# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001004726-26-004483
**Filing Date:** 2026-6
**Character Count:** 678997
**Document Hash:** 59b72ae7656ae57078f4f95232df175c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004483.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001004726-26-004483

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 261049324

**BUSINESS ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297
- **BUSINESS PHONE:** 763-765-6551

**MAIL ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 19990721

## Series and Classes Contracts Data

### AZL Fidelity Institutional Asset Management Multi-Strategy Fund (Series ID: S000025365)

| Class ID   | Class Name                                                              | Ticker Symbol   |
|:---|:---|:---|
| C000075765 | AZL Fidelity Institutional Asset Management Multi-Strategy Fund Class 2 |  |
| C000183413 | AZL Fidelity Institutional Asset Management Multi-Strategy Fund Class 1 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Allianz Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-09491

- **c. CIK number of Registrant:** 0001091439

- **d. LEI of Registrant:** 549300446YVO0C3VKW34

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

  - **Street Address 1:** 5701 Golden Hills Drive

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

  - **Telephone number:** 800-624-0197

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

- **a. Name of Series:** AZL Fidelity Institutional Asset Management Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000025365

- **c. LEI of Series:** 549300GMCY55060OGB10

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1286551044.40

**Total Liabilities:** $25738293.25

**Net Assets:** $1260812751.15

**Delayed Delivery Securities:** $190287.50

**Cash Not Reported:** $267376.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -785.71276086 | **1-Year:** -17069.97172720 | **5-Year:** -55870.42007483 | **10-Year:** -45866.09159507 | **30-Year:** -11939.58042268

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

- **3-Month:** -192.63138138 | **1-Year:** -6164.84720588 | **5-Year:** -15204.98390324 | **10-Year:** -5296.39223776 | **30-Year:** -1034.75516631

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183413 | 0.51%                | 0.71%                | -3.24%               |
| Class ID C000075765 | 0.56%                | 0.62%                | -3.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5015553.35              | $-620663.78                                |
| Month 2  | $7750088.57              | $-2064669.18                               |
| Month 3  | $4268256.73              | $-49084748.47                              |

**Designated Index Information**

- **Index Name:** 60-40 BBG - S&P

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    695000 | PA      | $646746.15    | 0.05%             | 2033-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ANGUS CHEMICAL TERM 2LN                                           | ANGUS CHEMICAL TERM 2LN                            | CUSIP: 04317JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46000 | PA      | $41227.50     | 0.00%             | 2028-11-24      | Floating      | 11.52%                | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14245.00     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126159.01    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    336138 | PA      | $339260.98    | 0.03%             | 2055-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                  | STANDARD BUILDING SOLUTIONS INC                    | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158000.00    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS, LLC                                   | JEFFERSON CAPITAL HOLDINGS LLC                     | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41300.00     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4664000 | PA      | $4665275.32   | 0.37%             | 2032-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95034.91     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    980000 | PA      | $863632.84    | 0.07%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUE                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $243225.00    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| The Travelers Companies, Inc.                                     | TRAVELERS COMPANIES INC                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4575 | NS      | $1334436.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON CO                                         | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69912.50     | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261880 | PA      | $223329.40    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53968.75     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ROKU, INC.                                                        | ROKU INC                                           | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     14478 | NS      | $1369908.36   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $588304.69    | 0.05%             | 2031-02-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1941295 | PA      | $1931676.78   | 0.15%             | 2030-03-15      | Floating      | 4.82%                 | Yes           | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28912.50     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| TELUS CORPORATION                                                 | TELUS CORP                                         | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $43591.25     | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1400122 | PA      | $1155211.45   | 0.09%             | 2051-02-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174306.61    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| WAYFAIR LLC                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209100.00    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294700 | PA      | $294523.57    | 0.02%             | 2039-02-15      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                            | LIFEPOINT HEALTH INC                               | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66218.75     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| NETFLIX, INC.                                                     | NETFLIX COM INC                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     32386 | NS      | $3113913.90   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                             | AECOM                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184768.75    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Unity Software Inc                                                | UNITY SOFTWARE INC                                 | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     16252 | NS      | $356568.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96183.00     | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 32 LTD                                | CUSIP: 33882RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481000 | PA      | $480492.08    | 0.04%             | 2038-10-22      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| LFS TOPCO LLC                                                     | LFS TOPCO LLC                                      | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $118906.25    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QADB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191104 | PA      | $188405.82    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    421000 | PA      | $399732.76    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TENABLE HOLDINGS, INC.                                            | TENABLE HOLDINGS INC                               | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     71869 | NS      | $1215664.14   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148081.25    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87375.00     | 0.01%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ABKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    189600 | PA      | $161001.96    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                            | TRANE TECHNOLOGIES PLC                             | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      6844 | NS      | $2852168.56   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     11108 | NS      | $3005713.72   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KNKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111601 | PA      | $90886.90     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39300.00     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386596 | PA      | $407556.31    | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206250 | PA      | $197664.16    | 0.02%             | 2049-12-05      | Fixed         | 3.86%                 | Yes           | 2                  | On Loan: No      |
| JBS USA FOOD COMPANY                                              | JBS FINANCE LUXEMBOURG SARL                        | CUSIP: 46592QAA7<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    154000 | PA      | $139485.19    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                          | CENTURY ALUMINUM CO                                | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87656.25     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YM7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97020 | PA      | $92816.91     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2018 15 LTD                                | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $319398.08    | 0.03%             | 2038-01-20      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $137200.00    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: —       |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32308 | PA      | $26265.26     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STRATEGY INC                                                      | MICROSTRATEGY INC                                  | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       950 | NS      | $95019.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183666 | PA      | $189800.34    | 0.02%             | 2036-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN 108 CLO LTD                                 | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1008990.00   | 0.08%             | 2037-07-18      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                               | KINDER MORGAN INC                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     97182 | NS      | $3258512.46   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187425.00    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORPORATION                                              | ECHOSTAR CORP                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    111992 | PA      | $402783.71    | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H052645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    725000 | PA      | $729191.41    | 0.06%             | 2056-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PRAIRIE ACQUIROR LP                                               | PRAIRIE ACQUIROR LP                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72100.00     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ALNYLAM PHARMACEUTICALS, INC.                                     | ALNYLAM PHARMACEUTICALS INC                        | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2271 | NS      | $751405.77    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1278136.39   | 0.10%             | 2027-01-15      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| ACUITY INC.                                                       | ACUITY INC                                         | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2673 | NS      | $749028.06    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                       | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      7803 | NS      | $2203333.11   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CAMELOT RETURN MERGER SUB INC                      | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29250.00     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M82Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163928 | PA      | $142436.29    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2020 8R LTD                                | CUSIP: 670898AW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457000 | PA      | $456062.73    | 0.04%             | 2038-10-17      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING PRODUCTS                      | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     19897 | PA      | $10645.13     | 0.00%             | 2028-08-01      | Floating      | 9.30%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183943 | PA      | $167071.01    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                                      | WARNER BROS DISCOVERY INC                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     19447 | NS      | $534014.62    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69737.50     | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386230 | PA      | $386269.34    | 0.03%             | 2040-04-15      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2480005.00   | 0.20%             | 2031-03-24      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| WHITE IRIS TEMP SHARES                                            | WHITE IRIS TEMP SHARES                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       707 | NS      | $9586.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10688 | PA      | $10539.78     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VERISK ANALYTICS, INC.                                            | VERISK ANALYTICS INC                               | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88440.39     | 0.01%             | 2031-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| DOCUSIGN, INC.                                                    | DOCUSIGN INC                                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     23328 | NS      | $1105980.48   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55953UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968000 | PA      | $967532.62    | 0.08%             | 2037-10-25      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                    | JH NORTH AMERICA HOLDING                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44662.50     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| VISA INC.                                                         | VISA INC CLASS A                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9051 | NS      | $2735574.24   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP I                           | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39950.00     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Hasbro, Inc.                                                      | HASBRO INC                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     22508 | NS      | $2106748.80   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63418.77     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71121 | PA      | $57741.85     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    191000 | PA      | $158196.51    | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298426.67    | 0.02%             | 2199-12-31      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| FIVE BELOW, INC.                                                  | FIVE BELOW INC                                     | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       947 | NS      | $216370.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A4X6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $740711.59    | 0.06%             | 2027-04-19      | Floating      | 4.58%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22191 | PA      | $20219.18     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Mativ Holdings, Inc.                                              | MATIV HOLDINGS INC                                 | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157747.50    | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: —       |
| COMSTOCK RESOURCES, INC.                                          | COMSTOCK RESOURCES INC                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157800.00    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    343000 | PA      | $346749.68    | 0.03%             | 2029-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16346 | PA      | $14203.31     | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      6186 | NS      | $444278.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CONOCOPHILLIPS                                                    | CONOCOPHILLIPS                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     13955 | NS      | $1842060.00   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $939995.70    | 0.07%             | 2042-10-15      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| First-Citizens Bank & Trust Company                               | CIT GROUP INC                                      | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169068.41    | 0.01%             | 2028-03-09      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    534000 | PA      | $542294.09    | 0.04%             | 2028-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125425.00    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XW7M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10088 | PA      | $9678.45      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213061 | PA      | $196768.12    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ASURION, LLC                                                      | ASURION TERM B14 1LN                               | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    200000 | PA      | $193126.00    | 0.02%             | 2033-02-23      | Floating      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221643 | PA      | $192538.50    | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180NCL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18107 | PA      | $16795.63     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372282 | PA      | $372738.01    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                       | TRANSCONTINENTAL GAS PIPE LINE CO LLC              | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $40785.93     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC                                       | APH APH2 APH23 AQUARIAN                            | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $121837.50    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| IHS Holding Limited                                               | IHS HOLDING LTD                                    | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $172125.00    | 0.01%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LIMITED                                                 | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $109450.00    | 0.01%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DANAOS CORPORATION                                                | DANAOS CORP                                        | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |     85000 | PA      | $86168.75     | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123906.25    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS, INC.                                               | CLEAN HARBORS INC                                  | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40500.00     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMPHENOL CORPORATION                                              | AMPHENOL CORP CLASS A                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     26388 | NS      | $3334123.80   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                   | REGENERON PHARMACEUTICALS INC                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2712 | NS      | $2095399.68   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                       | AMERICAN HOMES 4 RENT LP                           | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    371000 | PA      | $342438.94    | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269750.00    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106250.00    | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                            | MEDPACE HOLDINGS INC                               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1054 | NS      | $506120.26    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2752976.84   | 0.22%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT TERM 1ST OUT TL                 | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-12      | Floating      | 11.47%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8UP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23862 | PA      | $22913.55     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $173749.71    | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US), INC.                             | GFL ENVIRONMENTAL HOLDINGS US INC                  | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39250.00     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147937.50    | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171510 | PA      | $164349.08    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2562565.00   | 0.20%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79918 | PA      | $79964.36     | 0.01%             | 2039-02-15      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| DB MASTER FINANCE LLC                                             | DB MASTER FINANCE LLC                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-MBS          | CORP              | US        |    389025 | PA      | $388431.78    | 0.03%             | 2055-11-20      | Fixed         | 4.89%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19809 | PA      | $19067.40     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2719 | NS      | $2300246.81   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                      | BEACH ACQUISITION BIDCO LLC                        | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    179188 | PA      | $190387.53    | 0.02%             | 2033-07-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3132DMPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244483 | PA      | $208169.80    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71406.51     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2021 III LTD                          | CUSIP: 12564DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858000 | PA      | $857103.24    | 0.07%             | 2038-10-15      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52206 | PA      | $44914.11     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NXP B.V.                                                          | NXP BV NXP FDG NXP USA                             | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    609000 | PA      | $605895.93    | 0.05%             | 2035-08-19      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107886.59    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    722000 | PA      | $716571.28    | 0.06%             | 2032-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102768.75    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING XII CLO LTD                          | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506000 | PA      | $505511.31    | 0.04%             | 2038-01-25      | Floating      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO COMPANY                                | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125156.25    | 0.01%             | 2199-12-31      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                   | ENVU TERM                                          | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    254462 | PA      | $249945.79    | 0.02%             | 2029-10-04      | Floating      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    831573 | PA      | $681426.70    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295124 | PA      | $251470.74    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    683954 | PA      | $681350.58    | 0.05%             | 2053-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                    | WILLIS ENGINE STRUCTURED TRUST VIII                | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394170 | PA      | $400530.10    | 0.03%             | 2050-06-15      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                           | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    312000 | PA      | $307753.37    | 0.02%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| BOWLING GREEN PARK CLO LLC                                        | CLOVER CLO 2019 1 LTD                              | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $624380.78    | 0.05%             | 2035-04-18      | Floating      | 4.67%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43536 | PA      | $36611.22     | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    619000 | PA      | $623761.35    | 0.05%             | 2036-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN SENIOR LOAN FUND                            | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836000 | PA      | $835376.30    | 0.07%             | 2037-07-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    769814 | PA      | $784205.99    | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AUEV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118507 | PA      | $100939.75    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11680 | PA      | $10443.92     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75187.50     | 0.01%             | 2199-12-31      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161700.00    | 0.01%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Accendra Health, Inc.                                             | OWENS MINOR INC                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    223000 | PA      | $105367.50    | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35687 | PA      | $34366.30     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN, INC.                                           | WILLIAMS SCOTSMAN INC                              | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85743.75     | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    148000 | PA      | $174567.48    | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 14 LTD                                   | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $386614.71    | 0.03%             | 2038-10-20      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL OPERATING PARTNERSHIP LLC                     | EF HOLDCO EF CAYMAN HOLD ELLINGTON FIN REIT CA     | CUSIP: 31574BAA4<br>LEI: 5493001B24G0P4YVJ571 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86625.00     | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $161494.02    | 0.01%             | 2036-10-15      | Floating      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| GRUBHUB HOLDINGS INC.                                             | GRUBHUB HOLDINGS INC                               | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26900 | PA      | $21150.13     | 0.00%             | 2030-07-31      | Fixed         | 13.00%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24774 | PA      | $22321.51     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOG PART FINANCE                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221718.75    | 0.02%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122550.00    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2026 ALOHA            | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561000 | PA      | $560948.49    | 0.04%             | 2043-04-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    185000 | PA      | $168812.50    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                | PLAINS ALL AMERICAN PIPELINE                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235594.59    | 0.02%             | 2199-12-31      | Fixed         | 8.02%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4635064 | PA      | $4140646.12   | 0.33%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS, LLC                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC                | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40650.00     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                            | BWX TECHNOLOGIES INC                               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193500.00    | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| SGUS LLC                                                          | SGUS LLC TERM FIRST OUT DIP 1LN                    | CUSIP: 81881KAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11425 | PA      | $10499.70     | 0.00%             | 2026-07-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    184000 | PA      | $167987.40    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1878742 | PA      | $1921937.65   | 0.15%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                           | BANK OF NEW YORK MELLON CORPORATION                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     27175 | NS      | $3223770.25   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $47925.00     | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39800.00     | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    401000 | PA      | $396641.13    | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                 | WBI OPERATING LLC                                  | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69300.00     | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | COPT DEFENSE PROPERTIES LP                         | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65901.94     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SANCHEZ ENERGY CORP                                               | SANCHEZ ENERGY CORP                                | CUSIP: GCE744000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9672 | NS      | $221783.34    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    161000 | PA      | $162408.75    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $215197.29    | 0.02%             | 2036-10-15      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147252.14    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                   | WESTERN ALLIANCE BANCORP                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96977.10     | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP                                   | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200809.20    | 0.02%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                              | SIXTH STREET SPECIALTY                             | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    308000 | PA      | $309908.98    | 0.02%             | 2029-03-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: —       |
| QUIKRETE HOLDINGS, INC.                                           | QUIKRETE HOLDINGS INC                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95831.25     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                                 | ILIAD HOLDING SASU                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $144621.26    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXVI LTD                                 | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $517919.53    | 0.04%             | 2038-01-25      | Floating      | 4.82%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                             | CMG MEDIA CORP                                     | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25762.50     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NIELSEN HOLDINGS TERM                              | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    165000 | PA      | $157245.00    | 0.01%             | 2033-01-28      | Floating      | 8.76%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22529 | PA      | $22400.72     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS, INC.                             | M2S GROUP                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210193 | PA      | $204763.49    | 0.02%             | 2031-08-22      | Floating      | 8.42%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424668.75    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318007 | PA      | $315571.01    | 0.03%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    181000 | PA      | $168141.76    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| NUCOR CORPORATION                                                 | NUCOR CORP                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     10503 | NS      | $1776057.30   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 97785WAC0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    118000 | PA      | $124490.00    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9YQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431896 | PA      | $384929.21    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109725.00    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| PPL CORPORATION                                                   | PPL CORP                                           | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     12702 | NS      | $485216.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MOOG INC.                                                         | MOOG INC                                           | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39950.00     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827000 | PA      | $825841.64    | 0.07%             | 2038-01-15      | Floating      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39461.04     | 0.00%             | 2029-02-04      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE US CLO 2021 11 LTD                         | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738000 | PA      | $738280.02    | 0.06%             | 2037-07-25      | Floating      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81800.00     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CSMC TRUST                                                        | CREDIT SUISSE MORTGAGE TRUST                       | CUSIP: 12595KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $795448.50    | 0.06%             | 2030-12-15      | Floating      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMM OPT LLC                               | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    394000 | PA      | $328005.79    | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418848.57    | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86850.00     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128537.50    | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| OCP AEGIS CLO LTD                                                 | OCP AEGIS CLO 2025 47 LTD                          | CUSIP: 67122UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $411799.32    | 0.03%             | 2038-01-21      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| SWISS FRANC                                                       | SWISS FRANC                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CH        |         1 | NS      | $0.89         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31329JLH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144633 | PA      | $137605.56    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    389809 | PA      | $358048.95    | 0.03%             | 2054-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291212.88    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    177000 | PA      | $175767.90    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102744 | PA      | $98437.44     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Garmin Ltd.                                                       | GARMIN LTD                                         | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       676 | NS      | $156838.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYJE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30493 | PA      | $29910.18     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3142 | PA      | $3106.45      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80603.16     | 0.01%             | 2031-11-23      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957999 | PA      | $784960.99    | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NORTHERN TRUST CORPORATION                                        | NORTHERN TRUST CORP                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1023 | NS      | $142780.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142673.13    | 0.01%             | 2199-12-31      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                      | SIERRA PACIFIC POWER CO                            | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162770.00    | 0.01%             | 2056-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310652 | PA      | $265656.36    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SLM CORPORATION                                                   | SLM CORP                                           | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78100.00     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                               | CISCO SYSTEMS INC                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     50711 | NS      | $3934666.49   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                                   | ALLEGION PLC                                       | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      8011 | NS      | $1163918.19   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5JM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21951 | PA      | $21390.47     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128437.50    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39729.88     | 0.00%             | 2029-02-04      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689240 | PA      | $610696.73    | 0.05%             | 2040-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6986000 | PA      | $6858560.06   | 0.54%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                           | LIQUID TELECOMMUNICATIONS FINANCING PLC            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    318000 | PA      | $316245.37    | 0.03%             | 2026-09-04      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| LBM ACQUISITION, LLC                                              | LBM ACQUISITION LLC                                | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    147500 | PA      | $117613.17    | 0.01%             | 2031-06-06      | Floating      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP                                     | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241649.25    | 0.02%             | 2199-12-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES INC                                        | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138375.00    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| Sensata Technologies B.V.                                         | SENSATA TECHNOLOGIES BV                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    263000 | PA      | $253800.79    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A4BS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114257 | PA      | $101662.03    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GUPN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462910 | PA      | $479194.54    | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                          | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86168.75     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 21 LTD                                | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $514752.86    | 0.04%             | 2037-10-19      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3FA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217683 | PA      | $191929.75    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING BRANDS TERM B                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    269634 | PA      | $151957.82    | 0.01%             | 2028-04-12      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                  | TEVA PHARMACEUTICALS NE                            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     54000 | PA      | $53460.00     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    525564 | PA      | $525651.42    | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ASSURANT, INC.                                                    | ASSURANT INC                                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2191 | NS      | $477221.71    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66097.28     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ABCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160627 | PA      | $136397.18    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| INCYTE CORPORATION                                                | INCYTE CORPORATION                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     12394 | NS      | $1166523.28   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TUTOR PERINI CORPORATION                                          | TUTOR PERINI CORP                                  | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     14829 | NS      | $1144650.51   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION HOLDINGS INC                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99487.50     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| THE TJX COMPANIES, INC.                                           | TJX CO INC                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5174 | NS      | $826287.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SGUS LLC                                                          | SAKS GLOBAL ENTERPRISES LLC                        | CUSIP: 81881KAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18499 | PA      | $5549.77      | 0.00%             | 2026-07-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AUTONATION, INC.                                                  | AUTONATION INC                                     | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31708.77     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422300.00    | 0.03%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES LLC                                | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     10000 | PA      | $8500.00      | 0.00%             | 2031-02-10      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99569 | PA      | $82152.76     | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $447187.50    | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16661 | PA      | $16037.35     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43081 | PA      | $36228.45     | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     71000 | PA      | $79593.91     | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATIN                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291812.50    | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| WELLTOWER INC.                                                    | WELLTOWER INC                                      | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     12901 | NS      | $2550656.71   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72625.00     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    249000 | PA      | $258960.00    | 0.02%             | 2028-11-15      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                    | SMYRNA READY MIX CONCRETE LLC                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109175.00    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                     | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $16335.44     | 0.00%             | 2042-10-10      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329175.00    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    443000 | PA      | $436129.51    | 0.03%             | 2032-10-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    475000 | PA      | $500531.25    | 0.04%             | 2030-11-15      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L6US1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82136 | PA      | $66660.32     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TERAWULF INC.                                                     | TERAWULF INC                                       | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153378.25    | 0.01%             | 2032-05-01      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Transocean Aquila Limited                                         | TRANSOCEAN AQUILA LTD                              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     65077 | PA      | $66541.15     | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CANACOL ENERGY LTD                                                | CANACOL ENERGY LTD                                 | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $183600.00    | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    602889 | PA      | $573794.56    | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37963 | PA      | $37973.80     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72887.50     | 0.01%             | 2032-07-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64431.25     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                             | BOOKING HOLDINGS INC                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       201 | NS      | $846274.32    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                           | BLACK PEARL COMPUTE LLC                            | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $93495.00     | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79600.00     | 0.01%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| OHA CREDIT PARTNERS LTD                                           | OHA CREDIT PARTNERS VII LTD                        | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684000 | PA      | $682396.38    | 0.05%             | 2038-02-20      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5A45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191242 | PA      | $174010.61    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2025 VI LTD                           | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $310513.63    | 0.02%             | 2038-10-23      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| HPS CORPORATE LENDING FUND                                        | HPS CORPORATE LENDING FUND                         | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1443918.17   | 0.11%             | 2028-01-14      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GGAM MASTER TRUST INTERNATIONAL LTD                               | GGAM MASTER TRUST INTERNATIONAL LTD                | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997957 | PA      | $994361.66    | 0.08%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4077889 | PA      | $3140105.16   | 0.25%             | 2051-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SNAP INC.                                                         | SNAP INC                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61750.00     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                    | COMMONWEALTH BANK AUST                             | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $191621.80    | 0.02%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           | 2                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                         | OAK EAGLE ACQUIRECO INC                            | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144550.00    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306906.25    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11438 | PA      | $10359.86     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248056 | PA      | $228920.75    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PTC THERAPEUTICS, INC.                                            | PTC THERAPEUTICS INC                               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1834 | NS      | $124950.42    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     93000 | PA      | $83972.12     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BEAZER HOMES USA, INC.                                            | BEAZER HOMES USA                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77800.00     | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                | SWISS RE FINANCE LUX                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197769.40    | 0.02%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP                       | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297750.00    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Santander Holdings USA, Inc.                                      | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    724000 | PA      | $745738.82    | 0.06%             | 2029-03-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                           | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    143000 | PA      | $138495.21    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPT LLC                     | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1005426.74   | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING 2025 1 LTD              | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489410 | PA      | $488168.52    | 0.04%             | 2033-02-15      | Floating      | 4.45%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    301000 | PA      | $304324.85    | 0.02%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DTTS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20920 | PA      | $21072.12     | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125287.50    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS SAFEWAY                             | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70000.00     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1054023.53   | 0.08%             | 2030-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206025.00    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CYPRIUM CORPORATION                                               | CYPRIUM CORP CYPRIUM HOLDINGS LUXEMBOURG SARL      | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122812.50    | 0.01%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $93037.50     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                            | AMKOR TECHNOLOGY INC                               | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44662.50     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LIMITED                               | SABLE INTERNATIONAL FINANCE LTD                    | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $221062.50    | 0.02%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $483157.68    | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209087.50    | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                  | CALIFORNIA RESOURCES CRP                           | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    131000 | PA      | $136895.00    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59267.75     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| THE HARTFORD INSURANCE GROUP, INC.                                | HARTFORD INSURANCE GROUP INC                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1297 | NS      | $175393.31    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27916 | PA      | $26904.10     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46732.64     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                  | STANDARD BUILDING SOLUTIONS INC                    | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76500.00     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNW90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146163 | PA      | $146206.06    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     22863 | NS      | $13080608.19  | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TransAlta Corporation                                             | TRANSALTA CORP                                     | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123906.25    | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IHS Holding Limited                                               | IHS HOLDING LTD                                    | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99630.50     | 0.01%             | 2026-11-29      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FPEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29207 | PA      | $28814.75     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $208959.49    | 0.02%             | 2036-10-15      | Floating      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294700 | PA      | $294521.37    | 0.02%             | 2039-02-15      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    138000 | PA      | $135585.00    | 0.01%             | 2056-09-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2215299.11   | 0.18%             | 2033-07-20      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407356 | PA      | $407358.44    | 0.03%             | 2037-04-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| Samarco Mineracao S.A. - em Recuperacao Judicial                  | SAMARCO MINERACAO SA                               | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    162606 | PA      | $159354.36    | 0.01%             | 2031-06-30      | Variable      | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552068 | PA      | $482767.42    | 0.04%             | 2041-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ANGUS CHEMICAL TERM B 1LN                                         | ANGUS CHEMICAL TERM B 1LN                          | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $85837.50     | 0.01%             | 2027-11-24      | Floating      | 7.77%                 | Yes           | 2                  | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.                             | APPLIED INDUSTRIAL TECH INC                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1897 | NS      | $503312.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1858000 | PA      | $1833396.01   | 0.15%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO., LTD                                  | GLOBAL AIRCRAFT LEASING CO LTD                     | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    210000 | PA      | $212887.50    | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WM7H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19759 | PA      | $19426.71     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CLO 2019 1 LTD                         | CUSIP: 27830XAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594000 | PA      | $594985.51    | 0.05%             | 2037-07-15      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO LTD                                       | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249414.74    | 0.02%             | 2038-01-20      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1074371 | PA      | $1074499.24   | 0.09%             | 2040-04-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $172550.00    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                      | MICHAELS COS INC THE                               | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121250.00    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                      | ANTERO MIDSTREAM PARTNERS LP ANTERO MIDSTREAM FI   | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44437.50     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 11 LTD                                   | CUSIP: 00140NAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $369830.38    | 0.03%             | 2037-07-17      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Elastic N.V.                                                      | ELASTIC NV                                         | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      3796 | NS      | $189762.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821954 | PA      | $674732.22    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $432763.37    | 0.03%             | 2041-06-15      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L24V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119234 | PA      | $96762.54     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716632 | PA      | $637891.91    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359252 | PA      | $315323.10    | 0.03%             | 2041-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1266049 | PA      | $1130914.84   | 0.09%             | 2052-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16493 | PA      | $15966.73     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    503000 | PA      | $497564.58    | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Crane Co                                                          | CRANE CO                                           | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      2028 | NS      | $346788.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP UNITI GROUP FINANCE 2019 INC        | CUSIP: 91327CAA6<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122100.00    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    581000 | PA      | $518970.70    | 0.04%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                   | HUDSON PACIFIC PROPERTIE                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340000.00    | 0.03%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: —       |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34580 | PA      | $33850.14     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PEACE PARK CLO                                                    | PEACE PARK CLO LTD                                 | CUSIP: 70470MAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $325674.00    | 0.03%             | 2038-10-20      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $91890.81     | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18654 | PA      | $17963.97     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2787485.76   | 0.22%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP PARIBAS SA                                     | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    778000 | PA      | $803285.00    | 0.06%             | 2033-01-13      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     66241 | NS      | $24520430.97  | 1.94%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET CORPORATION                                          | STATE STREET CORP                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      7792 | NS      | $986155.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| COREWEAVE, INC.                                                   | COREWEAVE INC                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149768.75    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    127000 | PA      | $122555.00    | 0.01%             | 2036-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77803.95     | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73895 | PA      | $65686.61     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    731000 | PA      | $731886.70    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16435 | PA      | $14371.09     | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269055 | PA      | $230669.82    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $117823.84    | 0.01%             | 2034-04-15      | Floating      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170237.02    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    336000 | PA      | $263340.00    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    637000 | PA      | $651180.26    | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217350.00    | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING TERM                              | CUSIP: L0178UAM8<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |      7959 | PA      | $5755.38      | 0.00%             | 2027-10-31      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE US, INC.                                                 | T MOBILE US INC                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     14037 | NS      | $2948191.11   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     43062 | PA      | $34126.64     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                                        | CROWDSTRIKE HOLDINGS INC A                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1098 | NS      | $428670.18    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY             | JOHNSON CONTROLS INTERNATIONAL PLC                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     25700 | NS      | $3365415.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| OHA CREDIT PARTNERS LTD                                           | OHA CREDIT PARTNERS XVII LTD                       | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249675.14    | 0.02%             | 2038-01-18      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| SOTHEBY'S                                                         | SOTHEBY S                                          | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    343000 | PA      | $340427.50    | 0.03%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERNATIONAL LLC                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104343.75    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: —       |
| DOMINO'S PIZZA MASTER ISSUER LLC                                  | DOMINO S PIZZA MASTER ISSUER LLC                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137825 | PA      | $1080011.67   | 0.09%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEX49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98341 | PA      | $87660.01     | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    600000 | PA      | $602343.75    | 0.05%             | 2056-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Viking Cruises Ltd                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $186912.50    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    369000 | PA      | $288914.82    | 0.02%             | 2030-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $210656.25    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272469 | PA      | $232642.05    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552304 | PA      | $569958.82    | 0.05%             | 2055-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                             | GILEAD SCIENCES INC                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     29115 | NS      | $4057757.55   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON CO ORGANON FOREIGN DEBT CO ISSUER BV       | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26625.00     | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178650.00    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 DIME                                 | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $526400.32    | 0.04%             | 2030-02-15      | Floating      | 4.82%                 | Yes           | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570775 | PA      | $576884.57    | 0.05%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           | 2                  | On Loan: No      |
| FISERV, INC.                                                      | FISERV INC                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     40791 | NS      | $2276137.80   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36180MYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38019 | PA      | $34487.93     | 0.00%             | 2043-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                  | AMERITEX HOLDCO INTERMEDIATE LLC                   | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76875.00     | 0.01%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496144 | PA      | $424294.09    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KQWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73216 | PA      | $59627.52     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ERO COPPER CORP.                                                  | ERO COPPER CORP                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $119100.00    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| STAR HOLDING LLC                                                  | STAR HOLDING LLC                                   | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55756.25     | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING LTD                                   | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479000 | PA      | $477539.76    | 0.04%             | 2038-10-15      | Floating      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433382 | PA      | $384771.92    | 0.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264634 | PA      | $217780.10    | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TRONOX INCORPORATED                                               | TRONOX INC                                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    227000 | PA      | $181883.75    | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: —       |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     22163 | NS      | $1462536.37   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO LTD                                    | CUSIP: 01750WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250232.82    | 0.02%             | 2038-07-20      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $254800.00    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AASET TRUST                                                       | AASET 2024 1                                       | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393544 | PA      | $398011.08    | 0.03%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116838 | PA      | $100832.40    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST                                    | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $71357.73     | 0.01%             | 2052-07-15      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1370455.50   | 0.11%             | 2039-05-15      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943WK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114997 | PA      | $111205.46    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ahlstrom Holding 3 Oy                                             | AHLSTROM TERM                                      | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     29538 | PA      | $29199.61     | 0.00%             | 2030-05-22      | Floating      | 8.18%                 | Yes           | 2                  | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147375.00    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| PACIFICORP                                                        | PACIFICORP                                         | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100143.75    | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DUWW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70875 | PA      | $71040.61     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ELECTRONIC ARTS INC.                                              | ELECTRONIC ARTS INC                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     15268 | NS      | $3112687.16   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275800.00    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                      | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     65645 | NS      | $3981369.25   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $496462.59    | 0.04%             | 2038-07-25      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                                           | SIZZLING PLATTER TERM 1LN                          | CUSIP: 84862VAC6<br>LEI: 254900DZVRH41XW33M96 | Long             | LON              | CORP              | US        |    129480 | PA      | $116289.61    | 0.01%             | 2032-06-24      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155712 | PA      | $133130.48    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $218050.00    | 0.02%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CIRRUS LOGIC, INC.                                                | CIRRUS LOGIC INC                                   | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3222 | NS      | $465965.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1286518.35   | 0.10%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| TPC GROUP INC.                                                    | TPC GROUP TERM 1LN                                 | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |     84224 | PA      | $76938.40     | 0.01%             | 2031-12-16      | Floating      | 9.39%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP AG                                       | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    774000 | PA      | $765348.23    | 0.06%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           | 2                  | On Loan: No      |
| WEX INC.                                                          | WEX INC                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24468.75     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ATLASSIAN CORPORATION                                             | ATLASSIAN CORP PLC                                 | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      4885 | NS      | $333401.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RESIDEO FUNDING INC                                               | RESIDEO FUNDING INC                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39300.00     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350417 | PA      | $368200.68    | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WNWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27164 | PA      | $26707.65     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                    | II VI INC                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117450.00    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69506.71     | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                  | TEVA PHARMACEUTICAL NE                             | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $265850.00    | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39750.00     | 0.00%             | 2199-12-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                         | CNX MIDSTREAM PARTNERS LP                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $114300.00    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| GRAN TIERRA ENERGY INC.                                           | GRAN TIERRA ENERGY INC                             | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127237.50    | 0.01%             | 2031-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| JEFFERIES FINANCE LLC                                             | JEFFERIES FINANCE LLC JFIN CO ISSUER CORP          | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171270.36    | 0.01%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE US CLO 2025 6 LTD                          | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518000 | PA      | $517352.01    | 0.04%             | 2039-01-20      | Floating      | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SOTHEBY'S                                                         | SOTHEBY S BIDFAIR HOLDINGS INC                     | CUSIP: 83600GAA2<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9425.00      | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SPIN HOLDCO INC.                                                  | SPIN HOLDCO INC TERM                               | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2000 | PA      | $1565.00      | 0.00%             | 2030-09-04      | Floating      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2025 46 LTD                                | CUSIP: 671023AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $324454.29    | 0.03%             | 2038-10-15      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                              | ALPHA GENERATION LLC                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85743.75     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    189000 | PA      | $158689.50    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6529000 | PA      | $6362714.53   | 0.50%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRAND INDUSTRIAL SERVICES INC                      | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187318.75    | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| COMPOSECURE HOLDINGS, L.L.C.                                      | COMPOSECURE HOLDINGS LLC                           | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $155200.00    | 0.01%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS TERM 1LN                              | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $89352.90     | 0.01%             | 2030-08-10      | Floating      | 8.18%                 | Yes           | 2                  | On Loan: No      |
| ADVANCION SCIENCES, INC.                                          | KOBE US MIDCO 2 INC                                | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337056 | PA      | $261218.40    | 0.02%             | 2026-11-01      | Variable      | 10.00%                | Yes           | 2                  | On Loan: No      |
| Philip Morris International Inc.                                  | PHILIP MORRIS INTERNATIONAL                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     19747 | NS      | $3264968.98   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72981.39     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| C&S GROUP ENTERPRISES LLC                                         | C S GROUP ENTERPRISES LLC                          | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $78625.00     | 0.01%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SNAP INC.                                                         | SNAP INC                                           | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42300.00     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBVV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109932 | PA      | $98118.06     | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354375.00    | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $105482.62    | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64055 | PA      | $57568.82     | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999820 | PA      | $889978.70    | 0.07%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAPSTONE COPPER CORP.                                             | CAPSTONE COPPER CORP                               | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89550.00     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218225.00    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    294000 | PA      | $205800.00    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61447 | PA      | $59065.73     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XVK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68118 | PA      | $66865.09     | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119818 | PA      | $119853.77    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FNLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115338 | PA      | $111806.99    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                      | BIOMARIN PHARMACEUTICAL INC                        | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58275.00     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| LYFT, INC.                                                        | LYFT INC                                           | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     88127 | NS      | $1172089.10   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83512.50     | 0.01%             | 2029-08-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPERATING PARTNERSHIP LP                       | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52300.00     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17380 | PA      | $14270.20     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CYPRIUM CORPORATION                                               | CYPRIUM CORP CYPRIUM HOLDINGS LUXEMBOURG SARL      | CUSIP: 23292NAB4<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121718.75    | 0.01%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST                                    | PLYM COMMERCIAL MORTGAGE TRUST 2026 IND            | CUSIP: 69292BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126000 | PA      | $125056.66    | 0.01%             | 2043-03-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XLI LTD                                  | CUSIP: 55956AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337000 | PA      | $336060.43    | 0.03%             | 2038-01-25      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $298125.00    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| LAKESIDE PARK CLO LTD                                             | LAKESIDE CLO LTD                                   | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394000 | PA      | $393049.27    | 0.03%             | 2038-04-15      | Floating      | 4.82%                 | Yes           | 2                  | On Loan: No      |
| AIRBNB, INC.                                                      | AIRBNB INC CLASS A                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     25498 | NS      | $3219887.44   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Champion Iron Canada Inc.                                         | CHAMPION IRON CANADA INC                           | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36356.25     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                            | GENERAL MOTORS CO                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     43174 | NS      | $3216463.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    843676 | PA      | $725819.27    | 0.06%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                                         | COMFORT SYSTEMS USA INC                            | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1963 | NS      | $2706957.37   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223286 | PA      | $200736.16    | 0.02%             | 2041-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XCB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195700 | PA      | $194255.37    | 0.02%             | 2044-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    421000 | PA      | $415960.63    | 0.03%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC.                                                        | IQVIA INC                                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161800.00    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                               | EMERA US FINANCE LP                                | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998330.00    | 0.08%             | 2026-06-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43333 | PA      | $36439.15     | 0.00%             | 2041-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90873 | PA      | $82765.90     | 0.01%             | 2043-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27993000 | PA      | $24561670.41  | 1.95%             | 2053-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102250.00    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| RR LTD                                                            | RR 44 LTD                                          | CUSIP: 78109WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $488342.82    | 0.04%             | 2041-04-15      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDINGS SA CVR                                     | ALTICE FRANCE HOLDINGS SA CVR                      | CUSIP: 021CVRAA2<br>LEI: N/A                  | Long             | EC               |  | LU        |       179 | NS      | $2006.63      | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CLASS A                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     53824 | NS      | $15477629.44  | 1.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES LV CLO LTD                                    | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603000 | PA      | $602712.80    | 0.05%             | 2037-10-15      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7KK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63475 | PA      | $52237.12     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65797.12     | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BCPE EMPIRE HOLDINGS, INC.                                        | IMPERIAL DADE TERM B 1LN                           | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    125000 | PA      | $122891.25    | 0.01%             | 2032-12-29      | Floating      | 7.17%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ER2M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256232 | PA      | $248141.60    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44043.75     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670526 | PA      | $670548.27    | 0.05%             | 2041-05-15      | Floating      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| RTX CORPORATION                                                   | RTX CORP                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     11596 | NS      | $2236868.40   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138A2WS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8188 | PA      | $7828.55      | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TPC GROUP INC.                                                    | TPC GROUP INC                                      | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |      7000 | PA      | $6378.75      | 0.00%             | 2031-11-24      | Floating      | 9.39%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65406.25     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25642 | PA      | $21695.12     | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119700.00    | 0.01%             | 2199-12-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                                     | NISOURCE INC                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1044371.90   | 0.08%             | 2029-09-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36166 | PA      | $32216.45     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AK8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     33288 | PA      | $36533.58     | 0.00%             | 2030-06-23      | Variable      | 13.88%                | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41000 | PA      | $27682.67     | 0.00%             | 2033-07-05      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                       | KAISER ALUMINUM CORP                               | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88087.50     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ALIGNMENT HEALTHCARE, INC.                                        | ALIGNMENT HEALTHCARE INC                           | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9091 | NS      | $160183.42    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120302 | PA      | $108822.27    | 0.01%             | 2040-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORPORATION                                               | CHEVRON CORP                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14736 | NS      | $3048878.40   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91778.82     | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6948000 | PA      | $6765615.00   | 0.54%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17036 | PA      | $14802.33     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107814 | PA      | $103496.03    | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32600000 | PA      | $31765898.36  | 2.52%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BCRED BSL STATIC CLO LTD.                                         | BCRED BSL STATIC CLO 2025 1 LTD                    | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375624 | PA      | $375504.11    | 0.03%             | 2035-07-15      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    418123 | PA      | $407060.72    | 0.03%             | 2042-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21461 | PA      | $17619.21     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLD                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95118.75     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY             | VOLOFIN FINANCE DESIGNATED ACTIVITY CO             | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131382 | PA      | $130606.66    | 0.01%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           | 2                  | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152000 | PA      | $151445.34    | 0.01%             | 2039-12-15      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KQVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71857 | PA      | $58523.08     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WCML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121568 | PA      | $121649.93    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC.                                                   | BOMBARDIER INC                                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77343.75     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AUCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343559 | PA      | $305378.68    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                     | SABINE PASS LIQUEFACTION LLC                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332095.55    | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197925.00    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2932500.00   | 0.23%             | 2033-02-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     24549 | NS      | $4040028.93   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753222 | PA      | $638084.41    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48937.50     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123437.50    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FINANCE I LIMITED                 | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56761 | PA      | $56224.32     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company             | ARDAGH METAL PACKAGING FINANCE USA LLC             | CUSIP: 03969YAD0<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    160000 | PA      | $158600.00    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11773 | PA      | $11484.79     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CLASS C                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     45197 | NS      | $12965211.42  | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82600.00     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                    | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919176.30    | 0.07%             | 2028-11-27      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79896.29     | 0.01%             | 2031-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24227000 | PA      | $24294192.13  | 1.93%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                   | ACADIA HEALTHCARE CO INC                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127968.75    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: —       |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85790.00     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179218.75    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                          | COMSTOCK RESOURCES INC                             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67200.00     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2614573.48   | 0.21%             | 2033-05-24      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GSW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4684 | PA      | $4510.95      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    337000 | PA      | $328229.91    | 0.03%             | 2031-01-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                 | MERCK CO INC                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     14351 | NS      | $1726281.79   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544579 | PA      | $516380.24    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA CREDIT FUNDING 6 LTD                           | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494000 | PA      | $493763.60    | 0.04%             | 2037-10-20      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    458000 | PA      | $405699.15    | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | MAJORDRIVE HOLDINGS IV L                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     10000 | PA      | $9047.92      | 0.00%             | 2028-06-01      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31329JLL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61701 | PA      | $58554.79     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE SA                                   | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     86641 | PA      | $86695.99     | 0.01%             | 2031-05-31      | Floating      | 10.55%                | Yes           | 2                  | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145162.50    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| EQUINIX, INC.                                                     | EQUINIX INC                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       120 | NS      | $117628.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GENESIS ENERGY, L.P.                                              | GENESIS ENERGY LP GENESIS ENERGY FINANCE CORP      | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202950.00    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| INVERSION ESCROW ISSUER, LLC                                      | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142875.00    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL MENTOR HOLDINGS, INC.                                    | NATIONAL MENTOR HOLDINGS INC                       | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127968.75    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QXCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5387 | PA      | $5198.91      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                 | WBI OPERATING LLC                                  | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10075.00     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                          | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      5043 | NS      | $2188510.71   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95121 | PA      | $95064.99     | 0.01%             | 2039-02-15      | Floating      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES LIV CLO LTD                                   | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707000 | PA      | $705236.73    | 0.06%             | 2038-07-15      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| CATERPILLAR INC.                                                  | CATERPILLAR INC                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1291 | NS      | $914621.86    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60262 | PA      | $53576.70     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PALANTIR TECHNOLOGIES INC.                                        | PALANTIR TECHNOLOGIES INC A                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      5165 | NS      | $755536.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     55000 | PA      | $57543.75     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC PBF FINANCE CORP                | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80437.50     | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68547 | PA      | $63640.38     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496204 | PA      | $513132.59    | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    345000 | PA      | $334650.00    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| OUTFRONT MEDIA INC.                                               | OUTFRONT MEDIA INC                                 | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     27097 | NS      | $718070.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98681.25     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259537.50    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| ESDEC SOLAR TERM B                                                | ESDEC SOLAR TERM B                                 | CUSIP: N3066KAM7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    159075 | PA      | $66811.53     | 0.01%             | 2028-08-30      | Floating      | 8.93%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $191200.00    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                     | HOWARD HUGHES CORP THE                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109500.00    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                | FORD MOTOR CO                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    194132 | NS      | $2240283.28   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUE                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145950.00    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331992 | PA      | $285579.16    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12979 | PA      | $12189.49     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Altice France Lux 3 S.a r.l.                                      | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 020956AA6<br>LEI: 213800KN5HWZ17ATLB25 | Long             | DBT              | CORP              | LU        |     43000 | PA      | $38968.75     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79144 | PA      | $66999.70     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244934 | PA      | $240519.27    | 0.02%             | 2037-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GPD COMPANIES, INC.                                               | GPD COS INC                                        | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81018 | PA      | $43952.27     | 0.00%             | 2029-12-31      | Fixed         | 12.50%                | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    128000 | PA      | $137138.94    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP PARIBAS SA                                     | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    170000 | PA      | $170212.50    | 0.01%             | 2199-12-31      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126841.25    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17859 | PA      | $17223.82     | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66950.00     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230006.25    | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    503000 | PA      | $516397.41    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126406.25    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 19 LTD                                   | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249879.81    | 0.02%             | 2037-10-20      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                         | CONSOLIDATED EDISON INC                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     11967 | NS      | $1354425.06   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    710000 | PA      | $699479.93    | 0.06%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC LIFECORP                                                  | PACIFIC LIFECORP                                   | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    436000 | PA      | $400620.78    | 0.03%             | 2043-01-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2481640.63   | 0.20%             | 2033-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31782 | PA      | $30606.54     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH, INC.                                             | CARDINAL HEALTH INC                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      6836 | NS      | $1444515.16   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST                                    | PLYM COMMERCIAL MORTGAGE TRUST 2026 IND            | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $771207.00    | 0.06%             | 2043-03-15      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105973 | PA      | $92060.61     | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | THUNDERBOLT AIRCRAFT LEASE LIMITED                 | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105373 | PA      | $103421.07    | 0.01%             | 2039-11-15      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11869 | PA      | $10751.68     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORPORATION                                               | NEWMONT CORP                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      8706 | NS      | $942424.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5660 | PA      | $5327.77      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1648666 | PA      | $1421651.19   | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    294000 | PA      | $238608.05    | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203617 | PA      | $180737.89    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THE ALLSTATE CORPORATION                                          | ALLSTATE CORP                                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      7354 | NS      | $1524778.36   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                           | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    249000 | PA      | $247305.31    | 0.02%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2228000 | PA      | $1779615.00   | 0.14%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CINTAS CORPORATION                                                | CINTAS CORP                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9545 | NS      | $1614441.30   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                    | THE CHARLES SCHWAB CORP                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     41781 | NS      | $3926578.38   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                      | USA COMPRESSION PARTNERS LP                        | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74625.00     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39861 | PA      | $35641.68     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11860 | PA      | $11554.92     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88087.50     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $184908.09    | 0.01%             | 2031-05-15      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D4D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35838 | PA      | $33939.79     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    103000 | PA      | $91155.00     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC                                  | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39700.00     | 0.00%             | 2199-12-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    845000 | PA      | $870037.35    | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                      | ADVANCED MICRO DEVICES INC                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1313 | NS      | $267103.59    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327951 | PA      | $267395.49    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109649 | PA      | $115943.95    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Axian Telecom Holding and Management PLC                          | AXIAN TELE HOLD                                    | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     90000 | PA      | $89437.50     | 0.01%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340107 | PA      | $345720.52    | 0.03%             | 2039-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Maplebear Inc                                                     | MAPLEBEAR INC                                      | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25571 | NS      | $957889.66    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65483 | PA      | $53217.07     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13225500 | PA      | $13177970.86  | 1.05%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                     | COLUMBUS MCKINNON TERM B                           | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     30906 | PA      | $30751.32     | 0.00%             | 2033-01-21      | Floating      | 7.20%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $83070.00     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED                                           | MATERCARD INC CLASS A                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12592 | NS      | $6291718.72   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| THE GAP, INC.                                                     | GAP INC                                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     17189 | NS      | $415973.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     30314 | NS      | $8917166.24   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Gobierno de la Republica Dominicana                               | DOMINICAN REPUBLIC                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3150000 | PA      | $3177562.50   | 0.25%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YHKC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6464 | PA      | $6409.04      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Viking Cruises Ltd                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $136825.00    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | Yes           | 2                  | On Loan: No      |
| FORTINET, INC.                                                    | FORTINET INC                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     36615 | NS      | $2992177.80   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    741000 | PA      | $727576.04    | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY CO                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      8574 | NS      | $7886107.98   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1096576.99   | 0.09%             | 2026-11-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | MAJORDRIVE HOLDINGS IV LLC                         | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87900.00     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    226439 | PA      | $214550.95    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132611 | PA      | $132539.77    | 0.01%             | 2029-04-15      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| ILLUMINA, INC.                                                    | ILLUMINA INC                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      8799 | NS      | $1084564.74   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLOBAL PARTNERS LP GLP FINANCE CORP                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35000.00     | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                                           | BERKSHIRE HATHAWAY INC CLASS B                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     22574 | NS      | $10817460.80  | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504170 | PA      | $427820.89    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50875.00     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| 1261229 B.C. LTD.                                                 | 1261229 BC LTD                                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    498000 | PA      | $509205.00    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373028 | PA      | $337918.34    | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $193775.74    | 0.02%             | 2035-06-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KSK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62292 | PA      | $54125.02     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP                                     | CUSIP: 91327AAB8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173900.00    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D3KT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18565 | PA      | $16794.56     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NETAPP, INC.                                                      | NETAPP INC                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     19493 | NS      | $1995888.27   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SIXTH STREET CLO LTD                                              | SIXTH STREET CLO XX LTD                            | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401000 | PA      | $400802.00    | 0.03%             | 2038-07-17      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    339000 | PA      | $331015.19    | 0.03%             | 2029-04-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    383000 | PA      | $392275.88    | 0.03%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78294 | PA      | $73361.75     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3383398.45   | 0.27%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3395000 | PA      | $2917975.99   | 0.23%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855000 | PA      | $786710.72    | 0.06%             | 2039-05-15      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35937 | PA      | $35012.75     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133APLG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124501 | PA      | $101057.49    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR INC                                        | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141050.00    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CNX RESOURCES CORPORATION                                         | CNX RESOURCES CORP                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142800.00    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET CLO LTD                                              | SIXTH STREET CLO XIX LTD                           | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $314074.51    | 0.02%             | 2038-07-17      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| CTR PARTNERSHIP, L.P.                                             | CTR PARTNERSHIP LP CARETRUST CAPITAL CORP          | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29025.00     | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118653 | PA      | $100721.60    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    564000 | PA      | $490255.31    | 0.04%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2025 44 LTD                                | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518000 | PA      | $516676.63    | 0.04%             | 2038-10-24      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    714000 | PA      | $680082.14    | 0.05%             | 2032-03-15      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP.                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63862.50     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AEP TEXAS INC.                                                    | AEP TEXAS INC                                      | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130535.11    | 0.01%             | 2036-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| DREAM FINDERS HOMES, INC.                                         | DREAM FINDERS HOMES INC                            | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $80962.50     | 0.01%             | 2030-09-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21250 | PA      | $18887.16     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3622232 | PA      | $3161305.23   | 0.25%             | 2042-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94411.44     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LNRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200024 | PA      | $162355.60    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58970 | PA      | $57268.39     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ABDV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142567 | PA      | $121055.33    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    392000 | PA      | $405749.79    | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102637.50    | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182925.00    | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151512.50    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS US FINANCE COMPANY, INC.                                  | CLARIOS GLOBAL LP CLARIOS US FINANCE CO            | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10137.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220992 | PA      | $181432.15    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                      | COSTCO WHOLESALE CORP                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1504 | NS      | $1498630.72   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XLV LTD                                  | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $379089.10    | 0.03%             | 2038-04-15      | Floating      | 4.82%                 | Yes           | 2                  | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303475 | PA      | $306911.50    | 0.02%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           | 2                  | On Loan: No      |
| ECOLAB INC.                                                       | ECOLAB INC                                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1441 | NS      | $383334.82    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2026 XL6              | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99506.90     | 0.01%             | 2043-03-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| NXP B.V.                                                          | NXP BV NXP FDG NXP USA                             | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    212000 | PA      | $207832.93    | 0.02%             | 2032-08-19      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79800 | PA      | $79848.29     | 0.01%             | 2037-04-15      | Floating      | 5.96%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67339 | PA      | $61294.10     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    633000 | PA      | $649346.59    | 0.05%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| RISEWELL HOMES INC.                                               | NEW HOME CO INC THE                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73125.00     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401957 | PA      | $329989.49    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MICHAELS TERM 1LN                                                 | MICHAELS TERM 1LN                                  | CUSIP: 59408UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $43573.50     | 0.00%             | 2033-02-19      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119480.00    | 0.01%             | 2056-06-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PALMER SQUARE CLO                                                 | PALMER SQUARE CLO LTD                              | CUSIP: 696914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513000 | PA      | $512385.16    | 0.04%             | 2038-10-20      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.                         | CALUMET SPECIALTY PROD                             | CUSIP: 131477AW1<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |    176000 | PA      | $181720.00    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128248 | PA      | $116651.14    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                   | BENEFIT STREET PARTNERS CLO XXXIII LTD             | CUSIP: 08179DAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $432701.08    | 0.03%             | 2039-01-25      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FL2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36180 | PA      | $35499.48     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                  | CALIFORNIA RESOURCES CORP                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90450.00     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP TALLGRASS ENERGY FI   | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299662.50    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                      | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       771 | NS      | $147831.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FORVIA SE                                                         | FORVIA SE                                          | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $73312.50     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Republica de Colombia                                             | COLOMBIA GOVERNMENT INTERNATIONAL BOND             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    770000 | PA      | $801026.38    | 0.06%             | 2030-04-25      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82170 | PA      | $85116.29     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                      | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    314000 | PA      | $306297.89    | 0.02%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           | 2                  | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                     | N A                                                | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289550 | PA      | $289401.20    | 0.02%             | 2041-03-15      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FPB99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36799 | PA      | $36304.59     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                          | KODIAK GAS SERVICES LLC                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45337.50     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136175.00    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXIX LTD                                 | CUSIP: 55955KAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $679690.85    | 0.05%             | 2037-07-15      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| BARINGS ISSUER LLC                                                | BARINGS 2026 SBP ISSUER LLC                        | CUSIP: 06764UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502700 | PA      | $498844.04    | 0.04%             | 2059-02-25      | Fixed         | 4.82%                 | Yes           | 2                  | On Loan: No      |
| ROSS STORES, INC.                                                 | ROSS STORES INC                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     13305 | NS      | $2882262.15   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    610000 | PA      | $561962.50    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| APPLIED MATERIALS, INC.                                           | APPLIED MATERIALS INC                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5781 | NS      | $1975887.99   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                            | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $57337.87     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84043.75     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CQP HOLDCO LP                                                     | CQP HOLDCO LP BIP V CHINOOK HOLDCO LLC             | CUSIP: 12657NAB6<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225481.25    | 0.02%             | 2033-12-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9BS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42656 | PA      | $42424.90     | 0.00%             | 2048-10-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50737.50     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERTD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185431 | PA      | $168724.09    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142406.25    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352800 | PA      | $352905.72    | 0.03%             | 2037-04-15      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                    | UNITED AIRLINES HOLDINGS INC                       | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83300.00     | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MONGODB, INC.                                                     | MONGODB INC                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1594 | NS      | $390163.38    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BW REAL ESTATE, INC.                                              | BW REAL ESTATE INC                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110240.56    | 0.01%             | 2199-12-31      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB, LLC                                  | BCPE FLAVOR DEBT ISSUER                            | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $103643.75    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: —       |
| SOUTHWESTERN ELECTRIC POWER COMPANY                               | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263760.38    | 0.02%             | 2033-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OPERATING LLC                      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109650.00    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| SALESFORCE, INC.                                                  | SALESFORCE INC                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      8860 | NS      | $1653896.20   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| FLOWSERVE CORPORATION                                             | FLOWSERVE CORP                                     | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      3004 | NS      | $220824.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY, INC.                                   | HAWAIIAN ELECTRIC CO INC                           | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64593.75     | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61681 | PA      | $59827.30     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36350.00     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     41491 | NS      | $2984447.63   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179550.00    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| UNITED PF HOLDINGS LLC                                            | UNITED PF HOLDINGS LLC                             | CUSIP: 91132UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    448954 | PA      | $430097.89    | 0.03%             | 2026-12-30      | Floating      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64000 | PA      | $36782.47     | 0.00%             | 2033-07-05      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220500 | PA      | $220506.42    | 0.02%             | 2039-03-15      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Ambipar Lux S.a r.l.                                              | AMBIPAR LUX SARL                                   | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    347000 | PA      | $61158.75     | 0.00%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                             | SABRA HEALTH CARE LP                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1094117.50   | 0.09%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $165200.44    | 0.01%             | 2042-10-15      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209737.50    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TULLOW OIL PLC                                                    | TULLOW OIL PLC                                     | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    306000 | PA      | $288405.00    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    272000 | PA      | $242919.66    | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                              | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132475.00    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    527000 | PA      | $506748.97    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57697 | PA      | $56131.53     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      7249 | NS      | $2192677.52   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175440.05    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19942 | PA      | $18065.43     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TransAlta Corporation                                             | TRANSALTA CORP                                     | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $78700.00     | 0.01%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $461250.00    | 0.04%             | 2048-02-12      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833452 | PA      | $833492.88    | 0.07%             | 2029-04-15      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330145 | PA      | $311570.32    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1550577 | PA      | $1580922.67   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NAVIGATOR AVIATION LTD AND NAVIGATOR AVIATION LLC                 | NAVIGATOR 2025 1 AVIATION LTD                      | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697026 | PA      | $685801.27    | 0.05%             | 2050-10-15      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                           | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249659.16    | 0.02%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| WALMART INC.                                                      | WALMART INC                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     25280 | NS      | $3141798.40   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2501 | PA      | $2351.73      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RUSH ENTERPRISES, INC.                                            | RUSH ENTERPRISES INC CLASS A SHARES                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      7830 | NS      | $517641.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    358000 | PA      | $360428.67    | 0.03%             | 2027-06-08      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    874201 | PA      | $925397.64    | 0.07%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                                                 | CLARIOS GLOBAL LP CLARIOS US FINANCE CO            | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113423.75    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217687.50    | 0.02%             | 2199-12-31      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1651333 | PA      | $1415848.90   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHAMPIONS FINANCING, INC.                                         | CHAMPIONS FINANCING INC                            | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    146000 | PA      | $129210.00    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    404000 | PA      | $377967.05    | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY                                               | CONSOLIDATED ENERGY                                | CUSIP: L1957LAF8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     50000 | PA      | $47594.00     | 0.00%             | 2030-11-18      | Floating      | 8.41%                 | Yes           | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                      | HESS MIDSTREAM PARTNERS LP                         | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $144275.00    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157600.00    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: —       |
| U.S. ACUTE CARE SOLUTIONS, LLC                                    | US ACUTE CARE SOLUTIONS                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $197825.00    | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13326 | PA      | $12006.43     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1527421.88   | 0.12%             | 2056-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $78300.00     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REDFIN CORPORATION                                                | REDFIN CORP                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334444.95    | 0.03%             | 2027-04-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2525 | NS      | $739193.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                                   | ADVANCED DRAINAGE SYSTEMS INC                      | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82343.75     | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71137.50     | 0.01%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| TGP HOLDINGS III LLC                                              | TRAEGER GRILLS TERM B                              | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    165877 | PA      | $142737.07    | 0.01%             | 2028-06-29      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCCN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32334 | PA      | $26674.10     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50806.25     | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235462.50    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87231.25     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO XV LTD                                 | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624000 | PA      | $622788.33    | 0.05%             | 2038-04-20      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP, INC.                                                   | PRA GROUP INC                                      | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40300.00     | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331805 | PA      | $295572.37    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32384 | PA      | $31886.66     | 0.00%             | 2040-01-16      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| SUNNOVA ENERGY CORPORATION                                        | SUNNOVA ENERGY CORP                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $471.98       | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299682 | PA      | $266433.48    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     47888 | NS      | $2403977.60   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PINE STREET TRUST II                                              | PINE STREET TRUST II                               | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $272292.90    | 0.02%             | 2049-02-15      | Fixed         | 5.57%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     76808 | NS      | $3744390.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98972 | PA      | $81301.70     | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $95440.34     | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CACI INTERNATIONAL INC.                                           | CACI INTERNATIONAL INC                             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121800.00    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1739 | PA      | $1620.81      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DTP COMMERCIAL MORTGAGE TRUST                                     | DTP COMMERCIAL MORTGAGE TRUST 2023 STE2            | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157000 | PA      | $158833.32    | 0.01%             | 2041-01-15      | Variable      | 6.04%                 | Yes           | 2                  | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440550 | PA      | $444931.08    | 0.04%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118350.00    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126967.74    | 0.01%             | 2026-07-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478301 | PA      | $456091.26    | 0.04%             | 2050-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                                      | NEW LINDE PLC                                      | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      6473 | NS      | $3209054.48   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91973 | PA      | $82662.77     | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    199000 | PA      | $194793.54    | 0.02%             | 2031-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| LAM RESEARCH CORPORATION                                          | LAM RESEARCH CORP                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      9472 | NS      | $2023787.52   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SGUS LLC                                                          | SGUS LLC                                           | CUSIP: MBV882000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19118 | PA      | $5735.51      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $250685.30    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99768.34     | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                                        | SIMON PROPERTY GROUP INC                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      9621 | NS      | $1794605.13   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    252000 | PA      | $242618.80    | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H7DM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5668 | PA      | $5572.25      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                       | JETBLUE AIRWAYS LOYALTY                            | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127575.00    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                                 | CONSTELLATION ENERGY CORP                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      5013 | NS      | $1399880.25   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MDL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499955 | PA      | $442678.00    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129008 | PA      | $116227.19    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     92000 | PA      | $75177.43     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    835583 | PA      | $767185.38    | 0.06%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETMS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160204 | PA      | $155523.17    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON, INC.                                              | KENNEDY WILSON INC                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94762.50     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77437.50     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    236000 | PA      | $203573.36    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                      | PROCTER GAMBLE CO                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16681 | NS      | $2409403.64   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333625.00    | 0.03%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197000.00    | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73600.00     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                       | HEXION HOLDINGS CORP                               | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     50000 | PA      | $47851.55     | 0.00%             | 2029-03-15      | Floating      | 7.67%                 | Yes           | 2                  | On Loan: No      |
| CBRE SERVICES, INC.                                               | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187314.12    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING CO INC                   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38950.00     | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502797 | PA      | $519413.06    | 0.04%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156230 | PA      | $145155.64    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TGS ASA                                                           | TGS ASA                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     85000 | PA      | $88400.00     | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                                        | AMERIPRISE FINANCIAL INC                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1411 | NS      | $627048.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                           | BAIN CAPITAL CREDIT CLO 2023 4 LTD                 | CUSIP: 05685EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527000 | PA      | $526416.29    | 0.04%             | 2039-01-21      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| APPLE INC.                                                        | APPLE INC                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    145707 | NS      | $36978979.53  | 2.93%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    544000 | PA      | $391501.57    | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GSS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10465 | PA      | $10012.74     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     27798 | NS      | $6045787.02   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154973 | PA      | $136016.43    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WAND NEWCO 3, INC.                                                | WAND NEWCO 3 INC                                   | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25500.00     | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    296000 | PA      | $314500.00    | 0.02%             | 2033-11-15      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2382156.59   | 0.19%             | 2029-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37221 | PA      | $37324.02     | 0.00%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Breakwater Energy Holdings S.a r.l.                               | BREAKWATER ENERGY HOLDINGS SARL                    | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $111300.00    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| QUALCOMM INCORPORATED                                             | QUALCOMM INC                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     29316 | NS      | $3775314.48   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    271000 | PA      | $283171.69    | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| GRAND RIVER FUNDING TRUST I                                       | GRAND RIVER FUNDING TRUST I                        | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518000 | PA      | $519537.94    | 0.04%             | 2036-02-15      | Fixed         | 6.31%                 | Yes           | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING                          | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84468.75     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    245000 | PA      | $219396.52    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79434.59     | 0.01%             | 2056-11-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40100.00     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                          | WESCO DISTRIBUTION INC                             | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40600.00     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                             | COX MEDIA GROUP                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99471 | PA      | $92905.47     | 0.01%             | 2029-06-18      | Floating      | 7.30%                 | Yes           | 2                  | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650323.70    | 0.05%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| SGUS LLC                                                          | SGUS LLC                                           | CUSIP: 81881KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       588 | PA      | $540.60       | 0.00%             | 2026-07-07      | Floating      | 14.67%                | No            | 2                  | On Loan: No      |
| COREWEAVE, INC.                                                   | COREWEAVE INC                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    395000 | PA      | $373768.75    | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    337000 | PA      | $333801.53    | 0.03%             | 2029-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES INC.                                              | VICI PROPERTIES INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     85887 | NS      | $2346432.84   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES, INC.                                 | TAYLOR MORRISON COMMUNITIES INC                    | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69737.50     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| LONZA SPECIALTY INGREDIENTS TERM B                                | LONZA SPECIALTY INGREDIENTS TERM B                 | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    282413 | PA      | $245933.63    | 0.02%             | 2028-07-03      | Floating      | 7.72%                 | Yes           | 2                  | On Loan: No      |
| VORNADO REALTY L.P.                                               | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71548.99     | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| AZUL SECURED FINANCE LLP                                          | AZUL SECURED FINANCE LLP                           | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $43800.00     | 0.00%             | 2031-02-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                     | COLUMBUS MCKINNON CORP NY                          | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81385.00     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| DBR LAND HOLDINGS LLC                                             | DBR LAND HOLDINGS LLC                              | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80800.00     | 0.01%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES TERM                               | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     89670 | PA      | $76219.81     | 0.01%             | 2031-02-15      | Floating      | 8.17%                 | Yes           | 2                  | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73125.00     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4920000 | PA      | $4692450.00   | 0.37%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959850 | PA      | $967786.55    | 0.08%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66500 | PA      | $66559.66     | 0.01%             | 2037-04-15      | Floating      | 6.51%                 | Yes           | 2                  | On Loan: No      |
| PALMER SQUARE CLO                                                 | PALMER SQUARE CLO 2026 1 LTD                       | CUSIP: 69704JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383000 | PA      | $382153.86    | 0.03%             | 2039-04-20      | Floating      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     31537 | NS      | $1391727.81   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $66682.85     | 0.01%             | 2038-03-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19672000 | PA      | $18401004.28  | 1.46%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                        | DOLLAR GENERAL CORP                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1596 | NS      | $189493.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP                                   | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    259000 | PA      | $260289.30    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67913 | PA      | $61039.60     | 0.00%             | 2041-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21107 | PA      | $18872.57     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YSKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58525 | PA      | $55988.21     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258275 | PA      | $256489.02    | 0.02%             | 2032-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                    | INT COMMERCIAL MORTGAGE TRUST 2025 PLAZA           | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $279280.36    | 0.02%             | 2037-11-05      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69680 | PA      | $57061.53     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS INC                                   | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155581.25    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125850.00    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER, LP                                              | MEDLINE BORROWER LP MEDLINE CO ISSUER INC          | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101750.00    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FUNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28618 | PA      | $28050.79     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HEXION TERM 1LN                                                   | HEXION TERM 1LN                                    | CUSIP: KUH608000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152995 | PA      | $146077.69    | 0.01%             | 2029-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                          | TALEN ENERGY SUPPLY LLC                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114712.50    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106837.50    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95523 | PA      | $84870.73     | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC                                  | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98750.00     | 0.01%             | 2199-12-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     79000 | PA      | $100896.43    | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426000 | PA      | $361101.05    | 0.03%             | 2039-05-15      | Floating      | 6.21%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NEPTUNE BIDCO US INC                               | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91437.50     | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $150959.94    | 0.01%             | 2041-06-15      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| GENESEE & WYOMING INC.                                            | GENESEE WYOMING INC                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100750.00    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    377853 | PA      | $310213.57    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                              | ALPHA GENERATION LLC                               | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211237.50    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9UW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538362 | PA      | $514185.33    | 0.04%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44500.14     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51875.00     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36639.88     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $95950.00     | 0.01%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     18000 | PA      | $25351.56     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                        | AMERICAN TOWER CORP REIT                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       262 | NS      | $45215.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LBM ACQUISITION, LLC                                              | US LBM                                             | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     28000 | PA      | $23450.00     | 0.00%             | 2031-06-06      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| WEBER BLACKSTONE TERM                                             | WEBER BLACKSTONE TERM                              | CUSIP: LQC580000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $121937.50    | 0.01%             | 2032-09-17      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1940599 | PA      | $1792833.18   | 0.14%             | 2052-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                             | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $41438.56     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| TELUS CORPORATION                                                 | TELUS CORP                                         | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $67000.00     | 0.01%             | 2055-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FSGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25346 | PA      | $24984.20     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    547000 | PA      | $533053.14    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    404000 | PA      | $408317.95    | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55725.00     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 TERM B 1LN                                 | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     30000 | PA      | $29968.80     | 0.00%             | 2032-03-20      | Floating      | 8.57%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160200.00    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82525.14     | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                    | UNITED AIRLINES HOLDINGS INC                       | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122500.00    | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORPORATION                                         | CNX RESOURCES CORP                                 | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82662.50     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| EXELIXIS, INC.                                                    | EXELIXIS INC                                       | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     30499 | NS      | $1308102.11   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GE VERNOVA INC.                                                   | GE VERNOVA LLC                                     | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2976 | NS      | $2597750.40   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131625.00    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237462 | PA      | $237753.16    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OPERATING LLC                      | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112700.00    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ECHOSTAR CORPORATION                                              | ECHOSTAR CORP                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    400801 | PA      | $403807.01    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ALUMINA PTY LTD                                                   | ALUMINA PTY LTD                                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $209100.00    | 0.02%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129914 | PA      | $116161.41    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                   | TEVA PHARM FNC NL II                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $246837.50    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $72843.75     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| METHANEX US OPERATIONS INC.                                       | METHANEX US OPERATIONS INC                         | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102125.00    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1114531.82   | 0.09%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                         | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    550000 | PA      | $517475.75    | 0.04%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45350 | PA      | $44818.40     | 0.00%             | 2046-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193817.40    | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $129824.84    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279164 | PA      | $267819.40    | 0.02%             | 2041-11-16      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| PHANTOM AVIATION LIMITED                                          | PHANTOM AVIATION                                   | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249032 | PA      | $252570.62    | 0.02%             | 2051-01-15      | Fixed         | 5.24%                 | Yes           | 2                  | On Loan: No      |
| SILVER AIRCRAFT LEASE INVESTMENT LTD                              | PROJECT SILVER                                     | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142655 | PA      | $138940.58    | 0.01%             | 2044-07-15      | Fixed         | 3.97%                 | Yes           | 2                  | On Loan: No      |
| CONNECT HOLDING II LLC                                            | BRIGHTSPEED TERM B DD 1LN                          | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |    220000 | PA      | $204545.00    | 0.02%             | 2031-04-03      | Floating      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    150000 | PA      | $149437.50    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| APLD COMPUTECO LLC                                                | APLD COMPUTECO LLC                                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $375950.00    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91437.50     | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| OCP AEGIS CLO LTD                                                 | OCP AEGIS CLO 2024 39 LTD                          | CUSIP: 67570HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339000 | PA      | $336880.60    | 0.03%             | 2038-04-16      | Floating      | 4.76%                 | Yes           | 2                  | On Loan: No      |
| ADOBE INC.                                                        | ADOBE INC                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     14055 | NS      | $3416489.40   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PART FINANCE                       | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60225.00     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXI LTD                                  | CUSIP: 55954PAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249998.93    | 0.02%             | 2034-04-20      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| NATGASOLINE LLC                                                   | NATGASOLINE TERM                                   | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     77938 | PA      | $78230.57     | 0.01%             | 2030-03-19      | Floating      | 9.17%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     75000 | PA      | $76031.25     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT, LLC                                       | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    285000 | PA      | $265050.00    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119385 | PA      | $101055.20    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42637.50     | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62336.89     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361786 | PA      | $307118.12    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | CLUB CAR TERM                                      | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    156876 | PA      | $141919.36    | 0.01%             | 2028-06-01      | Floating      | 7.96%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WK4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6769 | PA      | $6655.00      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TACO BELL FUNDING, LLC                                            | TACO BELL FUNDING LLC                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $665131.64    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                          | NEW FORTRESS ENERGY                                | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    772187 | PA      | $429590.78    | 0.03%             | 2028-10-30      | Floating      | 9.57%                 | Yes           | 2                  | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                   | BENEFIT STREET PARTNERS CLO 44 LTD                 | CUSIP: 08187NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $450494.89    | 0.04%             | 2039-01-15      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41503 | PA      | $35114.66     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2905000 | PA      | $2602584.97   | 0.21%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2641140 | PA      | $2553159.34   | 0.20%             | 2053-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION HOLDINGS INC                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65625.00     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                                           | SIZZLING PLATTER TERM DD 1LN                       | CUSIP: 84862VAD4<br>LEI: 254900DZVRH41XW33M96 | Long             | LON              | CORP              | US        |      5520 | PA      | $4957.94      | 0.00%             | 2032-06-24      | Floating      | 8.92%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187148 | PA      | $193345.47    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ARCHROCK SERVICES, L.P.                                           | ARCHROCK SERVICES LP ARCHROCK PARTNERS FINANCE     | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $158400.00    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BETHPAGE PARK CLO, LTD.                                           | BETHPAGE PARK CLO LTD                              | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    889000 | PA      | $889155.47    | 0.07%             | 2035-01-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FIN                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138250.00    | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO LTD                                   | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541000 | PA      | $539696.32    | 0.04%             | 2038-04-15      | Floating      | 4.83%                 | Yes           | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69912.50     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53350.00     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44381.25     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| C&S WHOLESALE GROCERS, LLC                                        | WHOLESALE GROCERS TERM                             | CUSIP: 12676AAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89550 | PA      | $87385.58     | 0.01%             | 2030-08-05      | Floating      | 8.70%                 | Yes           | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP UNITI GROUP FINANCE 2019 INC CS     | CUSIP: 91327TAC5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346375.00    | 0.03%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $138143.75    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO COMPANY                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2617383.56   | 0.21%             | 2031-04-04      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998681.00    | 0.08%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3131XKFP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179982 | PA      | $170005.83    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588475 | PA      | $525686.71    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | THUNDERBOLT AIRCRAFT LEASE LIMITED US LLC          | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28966 | PA      | $28965.82     | 0.00%             | 2038-09-15      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43575 | PA      | $36643.79     | 0.00%             | 2041-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                      | NORFOLK SOUTHERN CORP                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       534 | NS      | $153258.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  42100781 | NS      | $42100780.79  | 3.34%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1151509.33   | 0.09%             | 2027-05-01      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97612.50     | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS, INC.                               | MOSS CREEK RESOURCES HOLDINGS INC                  | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124843.75    | 0.01%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725000 | PA      | $1385660.16   | 0.11%             | 2056-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VALLOUREC SA                                                      | VALLOUREC SACA                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $183531.25    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500240 | PA      | $461975.58    | 0.04%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO LTD                                       | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $370585.64    | 0.03%             | 2037-04-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 26 LTD                                | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591000 | PA      | $590710.29    | 0.05%             | 2038-01-15      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223508 | PA      | $221670.34    | 0.02%             | 2030-03-15      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148800.00    | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67605.61     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8976445.29   | 0.71%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                                          | ALARM COM HOLDING INC                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     17158 | NS      | $741054.02    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NISOURCE INC.                                                     | NISOURCE FINANCE CORP                              | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919884.00    | 0.07%             | 2043-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                              | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102112.50    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SPIN HOLDCO INC.                                                  | SPIN HOLDCO INC                                    | CUSIP: 84850XAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    557822 | PA      | $424295.89    | 0.03%             | 2028-03-06      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93812.50     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE HOLDINGS INC SER A 2 PC                                  | ACRISURE HOLDINGS INC SER A 2 PC                   | CUSIP: LEI295000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5714 | NS      | $164106.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                | BURFORD CAPITAL GLOBAL FINANCE                     | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74925.00     | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING LTD                                  | CUSIP: 15033XAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $642689.59    | 0.05%             | 2037-10-20      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| Cenovus Energy Inc.                                               | CENOVUS ENERGY INC                                 | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $107042.36    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293625.00    | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    540000 | PA      | $509143.86    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     39954 | NS      | $2454374.22   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36178W7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7174 | PA      | $6654.36      | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80129.18     | 0.01%             | 2042-10-15      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| ASURION, LLC                                                      | ASURION LLC AND ASURION CO ISSUER INC              | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174825.00    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24154 | PA      | $21514.84     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                                          | RADIOLOGY PARTNERS INC                             | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44606.25     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102243.75    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KVXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74839 | PA      | $60738.20     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61932 | PA      | $50331.88     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32352 | PA      | $30900.59     | 0.00%             | 2047-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EU6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61975 | PA      | $56225.57     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                                   | LIFE TIME INC                                      | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80300.00     | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| AUTOZONE, INC.                                                    | AUTOZONE INC                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1198357.34   | 0.10%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1052603 | PA      | $1114227.14   | 0.09%             | 2054-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39972 | PA      | $38964.95     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $213881.02    | 0.02%             | 2041-06-15      | Floating      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170200.00    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP CLASS A                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     77206 | NS      | $2216584.26   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| UNUM GROUP                                                        | UNUM GROUP                                         | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    949000 | PA      | $924044.15    | 0.07%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13376.84     | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33862.50     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I, L.P.      | PHILLIPS EDISON GROCERY CENTER OPERATING           | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179777.45    | 0.01%             | 2033-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      2379 | NS      | $107078.79    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HAMLIN PARK CLO LTD                                               | HAMLIN PARK CLO LTD                                | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584000 | PA      | $583718.96    | 0.05%             | 2037-10-20      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373730 | PA      | $305661.81    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                          | WESCO DISTRIBUTION INC                             | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79500.00     | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| THE COCA-COLA COMPANY                                             | COCA COLA CO                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       681 | NS      | $51790.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1941.00      | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCE LLC                                             | JEFFERIES FINANCE LLC JFIN CO ISSUER CORP          | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135307.91    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                    | SMYRNA READY MIX CONCRET                           | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112612.50    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108762.50    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104998.94    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $70962.50     | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2375000 | PA      | $2341230.47   | 0.19%             | 2056-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     41000 | PA      | $39366.27     | 0.00%             | 2033-04-01      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPERATING PARTNERSHIP LP                | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    719000 | PA      | $731532.89    | 0.06%             | 2028-03-15      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195205 | PA      | $169628.55    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DUNKIN BRANDS                                                     | DB MASTER FINANCE LLC                              | CUSIP: 233046AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215438 | PA      | $212573.38    | 0.02%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39780 | PA      | $33657.37     | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                 | ELANCO ANIMAL HEALTH INC                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77851.28     | 0.01%             | 2028-08-28      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FS2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16728 | PA      | $16503.00     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                       | LOCKHEED MARTIN CORP                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4414 | NS      | $2667777.46   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2550000 | PA      | $2458359.38   | 0.19%             | 2041-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315253 | PA      | $312335.00    | 0.02%             | 2030-03-15      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61350.00     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27400000 | PA      | $26130609.24  | 2.07%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80334 | PA      | $81097.12     | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4999733 | PA      | $4302744.49   | 0.34%             | 2052-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3762773.45   | 0.30%             | 2054-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319449 | PA      | $289396.36    | 0.02%             | 2035-08-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                     | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49005.76     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           | 2                  | On Loan: No      |
| Horizon Midco 2 Limited                                           | THE TRAVEL CORP                                    | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GG        |    144220 | PA      | $134124.37    | 0.01%             | 2031-10-31      | Floating      | 8.20%                 | Yes           | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                          | EQUITABLE HOLDINGS INC                             | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    590000 | PA      | $585272.92    | 0.05%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | NEXTERA ENERGY OPERATING PARTNERS LP               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15375.00     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HIGHTOWER HOLDING, LLC                                            | HIGHTOWER HOLDING LLC                              | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39150.00     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                 | SYSCO CORP                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      3372 | NS      | $240524.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110275.00    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP TALLGRASS ENERGY FIN  | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45056.25     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $54150.00     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| THE TOLEDO HOSPITAL                                               | TOLEDO HOSPITAL THE                                | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117877.50    | 0.01%             | 2028-11-15      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| RAILWORKS HOLDINGS, LP                                            | RAILWORKS HOLDINGS LP R                            | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179550.00    | 0.01%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292600 | PA      | $292605.37    | 0.02%             | 2039-03-15      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376743 | PA      | $341280.58    | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                          | TALEN ENERGY SUPPLY LLC                            | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113706.25    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                       | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41300.00     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6518015.59   | 0.52%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245723 | PA      | $213476.69    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    790000 | PA      | $771359.16    | 0.06%             | 2036-02-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SGUS LLC                                                          | SAKS GLOBAL ENTERPRISES LLC                        | CUSIP: 81881KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45230 | PA      | $4070.73      | 0.00%             | 2026-07-15      | Floating      | 13.68%                | Yes           | 2                  | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA HILL CREDIT                                    | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356000 | PA      | $355652.34    | 0.03%             | 2038-04-20      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40227 | PA      | $38693.76     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98089 | PA      | $87375.90     | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| STONEMOR INC.                                                     | STONEMOR INC                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $221041.25    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    332000 | PA      | $244363.62    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150350.00    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97681 | PA      | $87795.58     | 0.01%             | 2041-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2534000 | PA      | $2426814.33   | 0.19%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| VERALTO CORPORATION                                               | VERALTO CORP                                       | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     27396 | NS      | $2422354.32   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    391000 | PA      | $322939.41    | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3998750.00   | 0.32%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627359 | PA      | $627560.46    | 0.05%             | 2039-02-15      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2026 XL6              | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728000 | PA      | $724390.58    | 0.06%             | 2043-03-15      | Floating      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYLE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12496 | PA      | $12256.49     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13980 | PA      | $12204.32     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc.                                               | CENOVUS ENERGY INC                                 | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $138674.48    | 0.01%             | 2031-03-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778506 | PA      | $672443.96    | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS INC                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66868.75     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| LAMAR MEDIA CORP.                                                 | LAMAR MEDIA CORP                                   | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $112412.50    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161000.00    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NA CAPITAL                                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71250.00     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPERATING PARTNERSHIP LP MPT FINANCE CORP      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    100000 | PA      | $111532.14    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                              | UNITED RENTALS NORTH AMERICA INC                   | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156200.00    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FIN                               | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134755 | PA      | $133881.40    | 0.01%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           | 2                  | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43425.00     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| QORVO, INC.                                                       | QORVO INC                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     12516 | NS      | $968738.40    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $113025.00    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $543046.88    | 0.04%             | 2056-04-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27800000 | PA      | $26746640.49  | 2.12%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $324984.88    | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8LU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14164 | PA      | $13927.50     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                        | VMED O2 UK FINANCING I                             | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $292400.00    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14230 | PA      | $13770.71     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                                         | ZOOM COMMUNICATIONS INC                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     24902 | NS      | $2001871.78   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204519.27    | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212594 | PA      | $212657.48    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110775.00    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    779000 | PA      | $864690.00    | 0.07%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| INVESCO US CLO LTD.                                               | INVESCO CLO LTD                                    | CUSIP: 46148HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488000 | PA      | $488394.67    | 0.04%             | 2037-07-20      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61100.00     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CONNECT HOLDING II LLC                                            | BRIGHTSPEED TERM B 1LN                             | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     24000 | PA      | $18905.52     | 0.00%             | 2031-10-03      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79172.64     | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      5126 | NS      | $581339.66    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1526531.25   | 0.12%             | 2056-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125808 | PA      | $103085.51    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99288 | PA      | $81907.81     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36207FBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38593 | PA      | $37517.00     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                       | AXALTA COATING SYSTEMS D                           | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $135525.00    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330206.30    | 0.03%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                  | CARPENTER TECHNOLOGY CORP                          | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103818.75    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $725016.41    | 0.06%             | 2036-10-15      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133APFE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35996 | PA      | $29212.71     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132662 | PA      | $119232.33    | 0.01%             | 2042-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORPORATION                                       | REWORLD HOLDING CORP                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46812.50     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500662 | PA      | $500941.30    | 0.04%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CONNECT HOLDING II LLC                                            | CONNECT HOLDING II LLC                             | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83937.50     | 0.01%             | 2031-04-03      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216562 | PA      | $201488.97    | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                             | HOWARD MIDSTREAM ENERGY                            | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44887.50     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14978 | PA      | $13015.04     | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| U.S. BANCORP                                                      | U S BANCORP                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     19792 | NS      | $1029381.92   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MESQUITE ENERGY INC                                               | MESQUITE ENERGY INC                                | CUSIP: 799ESCAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $27.80        | 0.00%             | 2199-12-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1345033.08   | 0.11%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                               | EXPEDIA GROUP INC                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7971 | NS      | $1840424.19   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56463.70     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                       | CHEMOURS CO                                        | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14868.75     | 0.00%             | 2032-10-15      | Floating      | 7.17%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197076.40    | 0.02%             | 2029-04-06      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85725.00     | 0.01%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                 | JOHNSON JOHNSON                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14119 | NS      | $3451248.36   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30225.00     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    266000 | PA      | $258631.80    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BEACON MOBILITY FINANCE CORP.                                     | BEACON MOBILITY CORP                               | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46293.75     | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                          | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $33511.77     | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133750.00    | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1079922.56   | 0.09%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111558 | PA      | $97911.75     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AASET TRUST                                                       | AASET 2021 2 TRUST                                 | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936222 | PA      | $876612.98    | 0.07%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                              | LIGHT WONDER INTERNATIONAL INC                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112412.50    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| HEICO CORPORATION                                                 | HEICO CORP                                         | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      6754 | NS      | $1851946.80   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                     | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    638000 | PA      | $562679.00    | 0.04%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           | 2                  | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                          | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69037.50     | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172000 | PA      | $170725.61    | 0.01%             | 2034-04-15      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165872 | PA      | $157253.82    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    123000 | PA      | $129303.75    | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                          | DEVON ENERGY CORP                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     30631 | NS      | $1541351.92   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10680 | PA      | $10615.73     | 0.00%             | 2038-03-15      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| RR LTD                                                            | RR 34 LTD                                          | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272000 | PA      | $271871.29    | 0.02%             | 2039-10-15      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321300.00    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118100 | PA      | $117955.11    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT TERM 1ST OUT TL                 | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2028-06-12      | Floating      | 10.78%                | Yes           | 2                  | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC.                                   | COOPER STANDARD AUTOMOTIVE INC                     | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75900.00     | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2026 ESH2              | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    806413 | PA      | $806409.29    | 0.06%             | 2043-02-15      | Floating      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH, LLC                                                  | ADAPTHEALTH LLC                                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57300.00     | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    386000 | PA      | $386829.13    | 0.03%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533760 | PA      | $489873.99    | 0.04%             | 2051-12-05      | Fixed         | 4.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284335 | PA      | $243678.45    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                               | GMF FLOORPLAN OWNER REVOLVING TRU                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $428066.08    | 0.03%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72004 | PA      | $69081.13     | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Enpro Inc.                                                        | ENPRO INC                                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71621.25     | 0.01%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    138547 | PA      | $114309.67    | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CORECIVIC, INC.                                                   | CORECIVIC INC                                      | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46800.00     | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                        | CLOUD SOFTWARE GROUP INC                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201600.00    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                              | ASCENT RESOURCES UTICA HOLDINGS LLC                | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45618.75     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15172 | NS      | $424816.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pepsico, Inc.                                                     | PEPSICO INC                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     20340 | NS      | $3158598.60   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87909.55     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1089101.31   | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309200 | PA      | $311343.60    | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33558 | PA      | $32086.54     | 0.00%             | 2047-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EUJ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2106 | PA      | $2085.87      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93181.25     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106575.00    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FFNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11638 | PA      | $11175.63     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333869 | PA      | $345669.41    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434253 | PA      | $433977.64    | 0.03%             | 2033-07-15      | Floating      | 4.61%                 | Yes           | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                               | ABBOTT LABORATORIES                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     19854 | NS      | $2038410.18   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314359 | PA      | $289765.32    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96829.85     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KVXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153093 | PA      | $124250.24    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC.                                                | NEXSTAR MEDIA INC                                  | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95712.50     | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1170244.24   | 0.09%             | 2047-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES CLO LTD                                       | CUSIP: 04016DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $660088.43    | 0.05%             | 2034-04-15      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CANO HEALTH INC WARRANTS                                          | CANO HEALTH INC WARRANTS                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       434 | NS      | $594.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| XPO, INC.                                                         | XPO INC                                            | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133575.00    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13203.79     | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                    | CALIFORNIA BUYER LTD ATLANTI                       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $239181.25    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| LBM ACQUISITION, LLC                                              | US LBM TERM                                        | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     20000 | PA      | $16821.40     | 0.00%             | 2031-06-06      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                               | SOCIETE GENERALE SA                                | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    531000 | PA      | $538301.25    | 0.04%             | 2029-04-13      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST                                    | PLYM COMMERCIAL MORTGAGE TRUST 2026 IND            | CUSIP: 69292BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $138773.33    | 0.01%             | 2043-03-15      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75750.00     | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: —       |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79687.50     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC THE                               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153266.45    | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2532310.00   | 0.20%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY, INC.                                             | CHENIERE ENERGY INC                                | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40617.80     | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1194602 | PA      | $1240581.70   | 0.10%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38063 | PA      | $34209.85     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP.                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72281.25     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Volcan Compania Minera S.A.A.                                     | VOLCAN CIA MINERA SAA                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     80000 | PA      | $81141.12     | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48812.50     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VENTAS, INC.                                                      | VENTAS INC                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      4257 | NS      | $348137.46    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES LOAN FUNDING                                                 | ARES CLO LTD                                       | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637000 | PA      | $638061.16    | 0.05%             | 2037-07-25      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719888 | PA      | $715653.16    | 0.06%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     18155 | NS      | $2653171.70   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44120 | PA      | $43013.16     | 0.00%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           | 2                  | On Loan: No      |
| Mativ Holdings, Inc.                                              | MATIV HOLDINGS                                     | CUSIP: N/A<br>LEI: 549300Z1FU4IDULG1R21       | Long             | LON              | CORP              | US        |    125000 | PA      | $120000.00    | 0.01%             | 2033-03-26      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TECHNIPFMC PLC                                                    | TECHNIPFMC PLC                                     | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     41195 | NS      | $2847810.35   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38366.25     | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CANO HEALTH, LLC                                                  | CANO HEALTH LLC                                    | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     75970 | PA      | $53178.75     | 0.00%             | 2029-06-28      | Floating      | 13.70%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34155 | PA      | $27756.95     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MOHEGAN ESCROW ISSUER, LLC                                        | MOHEGAN TRIBAL GAMING AUTHORITY                    | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31462.50     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | Yes           | 2                  | On Loan: No      |
| ALTDE TRUST                                                       | ALTDE TRUST                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429516 | PA      | $432564.96    | 0.03%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29625.00     | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: —       |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96068.75     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                       | PROGRESSIVE CORPORATION                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     16804 | NS      | $3331224.96   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLISON TRANSMISSION, INC.                                        | ALLISON TRANSMISSION INC                           | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84362.50     | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BANK                                                              | BANK                                               | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $28089.13     | 0.00%             | 2052-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                         | OAK EAGLE ACQUIRECO INC                            | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156375.00    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182579 | PA      | $162646.20    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                                 | FEDEX CORP                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2724 | NS      | $970234.32    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                                     | GLOBAL MEDICAL RESPONSE INC                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41400.00     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Versant Media Group, Inc.                                         | VERSANT MEDIA GROUP INC                            | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     10308 | NS      | $381602.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN AMERICAS LLC                                                | CROWN AMERICAS LLC                                 | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99625.00     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                      | ANTERO MIDSTREAM PARTNERS LP ANTERO MIDSTREAM FI   | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197000.00    | 0.02%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    176000 | PA      | $191637.07    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38200.00     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    164226 | PA      | $171327.65    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KGJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505298 | PA      | $493966.95    | 0.04%             | 2049-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES LLC                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    461000 | PA      | $398765.00    | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: —       |
| GFL ENVIRONMENTAL INC.                                            | GFL ENVIRONMENTAL INC                              | CUSIP: 36168QAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     85000 | PA      | $87656.25     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616381 | PA      | $521759.10    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | REALOGY GROUP CO ISSUER                            | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40477.50     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FP7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60268 | PA      | $59560.97     | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO                                    | MORGAN STANLEY EATON VANCE CLO 2025 21 LTD         | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $648445.07    | 0.05%             | 2038-04-15      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11871 | PA      | $10752.48     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WDUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98655 | PA      | $97971.25     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685366 | PA      | $709329.20    | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388729 | PA      | $331509.50    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    933753 | PA      | $864710.36    | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137550.00    | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YNA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33553 | PA      | $32180.60     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY, INC.                                                  | CVR ENERGY INC                                     | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40100.00     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    610000 | PA      | $508901.65    | 0.04%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLOBAL PART GLP FINANCE                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61800.00     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389941 | PA      | $353247.04    | 0.03%             | 2035-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     73000 | PA      | $53655.00     | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5CR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3568 | PA      | $3525.91      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| C&W SENIOR FINANCE LIMITED                                        | C W SENIOR FINANCE LTD                             | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $130325.00    | 0.01%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $111854.68    | 0.01%             | 2039-12-15      | Floating      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1373854 | PA      | $1181961.44   | 0.09%             | 2052-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ahlstrom Holding 3 Oy                                             | AHLSTROM HOLDING 3 OY                              | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     70000 | PA      | $68160.26     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WKHM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3249 | PA      | $3212.29      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KYFK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23803 | PA      | $21446.53     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                                   | WP CAREY INC                                       | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64391.51     | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    145000 | PA      | $146812.50    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Alcoa Nederland Holding B.V.                                      | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $47004.08     | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP                                   | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200597.20    | 0.02%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AEML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35547 | PA      | $29111.02     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4181116.29   | 0.33%             | 2033-04-26      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54771 | PA      | $52647.92     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $191750.00    | 0.02%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124375.00    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                          | WESCO DISTRIBUTION INC                             | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123437.50    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43758 | PA      | $43241.58     | 0.00%             | 2040-01-16      | Fixed         | 4.33%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY, INC.                                             | CHENIERE ENERGY INC                                | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202627.95    | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| APLD COMPUTECO 2 LLC                                              | APLD COMPUTECO 2 LLC                               | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133987.50    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                      | NORTHROP GRUMMAN CORP                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       302 | NS      | $206036.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO                                                              | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |      5375 | NS      | $6211.31      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                      | ENFRAGEN ENERGIA SUR SAU ENFRAGEN CHILE SPA ENFR   | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     70000 | PA      | $70525.00     | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | ANYWHERE REAL EST CO ISS                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     45400 | PA      | $45400.00     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151881 | PA      | $156341.17    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RAND PARENT, LLC                                                  | RAND PARENT LLC                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $159068.75    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258798.74    | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                       | AVIS BUDGET CAR RENTAL                             | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84681.25     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $106837.50    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                       | HEXION TERM 2LN                                    | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     42500 | PA      | $39418.75     | 0.00%             | 2030-03-15      | Floating      | 11.21%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1028990 | PA      | $848800.92    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                       | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3526885 | NS      | $3526884.71   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| KITE REALTY GROUP, L.P.                                           | RETAIL PPTYS OF AMERICA                            | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14995.95     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| THE TORO COMPANY                                                  | TORO CO                                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      6885 | NS      | $643334.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| WRANGLER HOLDCO CORP.                                             | WRANGLER HOLDCO CORP                               | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $225775.00    | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9V26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173540 | PA      | $171034.42    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                          | KODIAK GAS SERVICES LLC                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71050.00     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                     | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $243002.13    | 0.02%             | 2042-10-10      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142524.20    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LIGHTNING POWER, LLC                                              | LIGHTNING POWER LLC                                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109331.25    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES LP                               | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37200.00     | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4925000 | PA      | $4946546.88   | 0.39%             | 2056-04-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                  | SOLSTICE ADVANCED MATERIALS INC                    | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59250.00     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| HTA Group, Ltd                                                    | HTA GROUP LTD MAURITIUS                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     40000 | PA      | $40500.00     | 0.00%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XD2K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77022 | PA      | $67888.53     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156825 | PA      | $156839.50    | 0.01%             | 2039-12-15      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     18323 | NS      | $5199517.71   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| FLASH COMPUTE LLC                                                 | FLASH COMPUTE LLC                                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $166237.50    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WMY99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13908 | PA      | $13674.70     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                      | MICHAELS COS INC THE                               | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116250.00    | 0.01%             | 2034-03-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1233492.85   | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                             | EG GLOBAL FINANCE PLC                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $416812.50    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| LGI HOMES, INC.                                                   | LGI HOMES INC                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    295000 | PA      | $271400.00    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MHS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308767 | PA      | $264311.30    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610171 | PA      | $621595.32    | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                             | GOLDENTREE LOAN MANAGEMENT US CLO 28 LTD           | CUSIP: 38140CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267000 | PA      | $266986.92    | 0.02%             | 2039-10-20      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67193.75     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27975.00     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16119100 | PA      | $16198436.11  | 1.28%             | 2031-11-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERN                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59393.75     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    937000 | PA      | $935107.26    | 0.07%             | 2033-07-25      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC                                         | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285000.00    | 0.02%             | 2056-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                              | ASCENT RESOURCES ARU FIN                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30375.00     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| ACUSHNET COMPANY                                                  | ACUSHNET CO                                        | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44550.00     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA CREDIT FUNDING 4 LTD                           | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $615912.66    | 0.05%             | 2038-01-22      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2708000 | PA      | $2701295.64   | 0.21%             | 2036-10-15      | Floating      | 4.48%                 | Yes           | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690262 | PA      | $669260.92    | 0.05%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134187 | PA      | $120609.98    | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ANALOG DEVICES, INC.                                              | ANALOG DEVICES INC                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     10076 | NS      | $3205578.64   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       667 | NS      | $132753.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PARTNERS LP                        | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89887.50     | 0.01%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Herens Holdco S.a r.l.                                            | HERENS HOLDCO SARL                                 | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    367000 | PA      | $307215.70    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: —       |
| DB MASTER FINANCE LLC                                             | DB MASTER FINANCE LLC                              | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-MBS          | CORP              | US        |    314212 | PA      | $309637.82    | 0.02%             | 2055-11-20      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                           | BAIN CAPITAL CREDIT CLO LIMITED                    | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548000 | PA      | $548510.86    | 0.04%             | 2038-07-18      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | ANYWHERE REAL ESTATE GROUP LLC REALOGY CO ISSUER   | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31687.50     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| THE ADT SECURITY CORPORATION                                      | ADT SECURITY CORP THE                              | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72656.25     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES LXX CLO LTD                                   | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449000 | PA      | $448040.21    | 0.04%             | 2039-01-25      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS, INC.                                     | SURGERY CENTER HOLDINGS                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78200.00     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    657648 | PA      | $663650.01    | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WALKER & DUNLOP, INC.                                             | WALKER DUNLOP INC                                  | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63050.00     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| RIOT PLATFORMS, INC.                                              | RIOT PLATFORMS INC                                 | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $211271.85    | 0.02%             | 2030-01-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $309606.50    | 0.02%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           | 2                  | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2187647.00   | 0.17%             | 2026-09-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                                       | QUEEN MERGERCO INC                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106443.75    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                         | ELECTRONIC ARTS TERM B 1LN                         | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     75000 | PA      | $74531.25     | 0.01%             | 2033-03-23      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VIRTU FINANCIAL, INC.                                             | VIRTU FINANCIAL INC                                | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      5300 | NS      | $233094.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8921.25      | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59100.00     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18331 | PA      | $17596.88     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SLAM LIMITED                                                      | SLAM LLC                                           | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332568 | PA      | $335558.62    | 0.03%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           | 2                  | On Loan: No      |
| DUNKIN BRANDS                                                     | DM MASTER FINANCE LLC                              | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338560 | PA      | $334623.81    | 0.03%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CAP CORP                          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $145600.00    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    846400 | PA      | $846530.47    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    824000 | PA      | $815789.66    | 0.06%             | 2027-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37999 | PA      | $33557.14     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ABERCROMBIE & FITCH CO.                                           | ABERCROMBIE FITCH CO CLASS A                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      8378 | NS      | $765497.86    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HOWMET AEROSPACE INC.                                             | HOWMET AEROSPACE INC                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5431 | NS      | $1251628.26   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERMV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152404 | PA      | $138866.58    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    201000 | PA      | $193768.71    | 0.02%             | 2046-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    249000 | PA      | $244423.38    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38953 | PA      | $37047.12     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GM3Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9240 | PA      | $8841.04      | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    738000 | PA      | $709561.91    | 0.06%             | 2030-03-01      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340688 | PA      | $339325.21    | 0.03%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                             | HONEYWELL INTERNATIONAL INC                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     15639 | NS      | $3534883.17   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294055 | PA      | $240950.52    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                  | DOMINOS PIZZA MASTER                               | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772212 | PA      | $766702.65    | 0.06%             | 2048-07-25      | Fixed         | 4.33%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3315000 | PA      | $3170227.72   | 0.25%             | 2044-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674601 | PA      | $575274.52    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479000 | PA      | $426437.01    | 0.03%             | 2039-05-15      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                      | ROCKIES EXPRESS PIPELINE                           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72100.00     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                            | BLUEBERRY PARK CLO                                 | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733000 | PA      | $732644.37    | 0.06%             | 2037-10-20      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583927 | PA      | $517513.44    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65453 | PA      | $58183.83     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2377000 | PA      | $2389424.58   | 0.19%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316258 | PA      | $328261.01    | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1813461.40   | 0.14%             | 2033-10-18      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                    | ZEBRA TECHNOLOGIES CORP CLASS A                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      9920 | NS      | $2074073.60   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| TRONOX FINANCE LLC                                                | TRONOX TERM B                                      | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    154332 | PA      | $116942.15    | 0.01%             | 2031-09-30      | Floating      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORPORATION                                            | CMS ENERGY CORP                                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       331 | NS      | $25678.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $103250.00    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1142969.57   | 0.09%             | 2031-03-31      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151482 | PA      | $132460.13    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    266000 | PA      | $292357.94    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44100.00     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING BRANDS INC                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $26550.00     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| VEEVA SYSTEMS INC.                                                | VEEVA SYSTEMS INC                                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1226 | NS      | $215359.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                       | WESTERN DIGITAL CORP                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5294 | NS      | $1431974.06   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113000 | PA      | $112022.76    | 0.01%             | 2034-04-15      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 31 LTD                                | CUSIP: 33883WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452000 | PA      | $451500.44    | 0.04%             | 2039-01-18      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| OT MIDCO INC.                                                     | OT MIDCO INC                                       | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $58800.00     | 0.00%             | 2030-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| AASET TRUST                                                       | AASET 2024 1                                       | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356537 | PA      | $361379.75    | 0.03%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     51605 | NS      | $15972263.55  | 1.27%             |  |  |  | No            | 1                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44606.25     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| TESLA, INC.                                                       | TESLA INC                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     21434 | NS      | $7968089.50   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3197 | NS      | $470310.67    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     34530 | NS      | $2748933.30   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6359000 | PA      | $6380887.68   | 0.51%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| ARISTA NETWORKS, INC.                                             | ARISTA NETWORKS INC                                | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     15506 | NS      | $1903826.68   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Saudi Arabia                                           | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $151778.60    | 0.01%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WPNK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12023 | PA      | $11820.97     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122550.00    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7308.86      | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| GILEAD AVIATION LIMITED                                           | GILEAD AVIATION LLC                                | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1479009 | PA      | $1488072.35   | 0.12%             | 2050-03-15      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     15681 | NS      | $2860684.83   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48355 | PA      | $39766.86     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1673479 | PA      | $1444735.00   | 0.11%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP UNITI GROUP FINANCE INC             | CUSIP: 91327BAA8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198850.00    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141187.50    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | 5 YEAR US TREASURY NOTE FUTURE JUN26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       453 | NC      | $-581951.20   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| TEAM SERVICES TERM B 1LN                                          | TEAM SERVICES TERM B 1LN                           | CUSIP: MDW410000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43000 | PA      | $40594.58     | 0.00%             | 2033-01-31      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        63 | NS      | $13109.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107387.50    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H7BY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10065 | PA      | $9894.75      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81324.94     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: —       |
| ILLINOIS TOOL WORKS INC.                                          | ILLINOIS TOOL WORKS INC                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2702 | NS      | $703303.58    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    992933 | PA      | $854516.97    | 0.07%             | 2052-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    776000 | PA      | $759510.00    | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $89775.00     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16659 | PA      | $14475.38     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |      2010 | NS      | $82309.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68543 | PA      | $58411.71     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30640 | PA      | $27918.12     | 0.00%             | 2040-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| RIVIAN HOLDINGS, LLC                                              | RIVIAN HOLDINGS LLC RIVIAN LLC RIVIAN AUTOMOTIVE L | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $184300.00    | 0.01%             | 2031-01-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                          | GREEN LAKES PARK CLO LLC                           | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542000 | PA      | $540974.98    | 0.04%             | 2038-01-25      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| PK ALIFT LOAN FUNDING LP                                          | PK ALIFT LOAN FUNDING 3 LP                         | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165543 | PA      | $168438.48    | 0.01%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           | 2                  | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    314000 | PA      | $304961.51    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128275.00    | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280231 | PA      | $289494.62    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                          | EW SCRIPPS CO THE                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82025.00     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD     | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $88400.00     | 0.01%             | 2055-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYDE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12210 | PA      | $11976.47     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36814 | PA      | $35387.76     | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                            | SEMPRA ENERGY                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      4708 | NS      | $457476.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PERIMETER HOLDINGS, LLC                                           | PERIMETER HOLDINGS LLC                             | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117600.00    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| EOG RESOURCES, INC.                                               | EOG RESOURCES INC                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9233 | NS      | $1334814.81   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36123 | PA      | $29655.04     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2026 ESH2              | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56469 | PA      | $56565.92     | 0.00%             | 2043-02-15      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157325.00    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OP LLC                             | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29662.50     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85111 | PA      | $76496.92     | 0.01%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294700 | PA      | $294525.04    | 0.02%             | 2039-02-15      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| AMETEK, INC.                                                      | AMETEK INC W I                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     12456 | NS      | $2670068.16   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39950.00     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y6Y46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768212 | PA      | $786500.51    | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                | VENTAS REALTY LP                                   | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    367000 | PA      | $345339.66    | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                              | HOME DEPOT INC                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6678 | NS      | $2196327.42   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110509 | PA      | $110448.83    | 0.01%             | 2029-04-15      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342185 | PA      | $351189.03    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004418 | PA      | $860710.43    | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198643 | PA      | $176947.36    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    200000 | PA      | $203000.00    | 0.02%             | 2029-09-19      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215460.00    | 0.02%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA FINANCE PLC                         | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    245000 | PA      | $240482.20    | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1019185 | PA      | $966508.47    | 0.08%             | 2052-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1523 | NS      | $110843.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CANO HEALTH LLC COMMON STOCK LINE                                 | CANO HEALTH LLC COMMON STOCK LINE                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11087 | NS      | $93574.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362904 | PA      | $2351228.69   | 0.19%             | 2034-04-15      | Floating      | 4.72%                 | Yes           | 2                  | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $102437.50    | 0.01%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46313 | PA      | $40733.62     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6869003.89   | 0.54%             | 2032-06-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                        | LAMB WESTON HOLDINGS INC                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180862.50    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NORTH AMERICA CAPITAL INC                       | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48750.00     | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180M2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16738 | PA      | $15525.48     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81609 | PA      | $79630.73     | 0.01%             | 2034-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                               | HILTON GRAND VAC BOR ESC                           | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78900.00     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128401 | PA      | $115404.22    | 0.01%             | 2041-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14509 | PA      | $14031.96     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108900.00    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED           | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722892 | PA      | $684601.71    | 0.05%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           | 2                  | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     33000 | PA      | $46477.86     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39331.46     | 0.00%             | 2036-02-04      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                          | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80983.84     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107800.00    | 0.01%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129215 | PA      | $123335.52    | 0.01%             | 2032-11-05      | Fixed         | 3.11%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WN2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158250 | PA      | $151623.72    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CLO 2020 1 LTD                         | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $666203.67    | 0.05%             | 2037-10-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| PARTY CITY HOLDCO INC RESTRICTED                                  | PARTY CITY HOLDCO INC RESTRICTED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125988 | PA      | $1126347.92   | 0.09%             | 2039-03-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| CIPHER COMPUTE LLC                                                | CIPHER COMPUTE LLC                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103875.00    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636641 | PA      | $525163.25    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1150027.89   | 0.09%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Transocean International Limited                                  | TRANSOCEAN INTERNATIONAL LTD                       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26562.50     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CLECO CORPORATE HOLDINGS LLC                                      | CLECO CORPORATE HOLDINGS                           | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154769.01    | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    538000 | PA      | $543671.60    | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| THE SOUTHERN COMPANY                                              | SOUTHERN CO                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      9941 | NS      | $959505.32    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC.                                                         | AT T INC                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    163164 | NS      | $4730124.36   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| LOEWS CORPORATION                                                 | LOEWS CORP                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3485 | NS      | $371988.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1433615 | PA      | $1324351.66   | 0.11%             | 2052-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC.                                               | FORESTAR GROUP INC                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108075.00    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307RAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11881 | PA      | $11566.02     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                             | ASTON MARTIN CAPITAL HOLDINGS LTD                  | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    132000 | PA      | $100320.00    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    138612 | PA      | $128541.91    | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1275843.40   | 0.10%             | 2028-12-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    321000 | PA      | $325133.84    | 0.03%             | 2029-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    428000 | PA      | $433764.73    | 0.03%             | 2035-01-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE, NATIONAL ASSOCIATION                                 | DISCOVER BANK                                      | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256082.50    | 0.02%             | 2028-08-09      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $119344.78    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           | 2                  | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39100.00     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                      | ENFRAGEN ENERGIA SUR SA ENFRAGEN SPAIN S           | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     94084 | PA      | $85616.16     | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY TERM                                          | CONSOLIDATED ENERGY TERM                           | CUSIP: L1957LAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     89394 | PA      | $85419.30     | 0.01%             | 2030-11-15      | Floating      | 8.20%                 | Yes           | 2                  | On Loan: No      |
| TEAM SERVICES HOLDING, INC.                                       | TEAM SERVICES HOLDING INC                          | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $161850.00    | 0.01%             | 2033-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: —       |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    360000 | PA      | $334350.00    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9900000 | PA      | $9657140.63   | 0.77%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6046456 | PA      | $4988671.19   | 0.40%             | 2050-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES INC                                        | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    135000 | PA      | $90450.00     | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES TERM B 1LN                                 | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     79546 | PA      | $72113.43     | 0.01%             | 2029-09-10      | Floating      | 9.41%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22071000 | PA      | $22001166.03  | 1.74%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73500.00     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                                         | ROCKWELL AUTOMATION INC                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4919 | NS      | $1765330.72   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE US CLO 2021 10 LTD                         | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409000 | PA      | $409171.44    | 0.03%             | 2038-01-20      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113213 | PA      | $101750.01    | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    195000 | PA      | $114562.50    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| CME GROUP INC.                                                    | CME GROUP INC                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5795 | NS      | $1711553.25   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYPZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24692 | PA      | $24220.66     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC THE                               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    755000 | PA      | $745784.47    | 0.06%             | 2032-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $817090.29    | 0.06%             | 2063-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST                                     | ELP COMMERCIAL MORTGAGE TRUST 2025 ELP             | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $306554.82    | 0.02%             | 2042-11-13      | Variable      | 4.76%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128673.92    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| CONSTANT CONTACT, INC.                                            | CONSTANT CONTACT INC                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    144896 | PA      | $134443.61    | 0.01%             | 2028-02-10      | Floating      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| CENT TRUST                                                        | CENT 2025 CITY                                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404000 | PA      | $404881.69    | 0.03%             | 2040-07-10      | Variable      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CDO LTD                                | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $929558.74    | 0.07%             | 2037-10-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                           | EXXON MOBIL CORPORATION                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     45800 | NS      | $7770428.00   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427MPB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511440 | PA      | $455579.89    | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC                                 | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78600.00     | 0.01%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135237.48    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134502.50    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43031.25     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMP81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1328021 | PA      | $1256789.30   | 0.10%             | 2036-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    336000 | PA      | $338271.70    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59306.81     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37793.92     | 0.00%             | 2056-02-04      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2259743.12   | 0.18%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117559 | PA      | $113073.56    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WMZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6466 | PA      | $6357.37      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MKS, INCORPORATED.                                                | MKS INC                                            | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     52000 | PA      | $83770.96     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $154171.04    | 0.01%             | 2052-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    261737 | PA      | $237730.99    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155250.00    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    665000 | PA      | $656427.49    | 0.05%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536013 | PA      | $439195.53    | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132AEKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109461 | PA      | $97873.24     | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2245472.31   | 0.18%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    149000 | PA      | $131725.69    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                               | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210858.24    | 0.02%             | 2036-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDTQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136307 | PA      | $122504.47    | 0.01%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78084 | PA      | $77543.13     | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39750.00     | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    483000 | PA      | $490032.96    | 0.04%             | 2031-04-17      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| CLUE OPCO LLC                                                     | FORWARD AIR CORP                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $78570.00     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: —       |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38850.00     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| WULF COMPUTE LLC                                                  | WULF COMPUTE LLC                                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $194943.75    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    573000 | PA      | $578692.76    | 0.05%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $623991.03    | 0.05%             | 2039-12-15      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     98034 | NS      | $20417541.18  | 1.62%             |  |  |  | No            | 1                  | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                      | BIOMARIN PHARMACEUTICALS INC                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     15305 | NS      | $864579.45    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.                         | CALUMET SPECIALTY PRODUCTS PARTNERS LP             | CUSIP: 131477BA8<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79406.25     | 0.01%             | 2031-02-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    197000 | PA      | $196290.01    | 0.02%             | 2027-09-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67656 | PA      | $65621.43     | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264356 | PA      | $229697.62    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| S P 500 EMINI FUTURE JUN26                                        | S P 500 EMINI FUTURE JUN26                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         9 | NC      | $-90710.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HTA Group, Ltd                                                    | HTA GROUP LTD MAURITIUS                            | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    150000 | PA      | $147937.50    | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140525.00    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186315 | PA      | $183293.35    | 0.01%             | 2039-04-15      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11735 | PA      | $10630.85     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                       | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    186000 | PA      | $181303.31    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| KEHE DISTRIBUTORS, LLC                                            | KEHE DIST FIN NEXTWAVE                             | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103375.00    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                           | MICRON TECHNOLOGY INC                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16333 | NS      | $5517940.72   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     55000 | PA      | $55149.16     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494413.92    | 0.04%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARINGS CLO LTD                                                   | BARINGS CLO LTD 2020 IV                            | CUSIP: 06762BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $559729.40    | 0.04%             | 2037-10-20      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76749.21     | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                           | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $186778.60    | 0.01%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    351804 | PA      | $333334.29    | 0.03%             | 2032-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     11773 | NS      | $765245.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                     | SIXTH STREET LENDING PARTNERS                      | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    505000 | PA      | $502048.78    | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR 7 875 4 1 2030                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67925.00     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655315 | PA      | $679888.45    | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ASURION, LLC                                                      | ASURION LLC AND ASURION CO ISSUER INC              | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242931.25    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184950.00    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228525.00    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1617085.62   | 0.13%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2026 ESH2              | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83217 | PA      | $83288.84     | 0.01%             | 2043-02-15      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| NVIDIA CORPORATION                                                | NVIDIA CORP                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    237469 | NS      | $41414593.60  | 3.28%             |  |  |  | No            | 1                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRAND INDUSTRIAL SERVICES INC                      | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    177270 | PA      | $151712.99    | 0.01%             | 2030-08-01      | Floating      | 8.16%                 | Yes           | 2                  | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS INC                                   | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82500.00     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52100.33     | 0.00%             | 2046-02-04      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KUKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24872 | PA      | $20369.03     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39556 | PA      | $33467.58     | 0.00%             | 2040-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17412 | PA      | $17183.78     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8YM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58408 | PA      | $47835.63     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                         | CENTURY COMMUNITIES INC                            | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87525.00     | 0.01%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117908 | PA      | $115266.75    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240723.50    | 0.02%             | 2040-01-17      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3068000 | PA      | $3125951.45   | 0.25%             | 2027-04-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| BARINGS CLO LTD                                                   | BARINGS CLO LTD                                    | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786000 | PA      | $785607.82    | 0.06%             | 2038-01-15      | Floating      | 4.93%                 | Yes           | 2                  | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    212000 | PA      | $200621.96    | 0.02%             | 2028-11-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| CANACOL ENERGY LTD                                                | CANACOL ENERGY LTD                                 | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | LON              | CORP              | CA        |     38895 | PA      | $38894.68     | 0.00%             | 2026-06-30      | Floating      | 13.00%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FVND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5259 | PA      | $5188.58      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGBW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16058 | PA      | $15401.56     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA XO MGMT                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    125000 | PA      | $107187.50    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114318.75    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXCQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20123 | PA      | $19442.92     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $131625.00    | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| AECOM                                                             | AECOM                                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      4214 | NS      | $357431.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES CLO LTD                                       | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543000 | PA      | $542208.89    | 0.04%             | 2038-04-15      | Floating      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182825 | PA      | $170286.88    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $924687.50    | 0.07%             | 2056-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY, INC.                                              | NEXTERA ENERGY INC                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     12593 | NS      | $1169637.84   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035774.00   | 0.08%             | 2027-11-15      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| 1261229 B.C. LTD.                                                 | BAUSCH HEALTH                                      | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    496586 | PA      | $478515.04    | 0.04%             | 2030-09-25      | Floating      | 9.92%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $395156.25    | 0.03%             | 2056-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48312.50     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73908 | PA      | $71684.67     | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    383000 | PA      | $357074.35    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40725.00     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET CLO LTD                                              | SIXTH STREET CLO LTD                               | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $474035.66    | 0.04%             | 2038-10-17      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42693.75     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    296000 | PA      | $248513.02    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING XLV LTD                       | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249948.50    | 0.02%             | 2034-07-15      | Floating      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $65373.08     | 0.01%             | 2038-03-15      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42589 | PA      | $35814.58     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3131XK3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57990 | PA      | $55172.16     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY, INC.                                                  | CVR ENERGY INC                                     | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80400.00     | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117600.00    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT CO LLC                          | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    136351 | PA      | $122783.86    | 0.01%             | 2028-06-12      | Floating      | 7.78%                 | Yes           | 2                  | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                              | UNITED RENTALS INC                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166856.25    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1211350.09   | 0.10%             | 2027-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9UJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36423 | PA      | $29953.37     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I, L.P.                                         | HARVEST MIDSTREAM I LP                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132275.00    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    231000 | PA      | $240163.77    | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15352 | PA      | $13339.07     | 0.00%             | 2041-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55645.00     | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CONSTANT CONTACT, INC.                                            | CONSTANT CONTACT INC                               | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     15000 | PA      | $11913.90     | 0.00%             | 2029-02-10      | Floating      | 11.43%                | Yes           | 2                  | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                        | EMERGENT BIOSOLUTIONS                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    210000 | PA      | $176400.00    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                   | BENEFIT STREET PARTNERS CLO LTD                    | CUSIP: 08179QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501000 | PA      | $501000.00    | 0.04%             | 2038-10-20      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Allianz Variable Insurance Products Trust

**Signature:** Monique Labbe

**Name of Signer:** Monique Labbe

**Title:** Treasurer - Principal Financial Officer