgage Trust                                                   | CUSIP: 33830CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $346750.00    | 0.12%             | 2033-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                             | Mercer International Inc                                                       | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    480000 | PA      | $310365.84    | 0.11%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                             | CUSIP: 3133Q3C33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422850 | PA      | $364672.79    | 0.13%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575712.14    | 0.20%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                             | CUSIP: 3142G4PC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    881907 | PA      | $177819.28    | 0.06%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383RYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2134962 | PA      | $31423.65     | 0.01%             | 2052-05-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $207537.92    | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust              | MSWF Commercial Mortgage Trust 2023-2                                          | CUSIP: 55361AAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $431045.13    | 0.15%             | 2056-12-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                      | Arizona Public Service Co                                                      | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $604626.06    | 0.21%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                       | Directv Financing LLC                                                          | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99407.90     | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382PYU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535127 | PA      | $82430.93     | 0.03%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BGKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163618 | PA      | $19648.23     | 0.01%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1146523 | PA      | $1017017.50   | 0.35%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                        | Winnebago Industries Inc                                                       | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117770.51    | 0.04%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2022-2                                     | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $693329.35    | 0.24%             | 2029-10-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2020-BNK25                                                                | CUSIP: 06539WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1081475.60   | 0.37%             | 2063-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384EBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203539 | PA      | $171308.53    | 0.06%             | 2053-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                   | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    150000 | PA      | $147263.51    | 0.05%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                           | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344786.69    | 0.12%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2025-J3 Trust                                                              | CUSIP: 67449KAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501434 | PA      | $501342.63    | 0.17%             | 2055-10-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1377591 | PA      | $197207.95    | 0.07%             | 2050-07-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38379XY20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    909917 | PA      | $215431.95    | 0.07%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                      | JB Poindexter & Co Inc                                                         | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329635.53    | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2018-B3 Mortgage Trust                                               | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $475573.73    | 0.16%             | 2051-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor              | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10             | CUSIP: 06054MAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $552323.58    | 0.19%             | 2049-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                          | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $155288.25    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3451219 | PA      | $232380.58    | 0.08%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2018-B2                                    | CUSIP: 17327FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1100455.70   | 0.38%             | 2051-03-10      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                       | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101762.70    | 0.03%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383XSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    436588 | PA      | $396552.95    | 0.14%             | 2053-04-20      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                        | Talos Production Inc                                                           | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368168.09    | 0.13%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381JZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2845350 | PA      | $203874.70    | 0.07%             | 2065-07-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                           | Hyatt Hotels Corp                                                              | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    885000 | PA      | $910147.79    | 0.31%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HLKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911427 | PA      | $67587.61     | 0.02%             | 2055-06-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                    | Sealed Air Corp/Sealed Air Corp US                                             | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101300.20    | 0.03%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                  | Flagship Credit Auto Trust 2022-1                                              | CUSIP: 33845VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $728891.59    | 0.25%             | 2028-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                             | Zayo Issuer LLC                                                                | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $713764.99    | 0.24%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                 | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $414269.37    | 0.14%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                    | Hess Midstream Operations LP                                                   | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $301973.10    | 0.10%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd              | Golub Capital Partners CLO 78M                                                 | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $598047.60    | 0.21%             | 2039-04-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                      | CUSIP: 31424UWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1151936 | PA      | $255871.22    | 0.09%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                    | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $540027.00    | 0.19%             | 2048-04-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    615000 | PA      | $610512.33    | 0.21%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429505 | PA      | $435808.24    | 0.15%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                | OT Midco Inc                                                                   | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $78978.46     | 0.03%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XPND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572396 | PA      | $582760.43    | 0.20%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381HGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641328 | PA      | $313778.77    | 0.11%             | 2061-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                           | Vedanta Resources Finance II PLC                                               | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $408204.03    | 0.14%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                    | Virginia Electric and Power Co                                                 | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433162.63    | 0.15%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $262126.50    | 0.09%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                       | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60137.46     | 0.02%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2017-C40                                 | CUSIP: 95000YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $537798.26    | 0.18%             | 2050-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                     | American Axle & Manufacturing Inc                                              | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65091.55     | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HHBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7471934 | PA      | $192369.43    | 0.07%             | 2054-05-25      | Floating      | 0.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HHEW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5343006 | PA      | $226169.44    | 0.08%             | 2054-11-25      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                          | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    635000 | PA      | $652224.19    | 0.22%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                          | Graham Holdings Co                                                             | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474754.85    | 0.16%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382QAD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1857454 | PA      | $258692.40    | 0.09%             | 2051-03-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XQFR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1929831 | PA      | $1953250.71   | 0.67%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                     | Columbia Pipelines Operating Co LLC                                            | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1037263.05   | 0.36%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| PTC INC                                     | PTC Inc                                                                        | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98415.79     | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137BBPC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821546 | PA      | $756627.94    | 0.26%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                           | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118776.90    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2025-4                                           | CUSIP: 17332NAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430504 | PA      | $431462.36    | 0.15%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 31427M5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510621 | PA      | $522434.89    | 0.18%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R02                                   | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $225058.00    | 0.08%             | 2044-02-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382MV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1173062 | PA      | $197923.81    | 0.07%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538978 | PA      | $451047.26    | 0.15%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                               | Tidewater Inc                                                                  | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133416.63    | 0.05%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                    | Sinclair Television Group Inc                                                  | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127386.25    | 0.04%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                    | Hilton Domestic Operating Co Inc                                               | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499277.90    | 0.17%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382TM27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    539123 | PA      | $93969.96     | 0.03%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FYEX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341937 | PA      | $298770.04    | 0.10%             | 2041-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                             | MARB BondCo PLC                                                                | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $911261.29    | 0.31%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                         | Prestige Brands Inc                                                            | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185545.12    | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                    | Moss Creek Resources Holdings Inc                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313704.04    | 0.11%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                     | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    605000 | PA      | $634553.85    | 0.22%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                      | SCIH SALT HLDG 01/31/29                                                        | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248125 | PA      | $248939.10    | 0.09%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $287447.00    | 0.10%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                           | Lithia Motors Inc                                                              | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60104.40     | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                        | Smithfield Foods Inc                                                           | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155595.57    | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                    | Diamond Foreign Asset Co / Diamond Finance LLC                                 | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $212328.20    | 0.07%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                    | Windstream Services LLC / Windstream Escrow Finance Corp                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $194017.72    | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus              | BRAVO Residential Funding Trust 2024-NQM8                                      | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295813 | PA      | $293165.75    | 0.10%             | 2053-08-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                         | GRAY TELEVISIO 12/01/28                                                        | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     53391 | PA      | $53432.39     | 0.02%             | 2028-12-01      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                          | Aegea Finance Sarl                                                             | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    829000 | PA      | $875878.47    | 0.30%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Series 2025-R01                                  | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $767361.90    | 0.26%             | 2045-01-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                     | Global Partners LP / GLP Finance Corp                                          | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151833.60    | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                  | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101588.30    | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                          | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $469137.60    | 0.16%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                      | Stena International SA                                                         | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $768295.50    | 0.26%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62590.19     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845485 | PA      | $584109.16    | 0.20%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38380REA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1474066 | PA      | $106608.14    | 0.04%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                    | Plains All American Pipeline LP                                                | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550627.55    | 0.19%             | N/A             | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                  | Camelot U.S. Acq 01/31/31                                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    100000 | PA      | $99250.00     | 0.03%             | 2031-01-31      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                       | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51067.00     | 0.02%             | 2029-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                      | British Airways 2021-1 Class A Pass Through Trust                              | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790571 | PA      | $724860.04    | 0.25%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                    | Park-Ohio Industries Inc                                                       | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66346.80     | 0.02%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496065 | PA      | $501830.91    | 0.17%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383MCW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2115458 | PA      | $113168.55    | 0.04%             | 2052-02-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                         | Prestige Brands Inc                                                            | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74764.53     | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                       | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $284046.27    | 0.10%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                       | Neogen Food Safety Corp                                                        | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95193.00     | 0.03%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                       | AAR Escrow Issuer LLC                                                          | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144550.70    | 0.05%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                         | Buckeye Partners LP                                                            | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258909.00    | 0.09%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                    | Ziggo BV                                                                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $212366.14    | 0.07%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                       | Scotts Miracle-Gro Co/The                                                      | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231111.40    | 0.08%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                       | HUB International Ltd                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156599.70    | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                              | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87202.94     | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                       | Maxim Crane Works Holdings Capital LLC                                         | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $142765.18    | 0.05%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136ATEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521364 | PA      | $59935.61     | 0.02%             | 2046-06-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                              | 1261229 BC Ltd                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73171.67     | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                       | NESCO Holdings II Inc                                                          | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146645.69    | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JPMCC Commercial Mortgage Securities Trust 2019-COR5                           | CUSIP: 46591EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $119027.69    | 0.04%             | 2052-06-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382CDV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    433659 | PA      | $391435.54    | 0.13%             | 2050-01-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                 | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255020.50    | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                           | Waste Pro USA Inc                                                              | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51971.20     | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BHVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2459794 | PA      | $73935.52     | 0.03%             | 2042-11-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                  | ROCK Trust 2024-CNTR                                                           | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1371878.30   | 0.47%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                              | Vallourec SACA                                                                 | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $212574.80    | 0.07%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                            | DT Midstream Inc                                                               | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $579884.12    | 0.20%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2024-INV1                                             | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505318 | PA      | $512390.15    | 0.18%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust                 | CUSIP: 92922FB80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35550 | PA      | $34585.83     | 0.01%             | 2034-11-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $112311.11    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                          | Eldorado Gold Corp                                                             | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $130264.03    | 0.04%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FXFB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463223 | PA      | $74039.78     | 0.03%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381JA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1946104 | PA      | $180699.83    | 0.06%             | 2066-02-16      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                    | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51436.15     | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                               | TransDigm Inc                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305799.60    | 0.10%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                         | Buckeye Partners LP                                                            | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46965.65     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust              | HarborView Mortgage Loan Trust 2005-2                                          | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55368 | PA      | $53847.66     | 0.02%             | 2035-05-19      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                       | Evergy Kansas Central Inc                                                      | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1278393.46   | 0.44%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383C3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2885302 | PA      | $50112.51     | 0.02%             | 2051-11-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                    | EMRLD Borrower LP / Emerald Co-Issuer Inc                                      | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $385511.63    | 0.13%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                             | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74320.70     | 0.03%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                      | Blackstone Mortgage Trust Inc                                                  | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68498.76     | 0.02%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                    | Merlin Entertainments Group US Holdings Inc                                    | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87984.31     | 0.03%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                    | Virgin Media Secured Finance PLC                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196326.12    | 0.07%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                         | Great Lakes CLO 2019-1 Ltd                                                     | CUSIP: 390578AT9<br>LEI: 2549000VKJWRC8TSA617 | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $517708.39    | 0.18%             | 2037-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82003.85     | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                       | Scotts Miracle-Gro Co/The                                                      | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138862.76    | 0.05%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382VAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1112657 | PA      | $158241.84    | 0.05%             | 2051-06-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                          | Subway Funding LLC                                                             | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400950 | PA      | $401053.93    | 0.14%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HKSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2010493 | PA      | $126510.50    | 0.04%             | 2055-04-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                            | Lamar Media Corp                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297358.98    | 0.10%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2024-3                                       | CUSIP: 37989AAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $665974.65    | 0.23%             | 2031-02-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                          | PBF Holding Co LLC / PBF Finance Corp                                          | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58307.48     | 0.02%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R03                                   | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201250.00    | 0.07%             | 2044-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2018-3                                           | CUSIP: 59980XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037788 | PA      | $806820.07    | 0.28%             | 2058-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                             | Murphy Oil Corp                                                                | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59133.02     | 0.02%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| EFESTO BIDCO SPA/US LLC                     | Efesto Bidco SpA Efesto US LLC                                                 | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     70000 | PA      | $69890.45     | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                        | Matador Resources Co                                                           | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152857.95    | 0.05%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| PARKLAND CORP                               | Parkland Corp                                                                  | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $485086.40    | 0.17%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                    | Advanced Drainage Systems Inc                                                  | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305620.20    | 0.10%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                     | Studio City Finance Ltd                                                        | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    490000 | PA      | $469186.32    | 0.16%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                    | Varex Imaging Corp                                                             | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356994.40    | 0.12%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                    | Papa John's International Inc                                                  | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97165.99     | 0.03%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                        | Talos Production Inc                                                           | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143945.06    | 0.05%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                 | GPD Cos Inc                                                                    | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125870 | PA      | $70420.04     | 0.02%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| KEYCORP                                     | KeyCorp                                                                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $260148.27    | 0.09%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108100.00    | 0.04%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NINE ENERGY SERVICE INC                     | Nine Energy Service Inc                                                        | CUSIP: 65441VAE1<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $51514.10     | 0.02%             | 2028-02-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2024-NQM9 Trust                                                            | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |    266596 | PA      | $270094.69    | 0.09%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HB5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311754 | PA      | $271359.62    | 0.09%             | 2053-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1055000 | PA      | $1062260.34   | 0.36%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                         | Sirius XM Radio LLC                                                            | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399071.68    | 0.14%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550532.33    | 0.19%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Great Outdoors Group LLC                    | GREAT OUTDOORS G 01/16/32                                                      | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    496250 | PA      | $496125.94    | 0.17%             | 2032-01-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TREASURY TRUST                    | BLACKROCK TREASURY TRUST                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3060763 | NS      | $3060763.30   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA GENERATION LLC                        | Alpha Generation LLC                                                           | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231207.08    | 0.08%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                           | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299769.15    | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                    | Compass Group Diversified Holdings LLC                                         | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    132275 | PA      | $119815.71    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                       | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103581.90    | 0.04%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383XXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    579637 | PA      | $642963.34    | 0.22%             | 2051-09-20      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $590476.24    | 0.20%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                   | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $773089.27    | 0.27%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                 | Tenneco Inc                                                                    | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249317.93    | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust               | Agate Bay Mortgage Trust 2015-5                                                | CUSIP: 00842BAV9<br>LEI: 549300RM62GNIVQ1WJ04 | Long             | ABS-MBS          | CORP              | US        |    135803 | PA      | $110488.38    | 0.04%             | 2045-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                   | MFT Trust 2020-ABC                                                             | CUSIP: 55317BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $298119.50    | 0.10%             | 2042-02-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224898 | PA      | $214374.95    | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                      | Clearway Energy Operating LLC                                                  | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422620.64    | 0.14%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                     | Energean Israel Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     95000 | PA      | $93456.25     | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings Inc                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88447.43     | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XTCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1607781 | PA      | $1312573.15   | 0.45%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N              | Ally Bank Auto Credit-Linked Notes Series 2024-B                               | CUSIP: 02007G4H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504935 | PA      | $517252.53    | 0.18%             | 2032-09-15      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1384488 | PA      | $1355554.68   | 0.46%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                    | United Natural Foods Inc                                                       | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155047.90    | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128250.00    | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $596383.26    | 0.20%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                  | Progress Residential 2025-SFR3 Trust                                           | CUSIP: 74334BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $493432.99    | 0.17%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38385B3C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    999874 | PA      | $645804.43    | 0.22%             | 2052-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                             | Yum! Brands Inc                                                                | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101097.30    | 0.03%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B9 Mortgage Trust                                               | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $925081.08    | 0.32%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    366977 | PA      | $371957.57    | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                         | Churchill Downs Inc                                                            | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376152.75    | 0.13%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Ford Credit Auto Owner Trust/F              | Ford Credit Auto Owner Trust 2023-REV1                                         | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $435259.59    | 0.15%             | 2035-08-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                | IAMGOLD Corp                                                                   | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249063.95    | 0.09%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $498005.40    | 0.17%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $74947.20     | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382CDW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1195243 | PA      | $13697.84     | 0.00%             | 2050-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384A3B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748422 | PA      | $117107.07    | 0.04%             | 2050-09-20      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                        | Alpha Star Holding IX Ltd                                                      | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204571.96    | 0.07%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195477.32    | 0.07%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings Inc                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326721.78    | 0.11%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                   | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299882.25    | 0.10%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                       | Belron UK Finance PLC                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $116514.32    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                | AGL CLO 17 Ltd                                                                 | CUSIP: 00120DAL0<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700105.70    | 0.24%             | 2035-01-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BFES8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1370277 | PA      | $292854.19    | 0.10%             | 2051-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                         | Artera Services LLC                                                            | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86298.91     | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                     | Global Medical Response Inc                                                    | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104634.50    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                    | MajorDrive Holdings IV LLC                                                     | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66397.78     | 0.02%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                    | Electricite de France SA                                                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $46327.94     | 0.02%             | N/A             | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                    | Baltimore Gas and Electric Co                                                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    720000 | PA      | $627982.78    | 0.22%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $916482.26    | 0.31%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                           | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164863.89    | 0.06%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382XY58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    901061 | PA      | $31898.11     | 0.01%             | 2051-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                    | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56766.44     | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                             | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $287942.34    | 0.10%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                         | NOVA Chemicals Corp                                                            | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $314502.60    | 0.11%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                             | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $488413.43    | 0.17%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                   | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    570000 | PA      | $537001.98    | 0.18%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                      | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    585000 | PA      | $506527.49    | 0.17%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                    | Saks Global Enterprises LLC                                                    | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     78000 | PA      | $34123.44     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bank                                        | Bank 2019-BNK19                                                                | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $355545.57    | 0.12%             | 2061-08-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                     | Central Garden & Pet Co                                                        | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449289.54    | 0.15%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HAZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259022 | PA      | $225170.11    | 0.08%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5875000 | PA      | $5853427.71   | 2.01%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    352000 | PA      | $352034.04    | 0.12%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                      | CVS Pass-Through Trust                                                         | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106004 | PA      | $108925.36    | 0.04%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503774.00    | 0.17%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus              | CFCRE Commercial Mortgage Trust 2016-C4                                        | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617007 | PA      | $597490.57    | 0.20%             | 2058-05-10      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    760000 | PA      | $750455.67    | 0.26%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-26

**Name of Applicant:** New York Life Investments Active ETF Trust

**Signature:** Adefolahan Oyefeso

**Name of Signer:** Adefolahan Oyefeso

**Title:** Director and Vice President, IndexIQ