# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001752724-25-160423
**Filing Date:** 2025-6
**Character Count:** 311916
**Document Hash:** 083a9bdbff21ab71a0c80267d8e9dc10
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160423.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160423

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 251081307

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### THE HARTFORD SHORT DURATION FUND (Series ID: S000003596)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000010008 | Class A      | HSDAX           |
| C000010010 | Class C      | HSDCX           |
| C000010011 | Class Y      | HSDYX           |
| C000085295 | Class I      | HSDIX           |
| C000105490 | Class R3     | HSDRX           |
| C000105491 | Class R4     | HSDSX           |
| C000105492 | Class R5     | HSDTX           |
| C000185721 | Class F      | HSDFX           |
| C000211747 | Class R6     | HSDVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** THE HARTFORD SHORT DURATION FUND

- **b. EDGAR series identifier (if any):** S000003596

- **c. LEI of Series:** 1HSGEIM6JJKSNKLG0B12

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1954218878.62

**Total Liabilities:** $17625145.81

**Net Assets:** $1936593732.81

**Delayed Delivery Securities:** $9155534.67

**Cash Not Reported:** $19960233.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2950.39000000 | **1-Year:** -100143.79000000 | **5-Year:** -218449.16000000 | **10-Year:** -57271.79000000 | **30-Year:** -6923.34000000

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

- **3-Month:** -591.97000000 | **1-Year:** -31900.26000000 | **5-Year:** -84890.01000000 | **10-Year:** -12237.44000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211747 | 0.78%                | 0.17%                | 0.59%                |
| Class ID C000010011 | 0.78%                | 0.17%                | 0.59%                |
| Class ID C000185721 | 0.78%                | 0.17%                | 0.59%                |
| Class ID C000105490 | 0.73%                | 0.12%                | 0.54%                |
| Class ID C000105492 | 0.77%                | 0.16%                | 0.58%                |
| Class ID C000105491 | 0.75%                | 0.15%                | 0.46%                |
| Class ID C000085295 | 0.78%                | 0.17%                | 0.48%                |
| Class ID C000010008 | 0.75%                | 0.15%                | 0.56%                |
| Class ID C000010010 | 0.69%                | 0.08%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1753259.51             | $12735976.37                               |
| Month 2  | $269444.36               | $-3270415.21                               |
| Month 3  | $431644.69               | $4426630.41                                |

**Designated Index Information**

- **Index Name:** HFLW Blended Benchmark

- **Index Identifier:** 50% LGC3TRUU / 35% LD18TRUU / 15% CSLLLTOT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH 2025 USD Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1801137 | PA      | $1792131.43   | 0.09%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2021-B                                        | CUSIP: 98163LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4376159.04   | 0.23%             | 2027-12-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                      | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032164.59   | 0.16%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1614389.99   | 0.08%             | 2060-03-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212879 | PA      | $208309.56    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                                                | Cotiviti Corporation 2025 2nd Amendment Term Loan                               | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1952500.00   | 0.10%             | 2032-03-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                                      | Core & Main LP 2024 Term Loan B                                                 | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1817210 | PA      | $1812666.63   | 0.09%             | 2028-07-27      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                              | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3860931.92   | 0.20%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                              | PENN Entertainment Inc 2022 Term Loan B                                         | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    709925 | PA      | $706375.37    | 0.04%             | 2029-05-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                              | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5405184.12   | 0.28%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc                                                                  | Endure Digital Inc Non-CoOp Term Loan                                           | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    971210 | PA      | $534165.41    | 0.03%             | 2028-02-10      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                   | Iron Mountain Inc 2023 Term Loan B                                              | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    706062 | PA      | $700590.51    | 0.04%             | 2031-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-R1                                                | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463611 | PA      | $440509.18    | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                            | Amentum Government Services Holdings LLC 2024 Term Loan B                       | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    867825 | PA      | $855623.38    | 0.04%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                        | AES Andes SA                                                                    | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   4900000 | PA      | $4977792.40   | 0.26%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9070362.00   | 0.47%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7186176.53   | 0.37%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2021-NQM1                                       | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415595 | PA      | $379088.90    | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-C                                           | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345000 | PA      | $1342711.62   | 0.07%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $9388035.00   | 0.48%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4524227.82   | 0.23%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                                  | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1435572 | PA      | $1325292.70   | 0.07%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   5100000 | PA      | $4979633.88   | 0.26%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2405000 | PA      | $2410664.04   | 0.12%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   5000000 | PA      | $4785944.55   | 0.25%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136AGXW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2630072 | PA      | $2436286.21   | 0.13%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                              | Spirit Aerosystems Inc 2022 Term Loan                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |   1067625 | PA      | $1066738.87   | 0.06%             | 2027-01-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                              | CACI International Inc Term Loan B                                              | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   1047375 | PA      | $1039519.69   | 0.05%             | 2031-10-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2024-B                                             | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5080000 | PA      | $5179261.17   | 0.27%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                           | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                      | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1013612 | PA      | $1002370.67   | 0.05%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                              | Champ Acquisition Corp                                                          | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9025000 | PA      | $9507629.93   | 0.49%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5647517.15   | 0.29%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4981953.28   | 0.26%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                           | Jabil Inc                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3886066.28   | 0.20%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                                              | Constellation Software Inc/Canada                                               | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   4680000 | PA      | $4762455.94   | 0.25%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | Cox Communications Inc                                                          | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2643870.62   | 0.14%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4916621.40   | 0.25%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2017-4                                      | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314240 | PA      | $302793.55    | 0.02%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-1                                                 | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771770 | PA      | $660989.51    | 0.03%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2647635 | PA      | $2265149.94   | 0.12%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                                 | Six Flags Entertainment Corporation 2024 Term Loan B                            | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1786500 | PA      | $1769528.25   | 0.09%             | 2031-05-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                               | GFL Environmental Inc 2025 Term Loan B                                          | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    580000 | PA      | $571300.00    | 0.03%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                                         | Epicor Software Corporation 2024 Term Loan B                                    | CUSIP: 000000000<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    927227 | PA      | $921960.76    | 0.05%             | 2031-05-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                              | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                        | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   2637841 | PA      | $2608165.47   | 0.13%             | 2030-09-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-3                                                 | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004387 | PA      | $945266.06    | 0.05%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                            | Boost Newco Borrower LLC 2025 USD Term Loan B                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    842888 | PA      | $840780.28    | 0.04%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38380W7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553067 | PA      | $528099.65    | 0.03%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2020-RPL1 Trust                                                            | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4426667 | PA      | $3781115.61   | 0.20%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3717095.38   | 0.19%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3553465.91   | 0.18%             | 2028-11-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5304513.30   | 0.27%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4355000 | PA      | $4363102.04   | 0.23%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388650 | PA      | $380216.44    | 0.02%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer Llc                                                      | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4383551.58   | 0.23%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company, LLC                                          | Corpay Technologies Operating Company LLC 2021 Term Loan B4                     | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2443679 | PA      | $2433195.73   | 0.13%             | 2028-04-28      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                                                          | McAfee LLC 2024 USD 1st Lien Term Loan B                                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2170258 | PA      | $2031904.02   | 0.10%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                               | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209223 | PA      | $204057.79    | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4330061.50   | 0.22%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                          | goeasy Ltd                                                                      | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   9050000 | PA      | $8826343.73   | 0.46%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                                                     | Installed Building Products Inc 2024 1st Lien Term Loan B                       | CUSIP: 45780YAZ9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | LON              | CORP              | US        |   1237100 | PA      | $1236839.87   | 0.06%             | 2031-03-28      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                    | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   4125000 | PA      | $3902276.61   | 0.20%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9575000 | PA      | $9655373.60   | 0.50%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                        | VISTA MANAGEMENT HOLDING INC 2025 TERM LOAN B                                   | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    760000 | PA      | $755880.80    | 0.04%             | 2031-04-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6156148.74   | 0.32%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                | LXP Industrial Trust                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |   4090000 | PA      | $4348414.34   | 0.22%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610305 | PA      | $540463.13    | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                            | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468710.47    | 0.02%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                        | Aspire Bakeries Holdings LLC Term Loan                                          | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    288543 | PA      | $287821.36    | 0.01%             | 2030-12-13      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                        | AutoZone Inc                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1430205.17   | 0.07%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2020-NQM1                                   | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655146 | PA      | $617711.64    | 0.03%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2024-1                            | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2805000 | PA      | $2817660.09   | 0.15%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1465813.43   | 0.08%             | 2026-11-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                  | CNO Global Funding                                                              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2265783.44   | 0.12%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-NQM4                                                                  | CUSIP: 12659PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2892426 | PA      | $2448384.56   | 0.13%             | 2066-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306331 | PA      | $310322.03    | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4085842.92   | 0.21%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-HX1 Mortgage Loan Trust                                               | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4487237 | PA      | $3832546.16   | 0.20%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                                          | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813460 | PA      | $710031.22    | 0.04%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4446315.93   | 0.23%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                             | Schlumberger Holdings Corp                                                      | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1644906.79   | 0.08%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   5410000 | PA      | $5340129.85   | 0.28%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                        | MH Sub I LLC 2023 Term Loan                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    835972 | PA      | $789993.98    | 0.04%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5828436.27   | 0.30%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                                     | Stream Innovations 2024-2 Issuer Trust                                          | CUSIP: 86324EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $729391.47    | 0.04%             | 2045-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                            | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8643783.80   | 0.45%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                 | Avantor Funding Inc 2021 EUR Incremental Term Loan B4                           | CUSIP: 05350NAJ3<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     91369 | PA      | $103443.61    | 0.01%             | 2028-06-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $19333.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                                               | CMG Media Corporation 2024 Term Loan                                            | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2024-2 Ltd                                              | CUSIP: 056921AG4<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3604716.00   | 0.19%             | 2037-07-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                            | Zelis Payments Buyer Inc Term Loan B                                            | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   2911626 | PA      | $2838834.97   | 0.15%             | 2029-09-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2019-NQM2 Trust                                                            | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235057 | PA      | $230649.09    | 0.01%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                   | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4776817.32   | 0.25%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                          | MajorDrive Holdings IV LLC Term Loan B                                          | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    952875 | PA      | $882152.62    | 0.05%             | 2028-06-01      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                               | Chamberlain Group Inc Term Loan B                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    971513 | PA      | $958281.05    | 0.05%             | 2028-11-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle Global Market Strategies CLO 2014-1 Ltd                                 | CUSIP: 14310MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003462.00   | 0.05%             | 2031-04-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                             | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1417734 | PA      | $1411907.10   | 0.07%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                          | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1546038 | PA      | $1539854.13   | 0.08%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                              | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2654710.28   | 0.14%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                      | Palmer Square Loan Funding 2024-3 Ltd                                           | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4930398.00   | 0.25%             | 2032-08-08      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2020-C7                                                    | CUSIP: 05492VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263470 | PA      | $1198694.52   | 0.06%             | 2053-04-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                              | First Brands Group LLC 2021 Term Loan                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    543930 | PA      | $504010.77    | 0.03%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc                                                           | Beacon Roofing Supply Inc 2024 Term Loan B                                      | CUSIP: 07368RAG6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2028-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14705859.30  | 0.76%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6755000 | PA      | $6816217.19   | 0.35%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427MGH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23310893 | PA      | $23421167.13  | 1.21%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2016-2                                      | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162068 | PA      | $156796.98    | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                                                        | Filtration Group Corporation 2025 USD Term Loan B                               | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1222473 | PA      | $1220077.41   | 0.06%             | 2028-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                        | Peraton Corp Term Loan B                                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1831982 | PA      | $1649113.17   | 0.09%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2013-III-R Ltd                                                     | CUSIP: 12552MAN8<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4486500.00   | 0.23%             | 2031-04-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2016-3                                      | CUSIP: 64829HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178418 | PA      | $168601.36    | 0.01%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4130000 | PA      | $4258869.84   | 0.22%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                        | Illumina Inc                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4780544.06   | 0.25%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2017-1                                       | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305949 | PA      | $259671.27    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                                      | Go Daddy Operating Company LLC 2024 Term Loan B7                                | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    931399 | PA      | $926062.31    | 0.05%             | 2031-05-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-1                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4333966 | PA      | $3623112.96   | 0.19%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  10350000 | PA      | $10810558.34  | 0.56%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                       | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1951213.91   | 0.10%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $906685.40    | 0.05%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EG GROUP LIMITED                                                                    | EG Group Limited 2024 Term Loan B                                               | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    447140 | PA      | $446419.81    | 0.02%             | 2028-02-07      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd                                                  | Morgan Stanley Eaton Vance Clo 2022-18 Ltd                                      | CUSIP: 617924AS4<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6637268.25   | 0.34%             | 2037-10-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136B3UV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1692073 | PA      | $1650119.66   | 0.09%             | 2035-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                    | DELTA 2 LUX SARL 2024 TERM LOAN B2                                              | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    151667 | PA      | $150814.30    | 0.01%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR2 Trust                                            | CUSIP: 74334GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4835000 | PA      | $4322888.89   | 0.22%             | 2042-04-17      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                                  | II-VI Inc 2024 1st Lien Term Loan B                                             | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1452842 | PA      | $1434681.00   | 0.07%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4059246.35   | 0.21%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2714293.68   | 0.14%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAB2<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   7080000 | PA      | $6979162.39   | 0.36%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Partners XV Ltd                                                      | CUSIP: 67707BAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7750000 | PA      | $7740103.25   | 0.40%             | 2037-04-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                                    | APi Group DE Inc 2025 Term Loan                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    893580 | PA      | $891471.65    | 0.05%             | 2029-01-03      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                                           | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4465000 | PA      | $4548798.67   | 0.23%             | 2030-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3968117.70   | 0.20%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                                                  | Tronox Finance LLC 2024 Term Loan B1                                            | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    991627 | PA      | $929957.44    | 0.05%             | 2029-04-04      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                                            | Air Comm Corporation LLC 2024 Term Loan                                         | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    193846 | PA      | $191180.77    | 0.01%             | 2031-11-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                           | STONEPEAK NILE PARENT LLC TERM LOAN B                                           | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    680000 | PA      | $667392.80    | 0.03%             | 2032-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Funding 6 Ltd                                                        | CUSIP: 67098UBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    815000 | PA      | $806807.62    | 0.04%             | 2037-10-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM3                                          | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300637 | PA      | $1984562.42   | 0.10%             | 2056-11-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2022 Term Loan B10                                                  | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    688033 | PA      | $663202.19    | 0.03%             | 2028-08-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                   | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4054663.29   | 0.21%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP 2024 USD Add-on Term Loan B                                 | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1783084 | PA      | $1769888.80   | 0.09%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MINIMAX VIKING GMBH                                                                 | Minimax Viking GmbH 2025 USD Term Loan B                                        | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    280000 | PA      | $278600.00    | 0.01%             | 2032-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4820196.23   | 0.25%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664907 | PA      | $648232.15    | 0.03%             | 2048-01-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                                                      | Medical Solutions Holdings Inc 2021 1st Lien Term Loan                          | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    490283 | PA      | $292943.84    | 0.02%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-19378.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2019-RPL1 Trust                                                            | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540241 | PA      | $522708.01    | 0.03%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4428749.81   | 0.23%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $4032977.48   | 0.21%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                   | Elanco Animal Health Inc Term Loan B                                            | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   2045037 | PA      | $2031580.87   | 0.10%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-3                                                   | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4330000 | PA      | $4420750.31   | 0.23%             | 2030-01-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2165796.14   | 0.11%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5644582.16   | 0.29%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                                            | Air Comm Corporation LLC 2024 Delayed Draw Term Loan                            | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     16154 | PA      | $15931.73     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                                              | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $7437249.89   | 0.38%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Inst'l Holdco Inc                                            | Russell Investments US Inst'l Holdco Inc 2024 PIK Term Loan                     | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |   1045222 | PA      | $969318.06    | 0.05%             | 2027-05-30      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   4875000 | PA      | $4667547.79   | 0.24%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4053019 | PA      | $4033816.00   | 0.21%             | 2037-02-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN                  | CUSIP: 46637TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355974 | PA      | $1263903.68   | 0.07%             | 2030-05-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2017-1                                      | CUSIP: 64829JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343622 | PA      | $333847.91    | 0.02%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                                              | Epic Crude Services LP 2024 Term Loan B                                         | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    284288 | PA      | $283730.30    | 0.01%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5391000 | PA      | $5229787.54   | 0.27%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4108478.19   | 0.21%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4467427.36   | 0.23%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136AVNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193383 | PA      | $1166328.56   | 0.06%             | 2043-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R2                                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038545 | PA      | $960045.01    | 0.05%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| SURF HOLDINGS LLC                                                                   | Surf Holdings LLC 2025 Incremental Term Loan                                    | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    543610 | PA      | $542761.78    | 0.03%             | 2027-03-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                            | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1678285.51   | 0.09%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |   3000000 | PA      | $2991933.90   | 0.15%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4892713.02   | 0.25%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company                                | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   2320525 | PA      | $2320942.81   | 0.12%             | 2028-11-05      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                                                 | STAR 2021-1 Trust                                                               | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924517 | PA      | $863283.14    | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp Term Loan B                                                | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    959075 | PA      | $954280.01    | 0.05%             | 2028-11-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                                            | Beacon Roofing Supply Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5815001.41   | 0.30%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2016-1                                      | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117214 | PA      | $113047.82    | 0.01%             | 2056-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2631786.40   | 0.14%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3620298.43   | 0.19%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                           | HUB International Limited 2025 Term Loan B                                      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2466846 | PA      | $2449330.95   | 0.13%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | Crown Castle Inc                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   4875000 | PA      | $4889737.95   | 0.25%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM2 Trust                                                            | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508106 | PA      | $1262835.01   | 0.07%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   2645000 | PA      | $2580601.95   | 0.13%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                   | Clarios Global LP 2024 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1268005 | PA      | $1404915.54   | 0.07%             | 2031-07-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48085000 | PA      | $48490717.19  | 2.50%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2747122.51   | 0.14%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Zurn Holdings Inc                                                                   | Zurn Holdings Inc 2021 Term Loan B                                              | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |   1550301 | PA      | $1556114.77   | 0.08%             | 2028-10-04      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1188946.25   | 0.06%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                            | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   3775000 | PA      | $3859962.94   | 0.20%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                       | CCC Intelligent Solutions Inc Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   1183434 | PA      | $1180475.42   | 0.06%             | 2032-01-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                     | Cimpress Public Limited Company 2024 Term Loan B                                | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |   1143479 | PA      | $1103457.13   | 0.06%             | 2028-05-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                    | EOC Borrower LLC Term Loan B                                                    | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    935000 | PA      | $921751.05    | 0.05%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-C                                           | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006900.40   | 0.05%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DU3U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20299852 | PA      | $20770146.79  | 1.07%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2642874.28   | 0.14%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2057404 | PA      | $2063506.35   | 0.11%             | 2050-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                                   | Great Canadian Gaming Corporation 2024 Term Loan B                              | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    383976 | PA      | $369192.55    | 0.02%             | 2029-11-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                                            | Nexstar Broadcasting Inc 2019 Term Loan B4                                      | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    547007 | PA      | $546749.96    | 0.03%             | 2026-09-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-2R Mortgage Loan Trust                                                | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365093 | PA      | $333161.30    | 0.02%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                   | Howard University                                                               | CUSIP: 442851AP6<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491977.31    | 0.03%             | 2025-10-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-NQM1 Trust                                                            | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1069426 | PA      | $1014121.92   | 0.05%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                             | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2922351.53   | 0.15%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5799696.31   | 0.30%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                      | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3970896.79   | 0.21%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7986135 | PA      | $7595156.75   | 0.39%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-141869.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 2nd Lien Term Loan B3                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1055000 | PA      | $982658.65    | 0.05%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3174590.10   | 0.16%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                       | American Builders & Contractors Supply Co Inc 2024 Term Loan B                  | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |   4148493 | PA      | $4141316.38   | 0.21%             | 2031-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-3                                                   | CUSIP: 16144LAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3760000 | PA      | $3833945.29   | 0.20%             | 2031-09-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                                   | GIP Pilot Acquisition Partners LP 2025 Term Loan B                              | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    725746 | PA      | $719395.43    | 0.04%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                              | Option Care Health Inc 2021 Term Loan B                                         | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    554271 | PA      | $553578.24    | 0.03%             | 2028-10-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136AR3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1751123 | PA      | $1697619.99   | 0.09%             | 2035-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1251570.72   | 0.06%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                   | Polaris Newco LLC USD Term Loan B                                               | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1058935 | PA      | $1019553.06   | 0.05%             | 2028-06-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5858059.27   | 0.30%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                                                  | OMNIA Partners LLC 2024 Term Loan B                                             | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    540919 | PA      | $537987.54    | 0.03%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715272 | PA      | $1448333.65   | 0.07%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                            | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    662000 | PA      | $602420.00    | 0.03%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $4861781.07   | 0.25%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                                    | EP Purchaser LLC 2021 Term Loan B                                               | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    518950 | PA      | $515057.88    | 0.03%             | 2028-11-06      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-3                                                   | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1578361.65   | 0.08%             | 2030-02-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11050000 | PA      | $9744826.49   | 0.50%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                         | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4037319.96   | 0.21%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2020-2R Mortgage Loan Trust                                                | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645061 | PA      | $599996.33    | 0.03%             | 2065-10-26      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.                                          | Axalta Coating Systems US Holdings Inc 2024 Term Loan B                         | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |   1124820 | PA      | $1123177.35   | 0.06%             | 2029-12-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-1 Mortgage Loan Trust                                                 | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1702420 | PA      | $1445414.75   | 0.07%             | 2066-06-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137F7DH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592718 | PA      | $549858.74    | 0.03%             | 2033-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                          | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |   9050000 | PA      | $8914518.24   | 0.46%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1860246.93   | 0.10%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5416253.60   | 0.28%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers CLO 24 Ltd                                       | CUSIP: 64130HAW1<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5956356.00   | 0.31%             | 2038-10-19      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | Csmc 2021-Nqm6 Trust                                                            | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2487193 | PA      | $2066114.55   | 0.11%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136AQ4T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547074 | PA      | $536509.52    | 0.03%             | 2034-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM4 Trust                                                            | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990980 | PA      | $2493820.12   | 0.13%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2018-3                                            | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389586 | PA      | $382911.54    | 0.02%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9525816.35   | 0.49%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                    | UFC Holdings LLC 2024 Term Loan B                                               | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   1221938 | PA      | $1220153.47   | 0.06%             | 2031-11-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                             | WEX Inc 2024 Term Loan B2                                                       | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   2588225 | PA      | $2557502.49   | 0.13%             | 2028-03-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2024-3                                                  | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2035686.20   | 0.11%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | MMAF Equipment Finance LLC 2020-A                                               | CUSIP: 60700MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155000 | PA      | $2050459.87   | 0.11%             | 2042-10-09      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42, Ltd.                                                | Octagon Investment Partners 42 Ltd                                              | CUSIP: 67576PBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5988762.00   | 0.31%             | 2037-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP 2024 Term Loan B5                                           | CUSIP: 11823LAP0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    234981 | PA      | $234863.84    | 0.01%             | 2026-11-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                   | GM Financial Consumer Automobile Receivables Trust 2024-4                       | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1708854.96   | 0.09%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                                    | AlixPartners LLP 2021 USD Term Loan B                                           | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   1852794 | PA      | $1850218.60   | 0.10%             | 2028-02-04      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                                       | Truist Insurance Holdings LLC 2024 Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    638952 | PA      | $631233.07    | 0.03%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6450000 | PA      | $6141783.53   | 0.32%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185628 | PA      | $176918.19    | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                            | Great Outdoors Group LLC 2025 Term Loan B                                       | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   1986521 | PA      | $1938347.58   | 0.10%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509850.58   | 0.13%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding LIV Ltd                                                    | CUSIP: 558188AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8937036.00   | 0.46%             | 2037-10-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194167 | PA      | $185938.65    | 0.01%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc 2025 Term Loan B1                                         | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2202157 | PA      | $2157298.58   | 0.11%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                              | Arsenal AIC Parent LLC 2025 Term Loan B                                         | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    620601 | PA      | $610826.60    | 0.03%             | 2030-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-NQM3                                                                  | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2646019 | PA      | $2233583.97   | 0.12%             | 2066-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5658715.40   | 0.29%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                                                            | Beth Israel Lahey Health Inc                                                    | CUSIP: 08661UAA4<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $2988843.90   | 0.15%             | 2028-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| PERENTI FINANCE PTY LTD                                                             | Perenti Finance Pty Ltd                                                         | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $622500.00    | 0.03%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                            | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3820000 | PA      | $3885099.83   | 0.20%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2020-2                                       | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380869 | PA      | $356486.52    | 0.02%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2020-1                                            | Bunker Hill Loan Depositary Trust 2020-1                                        | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174596 | PA      | $171666.44    | 0.01%             | 2055-02-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                                               | TRK 2021-INV1 Trust                                                             | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1123735 | PA      | $996282.56    | 0.05%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC 2025 USD Term Loan B                                   | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    999857 | PA      | $984609.46    | 0.05%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                            | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4905117.00   | 0.25%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                                | Carnival Corporation 2025 Term Loan (2027)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    205721 | PA      | $205336.37    | 0.01%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                | ERAC USA Finance LLC                                                            | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3499396.42   | 0.18%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                                             | Les Schwab Tire Centers 2025 Term Loan B                                        | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1665406 | PA      | $1651883.02   | 0.09%             | 2031-04-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                        | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2768555.57   | 0.14%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                                          | HTAP Issuer Trust 2025-1                                                        | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6527017 | PA      | $6427787.56   | 0.33%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1687716 | PA      | $1413754.33   | 0.07%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23255061 | PA      | $23265850.58  | 1.20%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2020-1                                      | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93346 | PA      | $89059.07     | 0.00%             | 2050-02-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LLC                                                     | Gilead Aviation LLC                                                             | CUSIP: 37556TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3610000 | PA      | $3564301.01   | 0.18%             | 2050-03-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3052680.00   | 0.16%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6240000 | PA      | $6297364.32   | 0.33%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                        | Ford Credit Auto Lease Trust 2024-B                                             | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6165000 | PA      | $6223891.16   | 0.32%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                           | Caesars Entertainment Inc Term Loan B                                           | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    844600 | PA      | $831508.70    | 0.04%             | 2030-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2019-GS1                                          | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920366 | PA      | $895280.90    | 0.05%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2799742.22   | 0.14%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2017-3                                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240041 | PA      | $232509.31    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                         | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4035000 | PA      | $4126259.68   | 0.21%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                       | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   2698654 | PA      | $2643682.18   | 0.14%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2021-1                                     | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304867 | PA      | $289398.59    | 0.01%             | 2065-05-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                                                    | Pegasus BidCo BV 2024 Term Loan B                                               | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    592708 | PA      | $589744.12    | 0.03%             | 2029-07-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                              | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    914412 | PA      | $906868.60    | 0.05%             | 2031-09-30      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   4155000 | PA      | $4360784.69   | 0.23%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables, LLC                                                       | Constellation Renewables LLC 2020 Term Loan                                     | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   1046659 | PA      | $1044701.41   | 0.05%             | 2027-12-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR1 Trust                                            | CUSIP: 74334NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1169918.43   | 0.06%             | 2042-02-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                                            | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856256 | PA      | $694080.87    | 0.04%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4107454 | PA      | $4032310.13   | 0.21%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                                          | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                 | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    726350 | PA      | $702591.09    | 0.04%             | 2031-04-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    967867 | PA      | $960491.53    | 0.05%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2265779.63   | 0.12%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2180000 | PA      | $2189482.56   | 0.11%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6885721.29   | 0.36%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5458631.44   | 0.28%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                         | JetBlue Airways Corporation 2024 Term Loan B                                    | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |    611925 | PA      | $550732.50    | 0.03%             | 2029-08-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| E W SCRIPPS COMPANY THE                                                             | E W SCRIPPS COMPANY THE 2025 TERM LOAN B2                                       | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    681220 | PA      | $617144.13    | 0.03%             | 2028-06-30      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-3                                                 | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1516585 | PA      | $1309081.01   | 0.07%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3816784 | PA      | $3775906.03   | 0.19%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                   | Clarios Global LP 2024 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1124357 | PA      | $1100543.18   | 0.06%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   8740000 | PA      | $9081567.94   | 0.47%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAD4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   3285000 | PA      | $3247500.08   | 0.17%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM1 Trust                                                            | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1251198 | PA      | $1060003.84   | 0.05%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM1                                          | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2097363 | PA      | $1821814.93   | 0.09%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1703155 | PA      | $1566668.49   | 0.08%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                                             | Standard Industries Inc 2021 Term Loan B                                        | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    682459 | PA      | $682349.60    | 0.04%             | 2028-09-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                             | Hyundai Auto Lease Securitization Trust 2024-C                                  | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7685000 | PA      | $7751411.46   | 0.40%             | 2029-02-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                                                | ICON Luxembourg SARL 2024 LUX Term Loan B                                       | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    119948 | PA      | $119998.26    | 0.01%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2253140.35   | 0.12%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                             | First Student Bidco Inc 2024 Term Loan C                                        | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    384030 | PA      | $381929.44    | 0.02%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3567129.97   | 0.18%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996123.73   | 0.15%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                   | GM Financial Consumer Automobile Receivables Trust 2024-3                       | CUSIP: 38013KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8820000 | PA      | $8963556.97   | 0.46%             | 2030-02-19      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2021-2                                     | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695537 | PA      | $618385.52    | 0.03%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                 | Silgan Holdings Inc                                                             | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4291565.72   | 0.22%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                              | Athenahealth Group Inc 2022 Term Loan B                                         | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    630169 | PA      | $623968.60    | 0.03%             | 2029-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                                 | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    955000 | PA      | $952020.40    | 0.05%             | 2032-03-11      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3251051.73   | 0.17%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                               | Petco Health and Wellness Company Inc 2021 Term Loan B                          | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    978475 | PA      | $851087.21    | 0.04%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843253 | PA      | $774708.94    | 0.04%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2022-D                                             | CUSIP: 345295AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1870081.03   | 0.10%             | 2030-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                                          | Kaseya Inc 2025 1st Lien Term Loan B                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    910000 | PA      | $902847.40    | 0.05%             | 2032-03-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                                              | Michaels Companies Inc 2021 Term Loan B                                         | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   1039451 | PA      | $567280.48    | 0.03%             | 2028-04-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2019-1                                      | CUSIP: 64830CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557708 | PA      | $529066.84    | 0.03%             | 2057-09-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Fluidra SA                                                                          | Fluidra SA 2022 USD Term Loan B                                                 | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |    338625 | PA      | $334392.19    | 0.02%             | 2029-01-29      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTNERS INC                                                             | AHP Health Partners Inc 2024 Term Loan B                                        | CUSIP: 00130MAK0<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |   1292569 | PA      | $1289738.54   | 0.07%             | 2028-08-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                           | Flynn Restaurant Group LP 2025 Incremental Term Loan                            | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    865000 | PA      | $843375.00    | 0.04%             | 2032-01-28      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-B                                           | CUSIP: 44934QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3645000 | PA      | $3709160.02   | 0.19%             | 2030-09-16      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2023-3                                            | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2532087 | PA      | $2595695.19   | 0.13%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078865.74   | 0.16%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-4                                                 | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529739 | PA      | $502832.03    | 0.03%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                             | Brown Group Holding LLC Term Loan B                                             | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   2073398 | PA      | $2050342.20   | 0.11%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                      | American Rock Salt Company LLC 2021 Term Loan                                   | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    721875 | PA      | $587606.25    | 0.03%             | 2028-06-09      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                               | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1260903 | PA      | $1255543.70   | 0.06%             | 2030-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                                | Carnival Corporation 2025 Term Loan (2028)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   1276983 | PA      | $1271402.20   | 0.07%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                                                    | Fugue Finance BV 2025 Term Loan B                                               | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    880048 | PA      | $877848.13    | 0.05%             | 2032-01-09      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                            | PVH Corp                                                                        | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2521061.83   | 0.13%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                               | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235000 | PA      | $232699.35    | 0.01%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-5                                                 | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3228293 | PA      | $2773781.78   | 0.14%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                                        | World Omni Select Auto Trust 2024-A                                             | CUSIP: 98164LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10116575.00  | 0.52%             | 2030-06-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                   | Clean Harbors Inc 2024 Term Loan B                                              | CUSIP: 18449EAH3<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |   2463176 | PA      | $2474457.35   | 0.13%             | 2028-10-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                             | UKG Inc 2024 Term Loan B                                                        | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1629606 | PA      | $1623169.55   | 0.08%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5667806.30   | 0.29%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38379XCQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1091057 | PA      | $962728.32    | 0.05%             | 2046-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38376M4V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409810 | PA      | $391997.46    | 0.02%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                      | Proofpoint Inc 2024 Term Loan                                                   | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    129673 | PA      | $128829.67    | 0.01%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2025973.45   | 0.10%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -800 | NC      | $-647635.99   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UTZ QUALITY FOODS LLC                                                               | UTZ Quality Foods LLC 2025 Term Loan B                                          | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    753351 | PA      | $748077.39    | 0.04%             | 2032-01-29      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc 2025 Repriced Term Loan B                                             | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   1214656 | PA      | $1212833.77   | 0.06%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                                           | Crocs Inc 2024 Term Loan                                                        | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    806250 | PA      | $806757.91    | 0.04%             | 2029-02-19      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                             | SG Commercial Mortgage Securities Trust 2020-COVE                               | CUSIP: 78397FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9081050.00   | 0.47%             | 2037-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4200336.16   | 0.22%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM3 Trust                                                            | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1956599 | PA      | $1687527.39   | 0.09%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                                                         | John Bean Technologies Corp Term Loan B                                         | CUSIP: 000000000<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |    340000 | PA      | $338725.00    | 0.02%             | 2032-01-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                               | DirecTV Financing LLC Term Loan                                                 | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62506 | PA      | $62422.69     | 0.00%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                         | Post Road Equipment Finance 2025-1 LLC                                          | CUSIP: 73747LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $836951.17    | 0.04%             | 2031-05-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                          | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4755000 | PA      | $5093127.76   | 0.26%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3727593.94   | 0.19%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                            | Ares Strategic Income Fund                                                      | CUSIP: 04020EAA5<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5095399.60   | 0.26%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR1 Trust                                            | CUSIP: 74331QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4090590.68   | 0.21%             | 2041-02-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                    | Aretec Group Inc 2024 Term Loan B                                               | CUSIP: 04009DAG9<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARNES GROUP INC                                                                    | Barnes Group Inc 2025 Term Loan B                                               | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |    490000 | PA      | $481630.80    | 0.02%             | 2032-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR2 Trust                                            | CUSIP: 74334GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3357000 | PA      | $3081957.97   | 0.16%             | 2042-04-17      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   3770000 | PA      | $3877537.03   | 0.20%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6017490.00   | 0.31%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $3206857.74   | 0.17%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-NQM1 Trust                                                             | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536486 | PA      | $494716.81    | 0.03%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2754454.60   | 0.14%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483768 | PA      | $464565.77    | 0.02%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                 | LBM Acquisition LLC 2024 Incremental Term Loan B                                | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   1946603 | PA      | $1838332.65   | 0.09%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                                        | PetSmart Inc 2021 Term Loan B                                                   | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1109750 | PA      | $1091716.61   | 0.06%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3074601.96   | 0.16%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IMS Ecuadorian Mortagage Trust                                                      | IMS ECUADORIAN MORTGAGE 2021-1 TRUST                                            | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581737 | PA      | $1544418.07   | 0.08%             | 2043-08-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOODS INC                                                                | Newly Weds Foods Inc Term Loan B                                                | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   1175000 | PA      | $1167656.25   | 0.06%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                           | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2883083.79   | 0.15%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                                  | United Rentals Inc 2024 Term Loan B                                             | CUSIP: 91136EAL9<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |   2175519 | PA      | $2180957.61   | 0.11%             | 2031-02-14      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                    | IRB Holding Corp 2024 1st Lien Term Loan B                                      | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   1654464 | PA      | $1640632.26   | 0.08%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MasOrange Finco Plc                                                                 | MasOrange Finco Plc 2025 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |   2392234 | PA      | $2677306.24   | 0.14%             | 2031-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                               | Element Solutions Inc 2024 Term Loan B                                          | CUSIP: 000000000<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |   1091638 | PA      | $1088002.44   | 0.06%             | 2030-12-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5110929.00   | 0.26%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Delos Aircraft Designated Activity Co                                               | Delos Aircraft Designated Activity Co Term Loan                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    474000 | PA      | $473829.36    | 0.02%             | 2027-10-31      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2607249.36   | 0.13%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                                                | Century De Buyer LLC 2024 Term Loan B                                           | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    808898 | PA      | $804351.68    | 0.04%             | 2030-10-30      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc 2025 Term Loan B                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    438900 | PA      | $436363.16    | 0.02%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6490000 | PA      | $6315726.04   | 0.33%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2020-NQM1                                       | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346354 | PA      | $337222.25    | 0.02%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR1 Trust                                            | CUSIP: 74334NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1032152.81   | 0.05%             | 2042-02-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2657200.58   | 0.14%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5345786.45   | 0.28%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211738 | PA      | $207325.71    | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                              | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1370815.74   | 0.07%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4380000 | PA      | $4471700.12   | 0.23%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290054 | PA      | $282723.72    | 0.01%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                         | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4635000 | PA      | $4646357.14   | 0.24%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Trust 2022-1                                                                | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    584864 | PA      | $583873.53    | 0.03%             | 2028-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5027989.50   | 0.26%             | 2060-03-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-1                                                 | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127142 | PA      | $123013.02    | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1897565.14   | 0.10%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136A2FP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1751013 | PA      | $1686703.18   | 0.09%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                     | NorthRiver Midstream Finance LP 2023 USD Term Loan B                            | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |    734492 | PA      | $731473.19    | 0.04%             | 2030-08-16      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5073532.30   | 0.26%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                        | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1134990.11   | 0.06%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4049138.92   | 0.21%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                                                   | EMRLD Borrower LP Term Loan B                                                   | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    591870 | PA      | $584252.47    | 0.03%             | 2030-05-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| E2open LLC                                                                          | E2open LLC 2020 Term Loan B                                                     | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |   1859385 | PA      | $1847763.51   | 0.10%             | 2028-02-04      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                    | Cinemark USA Inc 2024 Term Loan B                                               | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |   1960250 | PA      | $1953721.87   | 0.10%             | 2030-05-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344793 | PA      | $335943.19    | 0.02%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3794548.06   | 0.20%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1390000 | PA      | $1360460.14   | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                               | Arroyo Mortgage Trust 2021-1R                                                   | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306156 | PA      | $1175251.21   | 0.06%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                                                                 | Chrysaor Bidco Sarl USD Term Loan B                                             | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    190406 | PA      | $190485.99    | 0.01%             | 2031-10-30      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                              | Penn Entertainment Inc                                                          | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1995441.18   | 0.10%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2981030.40   | 0.15%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust 2020-1                                          | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65946 | PA      | $65129.26     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                          | Air Canada 2024 Term Loan B                                                     | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    247500 | PA      | $243908.78    | 0.01%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2023 Term Loan B11                                                  | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    550175 | PA      | $532305.73    | 0.03%             | 2028-08-19      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                               | Playtika Holding Corp 2021 Term Loan B1                                         | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    984810 | PA      | $960288.28    | 0.05%             | 2028-03-13      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XXVIII                                                               | CUSIP: 03767CAC4<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2745052.75   | 0.14%             | 2031-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2018-RP3                                          | CUSIP: 17327DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386454 | PA      | $377109.33    | 0.02%             | 2061-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CeramTec AcquiCo GmbH                                                               | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |   1487723 | PA      | $1656683.21   | 0.09%             | 2029-03-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4355000 | PA      | $4463136.78   | 0.23%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5525000 | PA      | $5545988.43   | 0.29%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31397UNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6223297 | PA      | $6503281.36   | 0.34%             | 2041-06-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                 | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9280000 | PA      | $9439671.68   | 0.49%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV2 Trust                                                             | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1786626 | PA      | $1586424.11   | 0.08%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796419.98    | 0.04%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                               | ARI Fleet Lease Trust 2024-B                                                    | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1802365.76   | 0.09%             | 2033-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1249 | NC      | $-2490670.23  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $843423.75    | 0.04%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3654136.50   | 0.19%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                 | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2882498.84   | 0.15%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XIII LLC                                     | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $715966.35    | 0.04%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                                       | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   5375000 | PA      | $5054808.56   | 0.26%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                        | Acrisure LLC 2024 1st Lien Term Loan B6                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   2412133 | PA      | $2380486.07   | 0.12%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    905000 | PA      | $946633.85    | 0.05%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                      | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2788307.61   | 0.14%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                         | Post Road Equipment Finance 2025-1 LLC                                          | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865000 | PA      | $2905848.31   | 0.15%             | 2032-05-17      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2952082 | PA      | $2473868.07   | 0.13%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5560000 | PA      | $5712998.02   | 0.30%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                                    | Ensemble RCM LLC 2024 Term Loan B                                               | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   1003354 | PA      | $1001788.53   | 0.05%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp Term Loan C                                                | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     73868 | PA      | $73498.26     | 0.00%             | 2028-11-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2452782.47   | 0.13%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                           | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7215000 | PA      | $7383632.08   | 0.38%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2021-NMR1                                         | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2057008 | PA      | $1959657.12   | 0.10%             | 2060-11-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                          | HEICO Corp                                                                      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    790000 | PA      | $806868.59    | 0.04%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   5000000 | PA      | $4947974.50   | 0.26%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                   | Howard University                                                               | CUSIP: 442851AG6<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    655000 | PA      | $645920.88    | 0.03%             | 2025-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822347 | PA      | $1655555.01   | 0.09%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                                            | TricorBraun Holdings Inc 2021 Term Loan                                         | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   1887084 | PA      | $1858419.35   | 0.10%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-NQM1                                                                  | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1474668 | PA      | $1345561.26   | 0.07%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2018-RP2                                          | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312354 | PA      | $306837.46    | 0.02%             | 2058-02-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                 | Avantor Funding Inc 2024 Term Loan                                              | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    150443 | PA      | $150489.51    | 0.01%             | 2027-11-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2018-CH3                                                 | CUSIP: 81746WAA6<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     21840 | PA      | $21507.75     | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3646001.48   | 0.19%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6700000 | PA      | $6692179.76   | 0.35%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379173.44    | 0.02%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                       | VALVOLINE INC TERM LOAN B                                                       | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    240000 | PA      | $238900.80    | 0.01%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2259050.46   | 0.12%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                                            | MI Windows and Doors LLC 2024 Term Loan B2                                      | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    337450 | PA      | $331429.89    | 0.02%             | 2031-03-28      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA INC                                                        | Harbor Freight Tools USA Inc 2024 Term Loan B                                   | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    962725 | PA      | $893360.66    | 0.05%             | 2031-06-11      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44650000 | PA      | $43830253.68  | 2.26%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                                 | WEC US Holdings Ltd 2024 Term Loan                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1806362 | PA      | $1787846.91   | 0.09%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                             | First Student Bidco Inc 2024 1st Lien Term Loan B                               | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   1255773 | PA      | $1248903.67   | 0.06%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                                | Aramark Services Inc 2024 Term Loan B7                                          | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1001985 | PA      | $1002736.45   | 0.05%             | 2028-04-06      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136AKDL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3932 | PA      | $3915.55      | 0.00%             | 2043-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1253531.17   | 0.06%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ZACAPA SARL                                                                         | Zacapa SARL 2024 Term Loan                                                      | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |    563785 | PA      | $560436.23    | 0.03%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  14175000 | PA      | $13718872.46  | 0.71%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-3 Mortgage Loan Trust                                                 | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3376142 | PA      | $2805670.95   | 0.14%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                               | ARI Fleet Lease Trust 2024-B                                                    | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1815000 | PA      | $1853426.09   | 0.10%             | 2033-04-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2020-NQM2 Trust                                                            | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379524 | PA      | $362929.85    | 0.02%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                                                                   | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |   2347660 | PA      | $2332987.54   | 0.12%             | 2030-10-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2014-150E                                        | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $4878331.70   | 0.25%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31398NFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3961290 | PA      | $3974962.43   | 0.21%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-CM1 Trust                                                             | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1148959 | PA      | $1094576.45   | 0.06%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding XLII Ltd                                                   | CUSIP: 04966HAE6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   4050000 | PA      | $4042827.45   | 0.21%             | 2030-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                                              | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   6335000 | PA      | $6445538.78   | 0.33%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                                            | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2825000 | PA      | $2861332.64   | 0.15%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                                 | LSF12 Crown US Commercial Bidco LLC Term Loan B                                 | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    750000 | PA      | $718747.50    | 0.04%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1010000 | PA      | $961469.10    | 0.05%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                                                 | MKS Instruments Inc 2025 USD Repriced Term Loan                                 | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    694017 | PA      | $687423.41    | 0.04%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2934501 | PA      | $2808053.77   | 0.14%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                                                | Falcon 2019-1 Aerospace Ltd                                                     | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    858596 | PA      | $828749.00    | 0.04%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                         | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1260000 | PA      | $1285097.97   | 0.07%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                               | Ontario Gaming GTA LP Term Loan B                                               | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    656688 | PA      | $634031.78    | 0.03%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                        | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   3439720 | PA      | $3420388.57   | 0.18%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM2 Trust                                                             | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2913016 | PA      | $2365807.48   | 0.12%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                      | Wynn Macau Ltd                                                                  | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   6600000 | PA      | $6093318.00   | 0.31%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144103 | PA      | $1126380.68   | 0.06%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corporation                                      | Science Applications International Corporation 2024 Term Loan B3                | CUSIP: 80862QAK7<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | LON              | CORP              | US        |   1642413 | PA      | $1647209.27   | 0.09%             | 2031-02-10      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                         | Post Road Equipment Finance 2025-1 LLC                                          | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3741932.10   | 0.19%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137A0MB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597860 | PA      | $600720.11    | 0.03%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                     | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1001070 | PA      | $993871.92    | 0.05%             | 2031-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GSFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25684281 | PA      | $26095298.89  | 1.35%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS LLC                                                      | Reynolds Consumer Products LLC 2025 Term Loan B                                 | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |   1255000 | PA      | $1257610.40   | 0.06%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM4 Trust                                                             | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3703236 | PA      | $3119934.67   | 0.16%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136AAGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1901536 | PA      | $1629014.28   | 0.08%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUARTZ ACQUIRECO LLC                                                                | Quartz Acquireco LLC 2024 Term Loan B1                                          | CUSIP: 74773KAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1764739.52   | 0.09%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $765639.44    | 0.04%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Term Loan B9                                                   | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    840000 | PA      | $820402.80    | 0.04%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-AFC1 Trust                                                            | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444413 | PA      | $423793.80    | 0.02%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                                  | Dun & Bradstreet Corporation (The) 2024 Term Loan                               | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   3395694 | PA      | $3381364.11   | 0.17%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                         | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                    | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    902403 | PA      | $901031.27    | 0.05%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3279626 | PA      | $2758047.40   | 0.14%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3500000 | PA      | $3600101.75   | 0.19%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10950000 | PA      | $10873007.81  | 0.56%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7390867 | PA      | $7415116.65   | 0.38%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | Regal Rexnord Corp                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2388641.55   | 0.12%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR4 Trust                                            | CUSIP: 74334JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2606284.04   | 0.13%             | 2041-07-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                                         | Corporation Service Company Term Loan B                                         | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |   1245843 | PA      | $1232350.22   | 0.06%             | 2029-11-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3852941.04   | 0.20%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                                                      | Tempur Sealy International Inc 2024 Term Loan B                                 | CUSIP: 88025BAN1<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   1745625 | PA      | $1740388.13   | 0.09%             | 2031-10-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2047826.02   | 0.11%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2102203.38   | 0.11%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LIMITED                                                         | Four Seasons Hotels Limited 2024 1st Lien Term Loan B                           | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   2222851 | PA      | $2223140.37   | 0.11%             | 2029-11-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                                      | KFC Holding Co 2021 Term Loan B                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |   1672077 | PA      | $1672595.62   | 0.09%             | 2028-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                                              | Hayward Industries Inc 2021 Term Loan                                           | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |   2156000 | PA      | $2146125.52   | 0.11%             | 2028-05-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                            | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1869962.63   | 0.10%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                         | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3761187.35   | 0.19%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                                                 | SAPPHIRE AVIATION FINANCE II LTD                                                | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060929 | PA      | $1006831.04   | 0.05%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38376FFQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47354 | PA      | $47719.24     | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2018-1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94763 | PA      | $93566.06     | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                    | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $4899328.27   | 0.25%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                                      | Blackhawk Network Holdings Inc 2025 Term Loan B                                 | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   1915274 | PA      | $1911386.38   | 0.10%             | 2029-03-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                                         | Fortress Intermediate 3 Inc Term Loan B                                         | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   1019875 | PA      | $996927.81    | 0.05%             | 2031-06-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                          | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2590000 | PA      | $2600750.83   | 0.13%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2020-4                                               | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327323 | PA      | $319755.24    | 0.02%             | 2065-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5950263.96   | 0.31%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                               | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767831 | PA      | $731553.93    | 0.04%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2020-1                                               | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117242 | PA      | $114923.47    | 0.01%             | 2060-01-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4139815.92   | 0.21%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2794170.39   | 0.14%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-AFC1 Trust                                                            | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1747883 | PA      | $1448206.78   | 0.07%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581464 | PA      | $523045.67    | 0.03%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                    | Delta 2 (LUX) Sarl 2024 Term Loan B1                                            | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    303333 | PA      | $301628.60    | 0.02%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                                                              | Savage Enterprises LLC 2024 Term Loan B                                         | CUSIP: 80465JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    999027 | PA      | $997069.16    | 0.05%             | 2028-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2020-NQM                                    | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261540 | PA      | $252973.92    | 0.01%             | 2060-05-24      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO XXII Ltd                                                           | CUSIP: 87167GCP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1968672.00   | 0.10%             | 2033-04-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                 | White Cap Buyer LLC 2024 Term Loan B                                            | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    980355 | PA      | $953836.76    | 0.05%             | 2029-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                        | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1967760 | PA      | $1954064.14   | 0.10%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2024-SFR1 Trust                                                            | CUSIP: 00179CAG3<br>LEI: 549300164ZV2301BC703 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9401891.00   | 0.49%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                                  | Vestis Corporation Term Loan                                                    | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    552781 | PA      | $537579.77    | 0.03%             | 2031-02-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                                 | Verisure Holding AB 2021 EUR Term Loan                                          | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |   2380000 | PA      | $2683539.12   | 0.14%             | 2028-03-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2020 Term Loan B8                                                   | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2062565 | PA      | $2044187.17   | 0.11%             | 2026-12-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4136660.92   | 0.21%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386675 | PA      | $364832.56    | 0.02%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                 | Station Casinos LLC 2024 Term Loan B                                            | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1247400 | PA      | $1236622.46   | 0.06%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3860000 | PA      | $3933368.18   | 0.20%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                   | GM Financial Consumer Automobile Receivables Trust 2024-3                       | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2935000 | PA      | $2985646.36   | 0.15%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5092330.00   | 0.26%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3306581.87   | 0.17%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                                               | Tempo Acquisition LLC 2025 Repriced Term Loan B                                 | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    836942 | PA      | $829359.79    | 0.04%             | 2028-08-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                                  | Tronox Finance LLC 2024 1st Lien Term Loan B                                    | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    840967 | PA      | $788641.82    | 0.04%             | 2031-09-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                                                  | Nouryon Finance BV 2024 USD Term Loan B1                                        | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    247650 | PA      | $245688.38    | 0.01%             | 2028-04-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                                                        | First Advantage Holdings LLC 2024 Term Loan B                                   | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   1226925 | PA      | $1216569.75   | 0.06%             | 2031-10-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc 2025 Term Loan B                                          | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    510000 | PA      | $499335.90    | 0.03%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2023-SFR2 Trust                                              | CUSIP: 895978AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8307101.88   | 0.43%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $62826.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                     | Trans Union LLC 2024 Term Loan B9                                               | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1449286 | PA      | $1440227.80   | 0.07%             | 2031-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                         | Citibank NA                                                                     | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3388035.58   | 0.17%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101175000 | PA      | $95167734.38  | 4.91%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                         | Ziggo Financing Partnership USD Term Loan I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $982500.00    | 0.05%             | 2028-04-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                         | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5740000 | PA      | $5884605.93   | 0.30%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC                                                        | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4894334.25   | 0.25%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-4                                                 | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1297018 | PA      | $1091651.49   | 0.06%             | 2065-01-20      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136A9NV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580770 | PA      | $547491.31    | 0.03%             | 2042-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers CLO 55 Ltd                                       | CUSIP: 640969AG6<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |   3630000 | PA      | $3630907.50   | 0.19%             | 2038-04-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                   | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4333285.38   | 0.22%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2024-I Ltd                                               | CUSIP: 88240JAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9505101.50   | 0.49%             | 2037-04-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200795 | PA      | $2873797.27   | 0.15%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   3800000 | PA      | $3985193.00   | 0.21%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                             | Belron Finance 2019 LLC 2024 USD Term Loan B                                    | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1039775 | PA      | $1035584.71   | 0.05%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5051278.55   | 0.26%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2024-3                                                  | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2545720.00   | 0.13%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                               | American Airlines Inc 2025 Term Loan                                            | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    763750 | PA      | $746565.63    | 0.04%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                              | First Brands Group LLC 2022 Incremental Term Loan                               | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    625915 | PA      | $578971.49    | 0.03%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2020-NQM1 Trust                                                             | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288742 | PA      | $278575.60    | 0.01%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | CLYDESDALE ACQ HOLDINGS INC 2025 DELAYED DRAW TERM LOAN                         | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     13058 | PA      | $12942.59     | 0.00%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                             | PRA Health Sciences Inc 2024 US Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |     29885 | PA      | $29897.65     | 0.00%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320289 | PA      | $1105987.57   | 0.06%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR BIDCO SARL                                                                 | Chrysaor Bidco Sarl USD Delayed Draw Term Loan                                  | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |     14117 | PA      | $14122.70     | 0.00%             | 2031-10-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                            | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   4850000 | PA      | $4806466.55   | 0.25%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                            | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   3325000 | PA      | $3601342.58   | 0.19%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5131870.00   | 0.26%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | Stryker Corp                                                                    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5652266.71   | 0.29%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                                | Aramark Services Inc 2024 Term Loan B8                                          | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1438064 | PA      | $1435661.94   | 0.07%             | 2030-06-22      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3120000 | PA      | $3295614.38   | 0.17%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                            | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $509711.09    | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2024-3                                                  | CUSIP: 14319GAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3308354.40   | 0.17%             | 2030-02-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2422832.21   | 0.13%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $5084768.90   | 0.26%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                               | SS&C Technologies Inc 2024 Term Loan B8                                         | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1681385 | PA      | $1678408.94   | 0.09%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4027151.88   | 0.21%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                  | Alliant Holdings Intermediate LLC 2024 Term Loan B6                             | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    731422 | PA      | $725782.70    | 0.04%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999099.42   | 0.10%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                                                  | CHG PPC Parent LLC 2021 Term Loan                                               | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |   1537036 | PA      | $1533193.22   | 0.08%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                                 | Boels Topholding BV 2025 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |   1443965 | PA      | $1621860.04   | 0.08%             | 2031-05-23      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2540246.03   | 0.13%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                               | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    974847 | PA      | $970859.57    | 0.05%             | 2030-11-08      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795397 | PA      | $704118.68    | 0.04%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                                                  | BSPRT 2022-FL8 Issuer Ltd                                                       | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2206057 | PA      | $2197090.29   | 0.11%             | 2037-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                                           | Construction Partners Inc Term Loan B                                           | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    289275 | PA      | $286865.34    | 0.01%             | 2031-11-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13397520.69  | 0.69%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3530000 | PA      | $3661166.79   | 0.19%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5889876.94   | 0.30%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2017596.00   | 0.10%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                         | Surgery Center Holdings Inc 2024 Term Loan B                                    | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   1595146 | PA      | $1588669.75   | 0.08%             | 2030-12-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                                   | Hanesbrands Inc 2025 Term Loan B                                                | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |   1037036 | PA      | $1025804.54   | 0.05%             | 2032-03-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Whitewater Whistler Holdings, LLC                                                   | Whitewater Whistler Holdings LLC 2024 Refinancing Term Loan                     | CUSIP: 000000000<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |    269942 | PA      | $268322.12    | 0.01%             | 2030-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM5 Trust                                                            | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4495480 | PA      | $3716480.50   | 0.19%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                 | Hilcorp Energy I LP Term Loan B                                                 | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    280000 | PA      | $275100.00    | 0.01%             | 2030-02-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc 2024 Term Loan B                                                | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1724269 | PA      | $1707267.61   | 0.09%             | 2029-09-12      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2018-2                                            | CUSIP: 59980MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12367 | PA      | $12321.97     | 0.00%             | 2058-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                                   | Bunker Hill Loan Depositary Trust 2019-3                                        | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221868 | PA      | $218880.25    | 0.01%             | 2059-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4340000 | PA      | $4577398.00   | 0.24%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                            | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    746942 | PA      | $740316.21    | 0.04%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                        | MH Sub I LLC 2024 Term Loan B4                                                  | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    565779 | PA      | $494552.65    | 0.03%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC                                   | Foundation Building Materials Holding Company LLC 2021 Term Loan                | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    919188 | PA      | $880425.37    | 0.05%             | 2028-01-31      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1305760.40   | 0.07%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137BKD72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27816 | PA      | $27657.48     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                             | QXO INC TERM LOAN B                                                             | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1280000 | PA      | $1278400.00   | 0.07%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                                                 | KKR Apple Bidco LLC 2025 Term Loan                                              | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1045679 | PA      | $1031677.60   | 0.05%             | 2031-09-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2021-2                                       | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677198 | PA      | $560054.00    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4755000 | PA      | $4869563.50   | 0.25%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                              | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                        | CUSIP: 67884XCR6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1920399.75   | 0.10%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio 2021-1R Trust                                                             | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549664 | PA      | $508342.63    | 0.03%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102046 | PA      | $96672.45     | 0.00%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                     | SkyMiles IP Ltd 2020 Skymiles Term Loan B                                       | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    366417 | PA      | $369088.44    | 0.02%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                                                   | Evertec Group LLC 2023 Term Loan B                                              | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |    675000 | PA      | $671625.00    | 0.03%             | 2030-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $628346.67    | 0.03%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2582925.43   | 0.13%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       540 | NC      | $387150.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2464428.61   | 0.13%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2845132.43   | 0.15%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3617070.91   | 0.19%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                                 | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2794241.07   | 0.14%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014510.42   | 0.10%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5369829.38   | 0.28%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2018-2                                                | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314354 | PA      | $309674.21    | 0.02%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UGI ENERGY SERVICES LLC                                                             | UGI Energy Services LLC 2024 Term Loan B                                        | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |   2155412 | PA      | $2149484.57   | 0.11%             | 2030-02-22      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001227.28   | 0.10%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                                    | Ingram Micro Inc 2024 Term Loan B                                               | CUSIP: 45258FAD2<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |    439944 | PA      | $439393.69    | 0.02%             | 2031-09-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1885000 | PA      | $1905968.74   | 0.10%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                            | Ryan Specialty Group LLC 2024 USD Term Loan B                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1168132 | PA      | $1162291.00   | 0.06%             | 2031-09-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                                          | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1994952 | PA      | $1994952.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2018-RPL1                                   | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244408 | PA      | $236909.89    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC 2022 Term Loan B6                                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTVIEW LANDSCAPES LLC                                                           | BrightView Landscapes LLC 2025 Term Loan B                                      | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |    498170 | PA      | $488206.46    | 0.03%             | 2029-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                                                | Berlin Packaging LLC 2024 Term Loan B7                                          | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   2049596 | PA      | $2033650.31   | 0.11%             | 2031-06-07      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137F7DE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    577283 | PA      | $536797.40    | 0.03%             | 2044-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2604527.65   | 0.13%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-4                                                   | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3975000 | PA      | $4049099.57   | 0.21%             | 2030-04-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $4699157.63   | 0.24%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc 2024 Term Loan B                                                   | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    930687 | PA      | $933479.44    | 0.05%             | 2028-11-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                                      | Go Daddy Operating Company LLC 2024 Term Loan B8                                | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    894092 | PA      | $889881.27    | 0.05%             | 2029-11-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                                        | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244008 | PA      | $233002.82    | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                   | GM Financial Consumer Automobile Receivables Trust 2023-4                       | CUSIP: 379930AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $928374.12    | 0.05%             | 2029-05-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2939344.47   | 0.15%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   7030000 | PA      | $7211124.51   | 0.37%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                              | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    378100 | PA      | $373139.33    | 0.02%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33475000 | PA      | $33831979.41  | 1.75%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-1RMortgage Pass-Through Certificates                                  | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444213 | PA      | $1299021.91   | 0.07%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3050000 | PA      | $3045184.90   | 0.16%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2017-3                                            | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25895 | PA      | $25799.39     | 0.00%             | 2061-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                            | Microchip Technology Inc                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004845.42   | 0.16%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  10195000 | PA      | $10282467.80  | 0.53%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3127423.35   | 0.16%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2188191.45   | 0.11%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-19

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer