# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001752724-23-041101
**Filing Date:** 2023-2
**Character Count:** 533967
**Document Hash:** 221f004d7d2f75714d550b83d70f09a9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041101.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041101

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 23670924

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

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

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

## Series and Classes Contracts Data

### AZL Fidelity Institutional Asset Management Total Bond Fund (Series ID: S000037885)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000116967 | AZL Fidelity Institutional Asset Management Total Bond Fund Class 2 |  |
| C000173961 | AZL Fidelity Institutional Asset Management Total Bond Fund Class 1 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

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

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

- **a. Name of Series:** AZL Fidelity Institutional Asset Management Total Bond Fund

- **b. EDGAR series identifier (if any):** S000037885

- **c. LEI of Series:** 549300ZJ4WQMV2OFAM06

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $392229524.89

**Total Liabilities:** $56481789.10

**Net Assets:** $335747735.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -453.88405985 | **1-Year:** -10707.89745149 | **5-Year:** -32438.61229750 | **10-Year:** -46548.61154752 | **30-Year:** -16304.65816343

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

- **3-Month:** -102.94132127 | **1-Year:** -3426.04826688 | **5-Year:** -11947.88183825 | **10-Year:** -5031.88789035 | **30-Year:** -777.17451236

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116967 | -0.92%               | 3.45%                | -0.11%               |
| Class ID C000173961 | -0.83%               | 3.45%                | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-736966.75              | $-3111783.66                               |
| Month 2  | $-83715.77               | $10508585.19                               |
| Month 3  | $706091.44               | $-2111331.32                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MA4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385630 | PA      | $339086.93    | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53075.00     | 0.02%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138A7FW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28401 | PA      | $28151.89     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    461000 | PA      | $407054.24    | 0.12%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402QPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5501 | PA      | $5722.80      | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES, INC.                                              | LSB INDUSTRIES INC                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103500.00    | 0.03%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ACURIS FINANCE US, INC                                            | ION ANALYTICS INC                                  | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |      6771 | PA      | $6643.88      | 0.00%             | 2028-02-04      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                               | INTESA SANPAOLO SPA                                | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1432000 | PA      | $1375020.72   | 0.41%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS SAFEWAY                             | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32375.00     | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                     | REPUBLIC OF INDONESIA                              | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $493464.00    | 0.15%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                              | SIRIUS XM RADIO INC                                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66300.00     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO LTD                                    | CUSIP: 01750WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $265324.88    | 0.08%             | 2034-07-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED           | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09228YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59947 | PA      | $55965.34     | 0.02%             | 2041-12-16      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98297 | PA      | $93173.28     | 0.03%             | 2038-03-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 18 SITE A                                     | CUSIP: 12690CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $296287.53    | 0.09%             | 2036-04-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124941 | PA      | $117974.10    | 0.04%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QBEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218661 | PA      | $202680.45    | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                   | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    282000 | PA      | $279684.50    | 0.08%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEACE PARK CLO                                                    | PEACE PARK CLO LTD                                 | CUSIP: 70470MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243419.25    | 0.07%             | 2034-10-20      | Floating      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EM4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22537 | PA      | $23445.08     | 0.01%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    930000 | PA      | $718004.64    | 0.21%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                        | EQM MIDSTREAM PARTNERS LP                          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102506.25    | 0.03%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $108962.50    | 0.03%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18386000 | PA      | $12146251.25  | 3.62%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                         | BPR TRUST 2022 OANA                                | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743000 | PA      | $731654.12    | 0.22%             | 2037-04-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| PINE STREET TRUST II                                              | PINE STREET TRUST II                               | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $441062.00    | 0.13%             | 2049-02-15      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED           | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521264 | PA      | $431230.61    | 0.13%             | 2041-12-16      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QLYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106890 | PA      | $102990.19    | 0.03%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                   | WP CAREY INC                                       | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    101000 | PA      | $91063.82     | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                         | LIBERTY MUTUAL GROUP INC                           | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39703.36     | 0.01%             | 2023-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                                     | CALLAWAY GOLF CO                                   | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |     28000 | PA      | $36244.32     | 0.01%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $365050.26    | 0.11%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                       | TELECOM ITALIA S P A                               | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $61500.00     | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE GAP, INC.                                                     | GAP INC THE                                        | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38637.50     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC                                  | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $201196.43    | 0.06%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312946ZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40948 | PA      | $40632.46     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER, LLC                                              | NORTHWEST FIBER LLC NORT                           | CUSIP: 667449AA0<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180375.00    | 0.05%             | 2028-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61768FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $297103.23    | 0.09%             | 2035-06-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    217000 | PA      | $219727.91    | 0.07%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING LIMITED FINCO INC.                          | INTELLIGENT PACKAGING                              | CUSIP: 45827MAA5<br>LEI: 549300D73EZIFX49H897 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $20250.00     | 0.01%             | 2028-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Life Time Inc.                                                    | LIFE TIME INC                                      | CUSIP: 53190FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $64750.00     | 0.02%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHC COMMERCIAL MORTGAGE SECURITIES INC                            | CHC COMMERCIAL MORTGAGE TRUST 2019 CHC             | CUSIP: 162665AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622301 | PA      | $607270.18    | 0.18%             | 2034-06-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                            | MURPHY OIL CORP                                    | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143625.00    | 0.04%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FIN                            | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $120575.00    | 0.04%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    630000 | PA      | $571171.86    | 0.17%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENABLE MIDSTREAM PARTNER                           | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    124000 | PA      | $120981.96    | 0.04%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1151250.00   | 0.34%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                           | RETAIL PPTYS OF AMERICA                            | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19364.25     | 0.01%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FTI CONSULTING, INC.                                              | FTI CONSULTING INC                                 | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |     23000 | PA      | $36213.50     | 0.01%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING XIX LTD                       | CUSIP: 55819QAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270761 | PA      | $267761.63    | 0.08%             | 2028-01-22      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                         | CNX MIDSTREAM PARTNERS LP                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20625.00     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146000 | PA      | $138661.67    | 0.04%             | 2038-11-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    891000 | PA      | $841422.09    | 0.25%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                         | MGM RESORTS INTL                                   | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242187.50    | 0.07%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                             | EG GLOBAL FINANCE PLC                              | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $191931.25    | 0.06%             | 2025-10-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc                        | DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC          | CUSIP: 23344MAC2<br>LEI: 549300AE79DEGS4AGL59 | Long             | DBT              | CORP              | US        |      9875 | PA      | $9430.94      | 0.00%             | 2028-03-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L7CX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23761 | PA      | $22180.05     | 0.01%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN 98 CLO LTD                                  | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $241406.00    | 0.07%             | 2035-04-20      | Floating      | 2.20%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXIII LTD                                | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271000 | PA      | $263315.52    | 0.08%             | 2035-01-25      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                           | COBRA ACQUISITIONCO LLC                            | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $34800.00     | 0.01%             | 2029-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING XII CLO LTD                          | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242672.75    | 0.07%             | 2034-10-25      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1474921.88   | 0.44%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                           | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34762.50     | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | SERVICE PROPERTIES TRUST                           | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47368.75     | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $70871.20     | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO 2020 2 LTD                                | CUSIP: 92918HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244639.75    | 0.07%             | 2034-07-19      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94005.57     | 0.03%             | 2036-10-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK LIQ FDS FEDFUND-IN                                      | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2283733 | NS      | $2283733.38   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88317.68     | 0.03%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376161 | PA      | $362517.19    | 0.11%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     78000 | PA      | $54644.62     | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36292EP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     97196 | PA      | $100121.41    | 0.03%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90887.50     | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                      | VIATRIS INC                                        | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54425.40     | 0.02%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61448 | PA      | $58202.60     | 0.02%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLD CO ISSUER                             | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    326000 | PA      | $292992.50    | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    111732 | PA      | $101560.18    | 0.03%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2019 1 TRUST                                 | CUSIP: 00256DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164232 | PA      | $107164.16    | 0.03%             | 2039-05-15      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JQMW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392818 | PA      | $362329.09    | 0.11%             | 2034-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                  | JBS USA FOOD FINANCE                               | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $285375.00    | 0.08%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50758 | PA      | $49293.15     | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43933 | PA      | $41020.04     | 0.01%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                            | GLATFELTER CORP                                    | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27000.00     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FOX CORPORATION                                                   | FOX CORP                                           | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144360.44    | 0.04%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DENBURY INC.                                                      | DENBURY INC                                        | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      2649 | NS      | $230515.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    899000 | PA      | $710210.00    | 0.21%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM ESCROW, LLC                                            | WINDSTREAM ESCROW LLC                              | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $202500.00    | 0.06%             | 2028-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                | DT MIDSTREAM INC                                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $46750.00     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107235 | PA      | $101757.83    | 0.03%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13672 | PA      | $11321.72     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $165699.07    | 0.05%             | 2039-05-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98297 | PA      | $93961.61     | 0.03%             | 2038-03-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74204 | PA      | $74213.27     | 0.02%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42211 | PA      | $44233.85     | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                            | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    602000 | PA      | $467413.27    | 0.14%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H022622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1700000 | PA      | $1476210.95   | 0.44%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856625 | PA      | $700137.81    | 0.21%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132112 | PA      | $109420.05    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355059 | PA      | $305215.41    | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EU6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241164 | PA      | $225219.07    | 0.07%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50871 | PA      | $48928.04     | 0.01%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11298 | PA      | $10287.91     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                               | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    301000 | PA      | $237976.02    | 0.07%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST                                    | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $431312.88    | 0.13%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    102000 | PA      | $95386.73     | 0.03%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO COMPANY                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    296000 | PA      | $280419.15    | 0.08%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT, LLC                                       | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105625.00    | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, INC.                                 | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72500.00     | 0.02%             | 2026-05-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                       | KAISER ALUMINUN CORP                               | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $161643.75    | 0.05%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING                          | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107894.27    | 0.03%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $91419.24     | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                      | VIATRIS INC                                        | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    305000 | PA      | $240257.35    | 0.07%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $504000.00    | 0.15%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58425.00     | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31292LYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74633 | PA      | $68609.38     | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165000.00    | 0.05%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36178W7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13302 | PA      | $12360.30     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56630.00     | 0.02%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95700.00     | 0.03%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98679.90     | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                       | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58887.50     | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $80325.00     | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHC COMMERCIAL MORTGAGE SECURITIES INC                            | CHC COMMERCIAL MORTGAGE TRUST 2019 CHC             | CUSIP: 162665AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122078 | PA      | $119597.76    | 0.04%             | 2034-06-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5914 | PA      | $5532.64      | 0.00%             | 2033-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2021 2 TRUST                                 | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561996 | PA      | $452241.23    | 0.13%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EWQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8021 | PA      | $7719.40      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                           | L BRANDS INC                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205975.00    | 0.06%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                              | LBM ACQUISITION LLC                                | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95250.00     | 0.03%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2605 | PA      | $2533.60      | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                      | HESS MIDSTREAM OPERATION                           | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $184300.00    | 0.05%             | 2026-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | ROYAL BANK OF SCOTLAND GROUP PLC                   | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    286000 | PA      | $256226.54    | 0.08%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                        | NOVA CHEMICALS CORP                                | CUSIP: 66977WAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    220000 | PA      | $196075.00    | 0.06%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Studio City Company Limited                                       | STUDIO CITY CO LTD                                 | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |     55000 | PA      | $51425.00     | 0.02%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                        | RABOBANK                                           | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    791000 | PA      | $769539.38    | 0.23%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                              | POWERTEAM SERVICES LLC                             | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70550.00     | 0.02%             | 2025-12-04      | Fixed         | 9.03%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORPORATION                                               | AUSTIN BIDCO INC                                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26600.00     | 0.01%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XWUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11026 | PA      | $10620.90     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $248473.35    | 0.07%             | 2031-05-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124544 | PA      | $98117.33     | 0.03%             | 2040-01-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M8UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151423 | PA      | $154776.34    | 0.05%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC.                                             | SRS DISTRIBUTION INC                               | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31800.00     | 0.01%             | 2029-12-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING XLV LTD                       | CUSIP: 55820BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243721.75    | 0.07%             | 2034-07-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YM7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102330 | PA      | $96253.23     | 0.03%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA XO MGMT                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |     95000 | PA      | $75168.75     | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $91000.00     | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    510000 | PA      | $397115.58    | 0.12%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229409 | PA      | $210061.24    | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $336164.16    | 0.10%             | 2039-05-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93722 | PA      | $90333.22     | 0.03%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190878 | PA      | $170155.37    | 0.05%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER, LLC                                              | NORTHWEST FIBER LLC NORTHWEST                      | CUSIP: 667449AD4<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35200.00     | 0.01%             | 2027-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $171150.00    | 0.05%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521356 | PA      | $429108.36    | 0.13%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                              | SIRIUS XM RADIO INC                                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33000.00     | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                             | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55725.00     | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    302000 | PA      | $228861.64    | 0.07%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                                       | CROCS INC                                          | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48825.00     | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020422<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2231835.95   | 0.66%             | 2038-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                    | CHARLES RIVER LABORATORI                           | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39600.00     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1112805 | PA      | $955084.00    | 0.28%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241150.00    | 0.07%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS LLC                                      | CLECO CORPORATE HOLDINGS                           | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    255000 | PA      | $219258.44    | 0.07%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ESR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9371 | PA      | $9267.41      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OI European Group B.V.                                            | OI EUROPEAN GROUP BV                               | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $48400.00     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159200.00    | 0.05%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                     | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $15134.25     | 0.00%             | 2042-10-10      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC.                                                      | VIATRIS INC                                        | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    133000 | PA      | $89623.78     | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629333 | PA      | $586599.01    | 0.17%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50750.00     | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27281.25     | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93181.07     | 0.03%             | 2032-11-05      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XSPT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8094 | PA      | $7792.02      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    267000 | PA      | $220806.86    | 0.07%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295PZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2468 | PA      | $2541.15      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    632000 | PA      | $553614.30    | 0.16%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                        | VMED O2 UK FINANCING I                             | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $244000.00    | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    297000 | PA      | $281407.50    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                         | SAPPHIRE AVIATION FINANCE LTD                      | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321051 | PA      | $242979.72    | 0.07%             | 2040-03-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | THUNDERBOLT AIRCRAFT LEASE LIMITED US LLC          | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437655 | PA      | $331536.80    | 0.10%             | 2038-09-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    637000 | PA      | $588372.06    | 0.18%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                                      | MUELLER WATER PRODUCTS INC                         | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52725.00     | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88937 | PA      | $86648.97     | 0.03%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY TERM                           | CUSIP: L1957LAD3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     24688 | PA      | $23514.84     | 0.01%             | 2199-12-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| DANA INCORPORATED                                                 | DANA INC                                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44618.75     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T MOBILE USA INC                                   | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     82000 | PA      | $70526.97     | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP FINANCE CORP                             | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4912.50      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                   | MADISON IAQ LLC                                    | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33400.00     | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T MOBILE USA INC                                   | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63375.00     | 0.02%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                    | SCOTTS MIRACLE GRO CO                              | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45450.00     | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                               | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63031.88     | 0.02%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MMW74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187992 | PA      | $173392.50    | 0.05%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                | HAT HOLDINGS I LLC                                 | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60550.00     | 0.02%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206937.50    | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    504000 | PA      | $498381.91    | 0.15%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS, INC.                                   | CATALENT PHARMA SOLUTIONS INC                      | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39437.50     | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| MATCH GROUP HOLDINGS II, LLC                                      | MATCH GROUP HOLDINGS II LLC                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65131.25     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AXLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139082 | PA      | $123033.55    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC.                                         | MERCER INTL INC                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58275.00     | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192731 | PA      | $161641.51    | 0.05%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH, LLC                                                  | CANO HEALTH LLC                                    | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8550.00      | 0.00%             | 2028-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                        | ALTICE FRANCE HOLDINGS SA                          | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $159300.00    | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| CCO HOLDINGS, LLC                                                 | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $123225.00    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373434 | PA      | $365072.16    | 0.11%             | 2024-04-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    302000 | PA      | $290193.01    | 0.09%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FRKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48617 | PA      | $44980.99     | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                      | MATTEL INC                                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4887.50      | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142400.00    | 0.04%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | SERVICE PROPERTIES TRUST                           | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51187.50     | 0.02%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                     | DISCOVERY COMMUNICATIONS                           | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $401607.08    | 0.12%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                            | CLARIVATE SCIENCE HOLDINGS CORP                    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34100.00     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    161000 | PA      | $141996.37    | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APX GROUP, INC.                                                   | APX GROUP INC                                      | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135183.75    | 0.04%             | 2027-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                          | VERTIV GROUP CORP                                  | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119350.00    | 0.04%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241416 | PA      | $220575.68    | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                        | EMERGENT BIOSOLUTIONS                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    245000 | PA      | $118825.00    | 0.04%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2959 | PA      | $2924.29      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263404 | PA      | $229698.66    | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BILL                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2501800 | PA      | $2250838.19   | 0.67%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180NCL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36467 | PA      | $33877.48     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3050000 | PA      | $2592738.27   | 0.77%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER, INC.                                     | MODIVCARE ESCROW ISSUER INC                        | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20875.00     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ALCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597424 | PA      | $535924.91    | 0.16%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380700.00    | 0.11%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                | CERDIA FINANZ GMBH                                 | CUSIP: 15679GAA0<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     55000 | PA      | $46475.00     | 0.01%             | 2027-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188206 | PA      | $154914.91    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                       | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197750.00    | 0.06%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36812.50     | 0.01%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219951 | PA      | $211100.23    | 0.06%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                                               | SANCHEZ ENERGY CORP                                | CUSIP: 79970YAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $0.00         | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | Yes           |                  3 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                             | CHEVRON PHILLIPS CHEMICAL CO LLC                   | CUSIP: 166754AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $360019.16    | 0.11%             | 2025-04-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                   | CORECIVIC INC                                      | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260100.00    | 0.08%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | MAGALLANES INC                                     | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    213000 | PA      | $192346.67    | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING, LLC                                            | HIGHTOWER HOLDING LLC                              | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $146343.75    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                      | ARDAGH PACKAGING FINANCE PLC                       | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4337.50      | 0.00%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                               | REPUBLIC OF ARGENTINA                              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    513757 | PA      | $141283.18    | 0.04%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69218.24     | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MFY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26730 | PA      | $25689.26     | 0.01%             | 2034-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS, LLC                                               | WYNN LAS VEGAS LLC                                 | CUSIP: 983130AV7<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94750.00     | 0.03%             | 2025-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                             | TREEHOUSE FOODS INC                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80750.00     | 0.02%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                   | AFFILIATED MANAGERS GROUP                          | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    572000 | PA      | $548876.90    | 0.16%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143962.50    | 0.04%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HHC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2513 | PA      | $2463.69      | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                        | UNUM GROUP                                         | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    463000 | PA      | $442903.95    | 0.13%             | 2025-11-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $689531.25    | 0.21%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS LIMITED                                   | PARK AEROSPACE HOLDINGS                            | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   2052000 | PA      | $2026350.00   | 0.60%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST                                             | INTOWN 2022 STAY MORTGAGE TRUST                    | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319000 | PA      | $315197.14    | 0.09%             | 2037-08-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331128 | PA      | $283288.19    | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3132DMPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305752 | PA      | $262679.24    | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                       | DISCOVER FINANCIAL SVS                             | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    383000 | PA      | $368647.08    | 0.11%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $825498.22    | 0.25%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP                                     | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    393000 | PA      | $370876.85    | 0.11%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                 | AIA GROUP LTD                                      | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    465000 | PA      | $412620.54    | 0.12%             | 2030-04-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS, INC.                                 | CONSOLIDATED COMMUNICATIONS INC                    | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29400.00     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29116 | PA      | $30604.09     | 0.01%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447000 | PA      | $429136.14    | 0.13%             | 2036-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                        | EQM MIDSTREAM PARTNERS LP                          | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59237.50     | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LIMITED                                       | TRANSOCEAN POSEIDON                                | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    140000 | PA      | $136500.00    | 0.04%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3097 | PA      | $3012.05      | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    633000 | PA      | $457363.39    | 0.14%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67833 | PA      | $64028.68     | 0.02%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $89140.63     | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP, LP                    | RETAIL OPPORTUNITY INVESTMENT                      | CUSIP: 76132FAA5<br>LEI: 549300KH0PNTJK9NTE57 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67224.12     | 0.02%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124477 | PA      | $119922.48    | 0.04%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    609000 | PA      | $606716.25    | 0.18%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                | VENTAS REALTY LP                                   | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    199000 | PA      | $183753.81    | 0.05%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289205.91    | 0.09%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    334000 | PA      | $311735.89    | 0.09%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MMW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6175 | PA      | $5718.21      | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS, INC.                                   | CATALENT PHARMA SOLUTIONS                          | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134725.00    | 0.04%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241778 | PA      | $233469.57    | 0.07%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP, INC                                     | CARROLS RESTAURANT GROUP INC                       | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38362.50     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18132 | PA      | $15432.30     | 0.00%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     78000 | PA      | $84430.24     | 0.03%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                                         | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    112000 | PA      | $85757.95     | 0.03%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC.                                                       | TWILIO INC                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39500.00     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2019 2 TRUST                                 | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369987 | PA      | $273800.49    | 0.08%             | 2039-10-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $223767.75    | 0.07%             | 2038-11-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    240000 | PA      | $117600.00    | 0.04%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST                                                       | ILLINOIS ST                                        | CUSIP: 452152BM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $321300.00    | 0.10%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST I                                               | PINE STREET TRUST I                                | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $423006.51    | 0.13%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739473 | PA      | $628614.10    | 0.19%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85500.00     | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $4165.00      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36291JKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4017 | PA      | $4042.99      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                             | OPEN TEXT CORP OPEN TEXT HOLDINGS INC              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $92575.00     | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1385000 | PA      | $1146209.38   | 0.34%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS, INC.                                       | TRITON WATER HOLDINGS INC                          | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120375.00    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                             | TERRIER MEDIA BUYER INC                            | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $59800.00     | 0.02%             | 2027-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    101000 | PA      | $92667.50     | 0.03%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES XXXIV CLO LTD                                 | CUSIP: 04015GAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244911.00    | 0.07%             | 2033-04-17      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S.A.                                    | INTELSAT JACKSON HOLDINGS LTD                      | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $98675.50     | 0.03%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    309000 | PA      | $306366.39    | 0.09%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510190 | PA      | $437440.17    | 0.13%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $127500.00    | 0.04%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON, INC.                                              | KENNEDY WILSON INC                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     85000 | PA      | $64281.25     | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114062.50    | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                          | COMSTOCK RESOURCES INC                             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34500.00     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $421718.88    | 0.13%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN SENIOR LOAN FUND                            | CUSIP: 26253LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $293610.90    | 0.09%             | 2033-04-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SOUTHEAST SUPPLY HEADER, LLC                                      | SOUTHEAST SUPPLY HEADER                            | CUSIP: 841504AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $319185.00    | 0.10%             | 2024-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                         | SAPPHIRE AVIATION FINANCE LTD                      | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233783 | PA      | $136884.35    | 0.04%             | 2040-03-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341145 | PA      | $281781.64    | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                  | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    395000 | PA      | $375250.00    | 0.11%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Reynolds American Inc.                                            | REYNOLDS AMERICAN INC                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    179000 | PA      | $162413.50    | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119095 | PA      | $114485.04    | 0.03%             | 2038-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                                  | AUTONATION INC                                     | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $42042.02     | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21577 | PA      | $18382.88     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YR4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113495 | PA      | $106810.18    | 0.03%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    454000 | PA      | $433373.87    | 0.13%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3457000 | PA      | $3098876.41   | 0.92%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB, INC.                                          | MINERVA MERGER SUB INC                             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $155400.00    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ASKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141088 | PA      | $124804.95    | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                               | OWENS MINOR INC                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31400.00     | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                               | SOCIETE GENERALE                                   | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    513000 | PA      | $445794.44    | 0.13%             | 2026-12-14      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XD6B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1113093 | PA      | $946265.88    | 0.28%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                 | DIAMOND BC BV                                      | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $20062.50     | 0.01%             | 2029-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP, LLC                                         | RYAN SPECIALTY GROUP LLC                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73843.75     | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99251 | PA      | $100632.43    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                       | CONTINENTAL RESOURCES                              | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180862.50    | 0.05%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                     | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144375.00    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EMUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142538 | PA      | $137767.38    | 0.04%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $482625.00    | 0.14%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                   | COMMSCOPE INC                                      | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64350.00     | 0.02%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | REALOGY GROUP CO ISSUER                            | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52850.00     | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324061 | PA      | $342929.96    | 0.10%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186547 | PA      | $152675.23    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                               | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457565.50    | 0.14%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183904 | PA      | $156331.38    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                           | MICRON TECHNOLOGY INC                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       698 | NS      | $34886.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENT CLO LIMITED                                                  | CENT CLO LP                                        | CUSIP: 19737LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $427317.44    | 0.13%             | 2034-04-20      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29858 | PA      | $26259.18     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAL9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    251000 | PA      | $238883.48    | 0.07%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                    | TERRAFORM POWER OPERATING                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36000.00     | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST COMPANY                               | CIT GROUP INC                                      | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98875.00     | 0.03%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| MILOS CLO, LTD                                                    | MILOS CLO LTD                                      | CUSIP: 60162PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464000 | PA      | $457365.73    | 0.14%             | 2030-10-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    612000 | PA      | $595357.27    | 0.18%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                        | EQM MIDSTREAM PARTNERS LP                          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76300.00     | 0.02%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    182000 | PA      | $171644.93    | 0.05%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312944WL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27862 | PA      | $27232.80     | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                          | ALLEGHENY TECHNOLOGIES                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    265000 | PA      | $253075.00    | 0.08%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95970 | PA      | $85786.05     | 0.03%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3775000 | PA      | $3080164.06   | 0.92%             | 2052-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC THE                               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     68000 | PA      | $61506.61     | 0.02%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | SERVICE PROPERTIES TRUST                           | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41925.00     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HOLDINGS 2 LLC                                   | ABG INTERMEDIATE HOLDINGS 2 LLC                    | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | DBT              | CORP              | US        |     19950 | PA      | $19276.69     | 0.01%             | 2028-12-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77482 | PA      | $75363.86     | 0.02%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2455 | PA      | $2387.77      | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                | PLAINS ALL AMER PIPELINE                           | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106081.58    | 0.03%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442500 | PA      | $362190.71    | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376590 | PA      | $322336.61    | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31401WEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1055 | PA      | $1043.04      | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    163000 | PA      | $143190.45    | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52125.00     | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61768FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723200 | PA      | $673707.53    | 0.20%             | 2035-06-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Pike Corporation                                                  | PIKE CORP                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304062.50    | 0.09%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    303000 | PA      | $260112.17    | 0.08%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SPGN MORTGAGE TRUST                                               | SPGN 2022 TFLM MORTGAGE TRUST                      | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53000 | PA      | $49612.86     | 0.01%             | 2039-02-15      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | SPRINGLEAF FINANCE CORP                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168218.75    | 0.05%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                             | FRONTIER COMMUNICATIONS HOLDINGS LLC               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $55212.50     | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1048242.19   | 0.31%             | 2053-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135879.44    | 0.04%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WDWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53368 | PA      | $48995.73     | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                     | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    249000 | PA      | $195989.89    | 0.06%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                    | AUTOZONE INC                                       | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69672.96     | 0.02%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58590.00     | 0.02%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                      | PATTERN ENERGY OP LP PAT                           | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44875.00     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| InterGen N.V.                                                     | INTERGEN NV                                        | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $514500.00    | 0.15%             | 2023-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    130000 | PA      | $130487.50    | 0.04%             | 2026-02-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP VICI NOTE CO INC                | CUSIP: 92564RAG0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38250.00     | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                           | ATHENAHEALTH                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     46911 | PA      | $42237.17     | 0.01%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YUZN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24043 | PA      | $24504.96     | 0.01%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56306.25     | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    555000 | PA      | $481848.23    | 0.14%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $95200.00     | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $27956.25     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC                                       | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    503000 | PA      | $466760.86    | 0.14%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                 | ARCHES BUYER INC                                   | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11850.00     | 0.00%             | 2028-12-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97619 | PA      | $93718.27     | 0.03%             | 2038-07-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 19 LTD                                | CUSIP: 33883JAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243929.00    | 0.07%             | 2034-11-16      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                 | SYSCO CORP                                         | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $231069.09    | 0.07%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21557 | PA      | $20803.46     | 0.01%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY                  | C W SENIOR FINANCING DAC                           | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $279750.00    | 0.08%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $332787.50    | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                  | COLGATE ENERGY P                                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25762.50     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    289000 | PA      | $272347.82    | 0.08%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY, INC.                                                  | CVR ENERGY INC                                     | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211600.00    | 0.06%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BCPE CYCLE MERGER SUB II, INC.                                    | US RENAL CARE INC                                  | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $10500.00     | 0.00%             | 2027-07-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                         | ARES CAPITAL CORP                                  | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    751000 | PA      | $690023.31    | 0.21%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22188 | PA      | $20359.02     | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2113201.58   | 0.63%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QP2A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16124 | PA      | $14651.58     | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                       | AMERICAN HOMES 4 RENT LP                           | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125868.60    | 0.04%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2, INC.                                      | REAL HERO MERGER SUB 2                             | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $13900.00     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS, INC.                                                | VAIL RESORTS INC                                   | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37085.40     | 0.01%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174525.00    | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4965000 | PA      | $4305585.94   | 1.28%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                               | STATION CASINOS LLC                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174000.00    | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55087.50     | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    355000 | PA      | $316837.50    | 0.09%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                            | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62356.21     | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC.                                       | MOZART DEBT MERGER SUB                             | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $55475.00     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98150.00     | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CF INDUSTRIES, INC.                                               | CF INDUSTRIES INC                                  | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13660.00     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371550 | PA      | $304003.32    | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIM RETAIL PORTFOLIO TRUST                                        | CIM RETAIL PORTFOLIO TRUST                         | CUSIP: 12566BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6722 | PA      | $6448.07      | 0.00%             | 2036-08-15      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | REALOGY GROUP CO ISSUER                            | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83806.25     | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES LVIII CLO LTD                                 | CUSIP: 04018AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $391582.08    | 0.12%             | 2035-01-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QVYJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4190 | PA      | $3988.65      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -150000 | PA      | $-136523.44   | -0.04%            | 2053-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233974 | PA      | $206508.56    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                         | CENTURY COMMUNITIES INC                            | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51106.25     | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532896 | PA      | $509802.35    | 0.15%             | 2039-02-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSHIP FINL                          | CUSIP: 55342UAG9<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200200.00    | 0.06%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21625.00     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                   | FOX CORP                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    147000 | PA      | $135564.72    | 0.04%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                               | REPUBLIC OF ARGENTINA                              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     56434 | PA      | $15166.64     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                       | COLT MERGER SUB INC                                | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210968.75    | 0.06%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST                                                       | ILLINOIS ST                                        | CUSIP: 452152FA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $433219.50    | 0.13%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CENT CLO LIMITED                                                  | CENT CLO LP                                        | CUSIP: 19736WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $567837.98    | 0.17%             | 2034-01-20      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30534.47     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416NJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23063 | PA      | $22413.02     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $81639.82     | 0.02%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP                                 | CUSIP: 00774MAK1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    412000 | PA      | $407979.29    | 0.12%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     13000 | PA      | $38981.41     | 0.01%             | 2023-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS, INC.                                        | TURNING POINT BRANDS INC                           | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60550.00     | 0.02%             | 2026-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YDBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7337 | PA      | $7042.75      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    332000 | PA      | $285399.82    | 0.09%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY PARTNERS, L.P.                                       | HOLLY ENERGY PARTNERS LP                           | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44268.75     | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO.                                           | VICTORIA S SECRET CO                               | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31400.00     | 0.01%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99001 | PA      | $93326.94     | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                                     | ADTALEM GLOBAL EDUCATION INC                       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     89000 | PA      | $81323.75     | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NSG HOLDINGS LLC                                                  | NSG Holdings LLC NSG Holdings Inc                  | CUSIP: 62940QAA3<br>LEI: 549300A6PICRLGB0C769 | Long             | DBT              | CORP              | US        |     77445 | PA      | $74928.28     | 0.02%             | 2025-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ASCEND LEARNING, LLC                                              | ASCEND LEARNING                                    | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4268.75      | 0.00%             | 2029-11-18      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36180MYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53856 | PA      | $49690.79     | 0.01%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2850000 | PA      | $2391328.13   | 0.71%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36387 | PA      | $33852.53     | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101942.71    | 0.03%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    954000 | PA      | $898154.75    | 0.27%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS                             | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    323000 | PA      | $280566.84    | 0.08%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                      | MAGIC MERGERCO INC                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    105000 | PA      | $69825.00     | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131075.00    | 0.04%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENT CLO LIMITED                                                  | CENT CLO LP                                        | CUSIP: 197363AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328000 | PA      | $318170.17    | 0.09%             | 2034-10-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORPORATION                                        | SUNNOVA ENERGY CORP                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35600.00     | 0.01%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| JBS USA FOOD COMPANY                                              | JBS FINANCE LUXEMBOURG SARL                        | CUSIP: 46592QAA7<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40625.00     | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                      | CENTRAL GARDEN PET CO                              | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65600.00     | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP AG                                       | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    314000 | PA      | $270485.57    | 0.08%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    315000 | PA      | $285075.00    | 0.08%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR U.S. NEWCO, INC.                                      | VERTICAL US NEWCO INC                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244750.00    | 0.07%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                           | ZIGGO BOND CO BV                                   | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $98700.00     | 0.03%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                               | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    103000 | PA      | $86741.24     | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    237000 | PA      | $221886.75    | 0.07%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WEQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45067 | PA      | $40273.65     | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS, LP                                            | RAILWORKS HOLDINGS LP R                            | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $79687.50     | 0.02%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| XPO, INC.                                                         | XPO LOGISTICS INC                                  | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93930.00     | 0.03%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SPGN MORTGAGE TRUST                                               | SPGN 2022 TFLM MORTGAGE TRUST                      | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103000 | PA      | $96925.78     | 0.03%             | 2039-02-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19054 | PA      | $18192.58     | 0.01%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                     | SABINE PASS LIQUEFACTION LLC                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    493000 | PA      | $457257.50    | 0.14%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                        | UNUM GROUP                                         | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    349000 | PA      | $316556.96    | 0.09%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLDING COMPANY, LLC                          | LEGENDS HOSPITALITY HOLD                           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31018.75     | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC                                       | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    874000 | PA      | $844962.22    | 0.25%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                             | OPEN TEXT CORP                                     | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $81343.75     | 0.02%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $221491.13    | 0.07%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MFTS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126676 | PA      | $117293.48    | 0.03%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B7UB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1055044 | PA      | $896859.32    | 0.27%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                   | HUDSON PACIFIC PROPERTIE                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    615000 | PA      | $528265.94    | 0.16%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY, INC.                                                | HEALTHEQUITY INC                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22125.00     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC.                                                    | VALVOLINE INC                                      | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34125.00     | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RADIATE HOLDCO, LLC                                               | RADIATE HOLDCO LLC RADIATE FINANCE INC             | CUSIP: 75026JAE0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $82000.00     | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    217000 | PA      | $216186.25    | 0.06%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199085 | PA      | $199381.42    | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD/LLC                                                   | KKR CLO 41 LTD                                     | CUSIP: 48255PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506000 | PA      | $487364.53    | 0.15%             | 2035-04-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| MEG Energy Corp.                                                  | MEG ENERGY CORP                                    | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $239993.75    | 0.07%             | 2027-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31900.00     | 0.01%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                         | SENSATA TECHNOLOGIES BV                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $90562.50     | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JPX49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23307 | PA      | $21959.23     | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                     | SEMPRA ENERGY                                      | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111338.26    | 0.03%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                                        | WOLVERINE WORLD WIDE INC                           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    105000 | PA      | $78093.75     | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87995 | PA      | $78422.73     | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44756.25     | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E1F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36424 | PA      | $32570.47     | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                                | ROBLOX CORP                                        | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $109200.00    | 0.03%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186697 | PA      | $158699.66    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                               | SEASPAN CORP                                       | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     85000 | PA      | $64068.75     | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                            | BWX TECHNOLOGIES INC                               | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148750.00    | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                          | SERVICE PROPERTIES TRUST                           | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $83125.00     | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    663000 | PA      | $591733.47    | 0.18%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65437.50     | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YAMH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70517 | PA      | $66916.94     | 0.02%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143038 | PA      | $127623.31    | 0.04%             | 2039-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18660 | PA      | $15940.29     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2022 DK | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227000 | PA      | $219645.09    | 0.07%             | 2039-01-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    712000 | PA      | $731580.00    | 0.22%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BE5Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399999 | PA      | $351842.35    | 0.10%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23660.00     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80802.44     | 0.02%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                         | HUB INTERNATIONAL LTD                              | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43750.00     | 0.01%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295KJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1577 | PA      | $1624.79      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GSS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56792 | PA      | $54150.56     | 0.02%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139735 | PA      | $114721.29    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195907 | PA      | $197083.79    | 0.06%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    441000 | PA      | $416193.75    | 0.12%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                | APACHE CORP                                        | CUSIP: 037411AM7<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24812.50     | 0.01%             | 2047-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $97750.00     | 0.03%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187888.20    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                               | REPUBLIC OF ARGENTINA                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    941242 | PA      | $247076.03    | 0.07%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189204.81    | 0.06%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131786 | PA      | $126215.66    | 0.04%             | 2038-07-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    906071 | PA      | $739378.53    | 0.22%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                                        | GOLDEN ENTERTAINMENT INC                           | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98250.00     | 0.03%             | 2026-04-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                 | CIGNA CORP                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    526000 | PA      | $508918.68    | 0.15%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                 | ARCHES BUYER INC                                   | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31200.00     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1256284.38   | 0.37%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMMN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197828 | PA      | $176085.04    | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                     | DISCOVERY COMMUNICATIONS                           | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    215000 | PA      | $178297.78    | 0.05%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252095 | PA      | $218577.43    | 0.07%             | 2051-12-05      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST                                                       | ILLINOIS ST                                        | CUSIP: 452151LE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     34091 | PA      | $34016.93     | 0.01%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT, INC.                              | FRONTIER COMMUNICATIONS PARENT INC                 | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $32792.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ER2M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1071271 | PA      | $1037280.39   | 0.31%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $252832.67    | 0.08%             | 2032-11-05      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CREDIT SUISSE MORTGAGE TRUST                       | CUSIP: 12595KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384000 | PA      | $1308623.79   | 0.39%             | 2030-12-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EVW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2236 | PA      | $2209.10      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                         | FRONT RANGE BIDCO INC                              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62581.25     | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                            | GLOBAL NET LEASE GLOBAL                            | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $142112.52    | 0.04%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $999062.50    | 0.30%             | 2038-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L7E70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16173 | PA      | $15097.56     | 0.00%             | 2040-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94000.13     | 0.03%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VBV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45801 | PA      | $47647.23     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93279 | PA      | $76785.52     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244655 | PA      | $201794.77    | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YRTS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14067 | PA      | $13230.57     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $565510.56    | 0.17%             | 2039-05-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98297 | PA      | $93451.48     | 0.03%             | 2038-03-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $131816.72    | 0.04%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST COMPANY                               | CIT GROUP INC                                      | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250206.25    | 0.07%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST                            | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62156.25     | 0.02%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST II                                     | FIVE CORNERS FUNDING TRUST II                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    686000 | PA      | $575382.50    | 0.17%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335ATJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187655 | PA      | $175465.58    | 0.05%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L6BT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28010 | PA      | $26416.45     | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24037.50     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    700000 | PA      | $679984.38    | 0.20%             | 2053-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170236 | PA      | $142478.27    | 0.04%             | 2046-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| ALLEN MEDIA, LLC                                                  | ALLEN MEDIA LLC CO ISSR                            | CUSIP: 01771YAA8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $41000.00     | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                    | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43656.25     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, INC.                                 | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127400.00    | 0.04%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GM3Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66439 | PA      | $63366.56     | 0.02%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    267281 | PA      | $254900.08    | 0.08%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INCORPORATED                                        | MICROSTRATEGY INC                                  | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89375.00     | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $93984.38     | 0.03%             | 2053-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $509531.25    | 0.15%             | 2053-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441185 | PA      | $361095.50    | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCB39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78689 | PA      | $72601.36     | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                       | ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FIN   | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     48000 | PA      | $39600.00     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                              | SIRIUS XM RADIO INC                                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39825.00     | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc.                                                          | ALLEGHENY TECHNOLOGIES INC                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17425.00     | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166603 | PA      | $155912.40    | 0.05%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                    | BLACKSTONE PRIVATE CRE                             | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    843000 | PA      | $809048.18    | 0.24%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc.                                                     | ENBRIDGE INC                                       | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    223000 | PA      | $220683.03    | 0.07%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS, INC.                                        | BROADSTREET PARTNERS INC                           | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25650.00     | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138939 | PA      | $59869.66     | 0.02%             | 2040-01-16      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14628 | PA      | $14465.95     | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51768.75     | 0.02%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| USIS MERGER SUB, INC.                                             | USIS MERGER SUB INC                                | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $254475.00    | 0.08%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORPORATION                             | GREAT LAKES DREDGE DOCK CORP                       | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26818.75     | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EQT CORPORATION                                                   | EQT CORP                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42412.50     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21568 | PA      | $18375.51     | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141327 | PA      | $116732.27    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213819 | PA      | $213846.01    | 0.06%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                             | ALCOA INC                                          | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4843.75      | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | MAGALLANES INC                                     | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    155000 | PA      | $119486.56    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                          | GS MORTGAGE SECURITIES CORP II                     | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92449.20     | 0.03%             | 2036-10-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                          | NGL ENERGY OPERATING LLC NGL ENERGY FINANCE CORP   | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119812.50    | 0.04%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 GPA                                  | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187000 | PA      | $185029.72    | 0.06%             | 2039-10-15      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BFGU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $188444.16    | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                           | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    230000 | PA      | $209955.73    | 0.06%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC.                                      | BROOKFIELD WEC HOLDINGS INC                        | CUSIP: 11284EAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49734.50     | 0.01%             | 2025-08-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM MORTGAGE TRUST                                | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83000 | PA      | $80375.89     | 0.02%             | 2047-07-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535393 | PA      | $474241.22    | 0.14%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179769.14    | 0.05%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    189012 | PA      | $178702.37    | 0.05%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FINANCE I LIMITED                 | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198362 | PA      | $156037.54    | 0.05%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FIN                               | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202303 | PA      | $165987.69    | 0.05%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61771LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82000 | PA      | $74770.13     | 0.02%             | 2036-11-10      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES, L.P.                                 | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     98000 | PA      | $85975.50     | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1681177.60   | 0.50%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO LTD                                    | CUSIP: 01749WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $247089.93    | 0.07%             | 2035-07-20      | Floating      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364189 | PA      | $349231.02    | 0.10%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING XV CLO LTD                           | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $372718.93    | 0.11%             | 2035-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| RENT-A-CENTER, INC.                                               | RENT A CENTER INC                                  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16025.00     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $395718.75    | 0.12%             | 2053-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    359000 | PA      | $341355.87    | 0.10%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  14937529 | NS      | $14937528.74  | 4.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11313000 | PA      | $9324386.72   | 2.78%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2018 SITE B CSTR 0C                           | CUSIP: 12690CAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96320.45     | 0.03%             | 2036-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH CT LLC                                      | CABLEVISION LIGHTPATH LLC                          | CUSIP: 12687GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24900.00     | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1120290.00   | 0.33%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                              | SIRIUS XM RADIO INC                                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96993.75     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CDO LTD                                | CUSIP: 27830BBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243866.07    | 0.07%             | 2034-01-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191921.40    | 0.06%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9150 | PA      | $8766.43      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                            | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171297.90    | 0.05%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                 | SM ENERGY CO                                       | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19100.00     | 0.01%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                   | CRESTWOOD MIDSTREAM PARTNERS LP CRESTWOOD MIDST    | CUSIP: 226373AR9<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $281362.50    | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                               | FMG RESOURCES AUGUST 2006                          | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4568.75      | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196800.00    | 0.06%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    203000 | PA      | $202492.50    | 0.06%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP PFD                                      | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       600 | NS      | $86544.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                              | VIAVI SOLUTIONS INC                                | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95450.00     | 0.03%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94235 | PA      | $80456.44     | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC.                                                         | MOOG INC                                           | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59800.00     | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV, LLC                                        | BLACK KNIGHT INFOSERV LLC                          | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $151812.50    | 0.05%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339150 | PA      | $328524.07    | 0.10%             | 2036-10-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88803 | PA      | $81091.86     | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                              | ABU DHABI GOVT INTL                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              |  | AE        |    355000 | PA      | $302057.08    | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1435467.49   | 0.43%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    690000 | PA      | $575190.90    | 0.17%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                           | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $177987.20    | 0.05%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                  | JBS USA FOOD FINANCE                               | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $482862.21    | 0.14%             | 2027-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                            | DYCOM INDUSTRIES INC                               | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91612.50     | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79537.50     | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JBDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25813 | PA      | $24314.43     | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119475.00    | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326890 | PA      | $268360.67    | 0.08%             | 2049-12-05      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST FIBER, LLC                                              | NORTHWEST FIBER LLC NORT                           | CUSIP: 667449AC6<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19375.00     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2VZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133222 | PA      | $132271.96    | 0.04%             | 2046-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY, LLC                                     | LEEWARD RENEWABLE ENERGY OPERATIONS LLC            | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $46750.00     | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                             | BOSTON PROPERTIES LP                               | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    213000 | PA      | $219907.38    | 0.07%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                     | EMPRESA NACIONAL DEL PET                           | CUSIP: 29245JAH5<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    330000 | PA      | $320512.50    | 0.10%             | 2024-10-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PARTNERS LP                        | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31281.25     | 0.01%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMENT, INC                                    | CARGO AIRCRAFT MANAGEMAN                           | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90000.00     | 0.03%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6946000 | PA      | $5945341.88   | 1.77%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING                            | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161777.50    | 0.05%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36410 | PA      | $34351.89     | 0.01%             | 2024-04-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES, L.P.                                 | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     27000 | PA      | $20764.11     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA FINANCE PLC                         | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    100000 | PA      | $90000.00     | 0.03%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    630000 | PA      | $601650.00    | 0.18%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97050.00     | 0.03%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    421000 | PA      | $353823.14    | 0.11%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                                         | STORE CAPITAL CORP                                 | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    147000 | PA      | $132133.60    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321244 | PA      | $271493.88    | 0.08%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $81500.00     | 0.02%             | 2030-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAK5<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $54587.50     | 0.02%             | 2025-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                | VENTAS REALTY LP                                   | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    569000 | PA      | $479756.90    | 0.14%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HLTHCARE INVESTORS                           | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    281000 | PA      | $272070.10    | 0.08%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                          | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42427.50     | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22000.00     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALL FINACIAL INC                                   | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    148000 | PA      | $146431.20    | 0.04%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194237.50    | 0.06%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SILVER AIRCRAFT LEASE INVESTMENT LTD                              | PROJECT SILVER                                     | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342922 | PA      | $270309.76    | 0.08%             | 2044-07-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $1918750.00   | 0.57%             | 2053-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102462.14    | 0.03%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNFQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26779 | PA      | $25192.31     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED                    | CRED SUIS GP FUN LTD                               | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |   1175000 | PA      | $1147227.70   | 0.34%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160611 | PA      | $153015.63    | 0.05%             | 2039-02-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                   | BARINGS CLO LTD 2020 I                             | CUSIP: 06762LAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243253.25    | 0.07%             | 2036-10-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190400 | PA      | $187077.15    | 0.06%             | 2036-10-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FDC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34455 | PA      | $35847.45     | 0.01%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING, LLC                                              | ASCEND LEARNING LLC                                | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | DBT              | CORP              | US        |     74438 | PA      | $70250.39     | 0.02%             | 2028-11-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101664.30    | 0.03%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                             | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56468.75     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29400 | PA      | $28851.82     | 0.01%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    374000 | PA      | $357033.86    | 0.11%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45328 | PA      | $44089.79     | 0.01%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36297AKJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48471 | PA      | $49925.33     | 0.01%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69844 | PA      | $59368.66     | 0.02%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    387000 | PA      | $348161.07    | 0.10%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                            | RR 7 LTD                                           | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $409589.46    | 0.12%             | 2037-01-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LLC                                         | C S GROUP ENTERPRISES LLC                          | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $128350.00    | 0.04%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20409 | PA      | $17388.17     | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    348045 | PA      | $338530.48    | 0.10%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBR, INC.                                                         | KBR INC                                            | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     33000 | PA      | $68493.15     | 0.02%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238850 | PA      | $232934.63    | 0.07%             | 2036-10-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC.                                             | SRS DISTRIBUTION INC                               | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20187.50     | 0.01%             | 2029-07-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160611 | PA      | $150356.59    | 0.04%             | 2039-02-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40382 | PA      | $34721.66     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H030625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    800000 | PA      | $713625.00    | 0.21%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H032621<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    800000 | PA      | $736031.25    | 0.22%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92500.00     | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                        | SPRINT CAPITAL CORP                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    445000 | PA      | $529550.00    | 0.16%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                   | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AP3<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    167000 | PA      | $162407.50    | 0.05%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A22Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20419 | PA      | $19126.58     | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS SAFEWAY                             | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214200.00    | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $485156.25    | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33958.64     | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    194000 | PA      | $149258.36    | 0.04%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44618.75     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $136523.44    | 0.04%             | 2053-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107100.00    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    177321 | PA      | $172483.55    | 0.05%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANKK OF AMERICA CORPORATION                       | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125557.38    | 0.04%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                          | DISH NETWORK CORP                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256250.00    | 0.08%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                                   | ADVANCED DRAINAGE SYSTEMS                          | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    255000 | PA      | $238425.00    | 0.07%             | 2027-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                       | RANGE RESOURCES CORP                               | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104775.00    | 0.03%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFETY CORPORATION                                    | GARDEN SPINCO CORP                                 | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26125.00     | 0.01%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    350000 | PA      | $293835.94    | 0.09%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II, LLC                                  | LCM INVESTMENTS HOLDINGS II LLC                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20500.00     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173094 | PA      | $157565.39    | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO LTD                                   | CUSIP: 33883MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $420239.86    | 0.13%             | 2033-11-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXI LTD                                  | CUSIP: 55954PAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $315747.55    | 0.09%             | 2034-04-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT, LLC                                       | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56350.00     | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1912671 | PA      | $1692348.88   | 0.50%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618958 | PA      | $544777.36    | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    127000 | PA      | $115411.89    | 0.03%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    635000 | PA      | $500062.50    | 0.15%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES CLO LTD                                       | CUSIP: 04017WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393000 | PA      | $385468.55    | 0.11%             | 2032-10-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                | AMERICAN INTERNATIONAL GROUP INC                   | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564555.60    | 0.17%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO                                              | CUSIP: 00144GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $443469.52    | 0.13%             | 2034-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC THE                               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    301000 | PA      | $281450.05    | 0.08%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS, LLC                                               | WYNN LAS VEGAS LLC CORP                            | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135000.00    | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY, INC.                                                  | CVR ENERGY INC                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21500.00     | 0.01%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141605.14    | 0.04%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO SPA                                               | INTESA SANPAOLO SPA                                | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $192678.60    | 0.06%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING VI CLO LTD                           | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $324990.29    | 0.10%             | 2034-04-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    234000 | PA      | $182428.27    | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM, LLC                                             | ENLINK MIDSTREAM LLC                               | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128756.25    | 0.04%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN MIDSTREAM OPERAT                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180400.00    | 0.05%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MLKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    934512 | PA      | $822738.35    | 0.25%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49688 | PA      | $49484.25     | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185661 | PA      | $169057.87    | 0.05%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL, INC.                                  | TEMPUR SEALY INTERNATIONAL INC                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47100.00     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES, L.P.                                 | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63773.97     | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED                    | CRED SUIS GP FUN LTD                               | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |    720000 | PA      | $649080.00    | 0.19%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92143 | PA      | $84815.87     | 0.03%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                   | FOX CORP                                           | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101679.64    | 0.03%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193993.38    | 0.06%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187050.00    | 0.06%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    157019 | PA      | $152731.17    | 0.05%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $130534.02    | 0.04%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                    | II VI INC                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    255000 | PA      | $224400.00    | 0.07%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                               | DOMINICAN REPUBLIC                                 | CUSIP: 25714PCV8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1344000 | PA      | $1333920.00   | 0.40%             | 2025-01-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Jazz Securities Designated Activity Company                       | JAZZ SECURITIES DAC                                | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     45000 | PA      | $39937.50     | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | MAGALLANES INC                                     | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     74000 | PA      | $64259.31     | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Reynolds American Inc.                                            | REYNOLDS AMERICAN INC                              | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612471.00    | 0.18%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CLO 2020 2 LTD                         | CUSIP: 27829PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378000 | PA      | $368854.29    | 0.11%             | 2035-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    418000 | PA      | $414992.49    | 0.12%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     98000 | PA      | $82393.40     | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    985000 | PA      | $896350.00    | 0.27%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2735 | PA      | $2703.42      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                 | SYSCO CORP                                         | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145521.18    | 0.04%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | MAGALLANES INC                                     | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    199000 | PA      | $193035.97    | 0.06%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                    | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116301 | PA      | $104141.35    | 0.03%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323575 | PA      | $265690.34    | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                    | CHARLES RIVER LABORATORI                           | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18300.00     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO 2020 1 LTD                                | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243669.75    | 0.07%             | 2034-07-16      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163945 | PA      | $154278.99    | 0.05%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC.                                         | BOXER PARENT CO INC                                | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58350.00     | 0.02%             | 2025-10-02      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                    | CITIZENS FINANCIAL GROUP                           | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149518.60    | 0.04%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| LUCALI CLO                                                        | LUCALI CLO LTD                                     | CUSIP: 54929JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246594.75    | 0.07%             | 2032-01-15      | Floating      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                           | ATHENAHEALTH                                       | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      7971 | PA      | $7176.78      | 0.00%             | 2029-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1028080.50   | 0.31%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| State of California                                               | CALIFORNIA ST                                      | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $12222.20     | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $61929.97     | 0.02%             | 2023-07-05      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE S COS INC                                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    464000 | PA      | $364005.22    | 0.11%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    219000 | PA      | $183376.37    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC.                                                 | PITNEY BOWES INC                                   | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54687.50     | 0.02%             | 2029-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104188 | PA      | $95591.99     | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372978 | PA      | $320055.28    | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC.                                                    | VALVOLINE INC                                      | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108000.00    | 0.03%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65331.36     | 0.02%             | 2027-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    502000 | PA      | $316755.98    | 0.09%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168260 | PA      | $141516.49    | 0.04%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2019 XL               | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75266 | PA      | $74241.97     | 0.02%             | 2036-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570608 | PA      | $465717.07    | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                             | FRONTIER COMMUNICATIONS HOLDINGS LLC               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8244 | PA      | $6368.49      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER S.A.                                        | GRIFOLS ESCROW ISSUER SA                           | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $173250.00    | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                       | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      1100 | NS      | $45760.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T MOBILE USA INC                                   | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    161000 | PA      | $133616.32    | 0.04%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25561 | PA      | $24592.68     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                         | FRONT RANGE BIDCO INC                              | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $17062.50     | 0.01%             | 2028-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QVXL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10275 | PA      | $9867.33      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    422000 | PA      | $430440.00    | 0.13%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    128000 | PA      | $117804.54    | 0.04%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO COMPANY                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    938000 | PA      | $878825.33    | 0.26%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                     | CORP ANDINA DE FOMENTO                             | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              |  | VE        |    400000 | PA      | $396006.40    | 0.12%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                 | ASGN INC                                           | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54300.00     | 0.02%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76869.28     | 0.02%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL, INC.                                             | COINBASE GLOBAL INC                                | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $69237.50     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | TBOLT 2017 A A MTGE                                | CUSIP: 88606WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314611 | PA      | $270670.27    | 0.08%             | 2032-05-17      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ALD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3722 | PA      | $3680.86      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $152250.41    | 0.05%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YNA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47897 | PA      | $46392.56     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95150.00     | 0.03%             | 2029-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160611 | PA      | $152176.98    | 0.05%             | 2039-02-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61600.00     | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARIBBEAN CRUISES                            | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    117000 | PA      | $125482.50    | 0.04%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2022 DK | CUSIP: 05530SAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94870.06     | 0.03%             | 2039-01-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO                                        | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155762.50    | 0.05%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| PARTY CITY HOLDINGS INC.                                          | PARTY CITY HOLDINGS INC                            | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |     30000 | PA      | $8775.00      | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52473 | PA      | $49287.77     | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109012.50    | 0.03%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2350082.40   | 0.70%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                         | LIBERTY MUTUAL GROUP INC                           | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131459.86    | 0.04%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                          | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49000 | PA      | $46543.89     | 0.01%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| THE ADT SECURITY CORPORATION                                      | ADT SECURITY CORP THE                              | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46612.50     | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    825000 | PA      | $751330.07    | 0.22%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $394271.29    | 0.12%             | 2038-11-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                  | JBS USA LUX SA                                     | CUSIP: 46590XAD8<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $422125.00    | 0.13%             | 2032-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215455.68    | 0.06%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC.                                             | GRAFTECH FINANCE INC                               | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64000.00     | 0.02%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                        | ROGERS COMMUNICATIONS IN                           | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $173255.77    | 0.05%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                               | MESQUITE ENERGY INC                                | CUSIP: 59073XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46865 | PA      | $298651.90    | 0.09%             | 2023-07-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    103000 | PA      | $85896.85     | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                     | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     78000 | PA      | $61935.90     | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING LII LTD                       | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369000 | PA      | $357184.62    | 0.11%             | 2035-01-22      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99704 | PA      | $99636.13     | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5JM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33444 | PA      | $32169.65     | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                               | HILTON GRAND VACATIONS BORROWER ESCROW LLC         | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47712.50     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29049 | PA      | $25863.15     | 0.01%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $249700.00    | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| State of California                                               | CALIFORNIA STATE                                   | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              |  | US        |    460000 | PA      | $559314.00    | 0.17%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64830 | PA      | $63062.02     | 0.02%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    381000 | PA      | $374330.98    | 0.11%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2762000 | PA      | $1772262.16   | 0.53%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Elastic N.V.                                                      | ELASTIC NV                                         | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $24000.00     | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138130 | PA      | $118458.50    | 0.04%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1596691.82   | 0.48%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13986 | PA      | $13496.68     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    292000 | PA      | $259286.95    | 0.08%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC.                                       | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $136000.00    | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                     | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67681.25     | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT T INC                                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203006.01    | 0.06%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2937 | PA      | $2856.96      | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $106000.00    | 0.03%             | 2025-05-15      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    299000 | PA      | $246365.54    | 0.07%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21614 | PA      | $20859.07     | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $64917.00     | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                      | MATCH GROUP INC                                    | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32500.00     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75048.76     | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                         | CNX RESOURCES CORP                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27675.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH CT LLC                                      | CABLEVISION LIGHTPATH LLC                          | CUSIP: 12687GAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18562.50     | 0.01%             | 2028-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 11 LTD                                   | CUSIP: 00140NAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243352.25    | 0.07%             | 2034-10-17      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49466 | PA      | $49472.57     | 0.01%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM RETAIL PORTFOLIO TRUST                                        | CIM RETAIL PORTFOLIO TRUST                         | CUSIP: 12566BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72446.12     | 0.02%             | 2036-08-15      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7279 | PA      | $7404.15      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $185725.00    | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES LV CLO LTD                                    | CUSIP: 04018BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $334225.66    | 0.10%             | 2034-07-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YVEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15395 | PA      | $13753.91     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    135000 | PA      | $113906.25    | 0.03%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP, LP                    | RETAIL OPPORTUNITY IN                              | CUSIP: 76132FAB3<br>LEI: 549300KH0PNTJK9NTE57 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99493.47     | 0.03%             | 2024-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10043 | PA      | $8314.72      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $198000.00    | 0.06%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235000.00    | 0.07%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKETING INC.                                  | ADVANTAGE SALES MARKETING INC                      | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    275000 | PA      | $205218.75    | 0.06%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS, INC                                           | AXA EQUITABLE HOLDINGS                             | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58770.49     | 0.02%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                       | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52893.75     | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    466578 | PA      | $382997.90    | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE S COS INC                                     | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31039.07     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                     | DISCOVER BANK                                      | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240719.00    | 0.07%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                     | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $284140.16    | 0.08%             | 2042-10-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                   | BOMBARDIER INC                                     | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $53487.50     | 0.02%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                   | COMMSCOPE FINANCE LLC                              | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156825.00    | 0.05%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHC COMMERCIAL MORTGAGE SECURITIES INC                            | CHC COMMERCIAL MORTGAGE TRUST 2019 CHC             | CUSIP: 162665AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137958 | PA      | $128035.21    | 0.04%             | 2034-06-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                            | CLARIVATE SCIENCE HOLDINGS CORP                    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33900.00     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4484 | PA      | $4485.72      | 0.00%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83250.00     | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                         | ARES CAPITAL CORP                                  | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    706000 | PA      | $684177.54    | 0.20%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XTKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14628 | PA      | $14081.02     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS PLC                                         | TRANSDIGM UK HOLDINGS                              | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $58950.00     | 0.02%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $84312.50     | 0.03%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARRIBEAN CRUISES                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     50000 | PA      | $40625.00     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING LTD                           | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $449960.50    | 0.13%             | 2034-04-19      | Floating      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                               | ANHEUSER BUSCH INBEV WOR                           | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    523000 | PA      | $546116.08    | 0.16%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89775.00     | 0.03%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                       | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    355000 | PA      | $335417.85    | 0.10%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399519 | PA      | $393186.77    | 0.12%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                          | BOOZ ALLEN HAMILTON INC                            | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17625.00     | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VICTORS MERGER CORPORATION                                        | VICTORS MERGER CORP                                | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $44000.00     | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79250.00     | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO, LTD.                                          | BEECHWOOD PARK CLO LTD                             | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417000 | PA      | $410348.02    | 0.12%             | 2035-01-17      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    109000 | PA      | $118745.80    | 0.04%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                | STATE OF QATAR                                     | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    470000 | PA      | $430988.59    | 0.13%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    510000 | PA      | $467287.50    | 0.14%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $44343.75     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $130291.18    | 0.04%             | 2023-07-05      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20620 | PA      | $19332.02     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                             | FRONTIER COMMUNICATIONS                            | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61050.00     | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177186 | PA      | $165059.99    | 0.05%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36204DT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73084 | PA      | $73486.96     | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                     | ASBURY AUTOMOTIVE GROUP INC                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29400.00     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                       | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166731.25    | 0.05%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                      | INFRABUILD AUSTRALIA PTY LTD                       | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $101850.00    | 0.03%             | 2024-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN 85 CLO LTD                                  | CUSIP: 26246BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296000 | PA      | $287509.24    | 0.09%             | 2035-10-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                              | GENESIS ENERGY LP FIN                              | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94000.00     | 0.03%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO.                                                | LEVI STRAUSS CO                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55212.50     | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412QPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165186 | PA      | $174920.61    | 0.05%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25792 | PA      | $25086.76     | 0.01%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147565 | PA      | $131274.54    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT T INC                                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    351000 | PA      | $244495.72    | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58106 | PA      | $55952.08     | 0.02%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                 | SM ENERGY CO                                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73125.00     | 0.02%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                            | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    788000 | PA      | $703308.91    | 0.21%             | 2025-09-11      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322775 | PA      | $265706.59    | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC.                                             | SRS DISTRIBUTION INC                               | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39881.25     | 0.01%             | 2028-07-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO ENTERPRISES INC                             | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    211000 | PA      | $204670.00    | 0.06%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    167000 | PA      | $161971.30    | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO LTD                                       | CUSIP: 92917RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516000 | PA      | $506918.92    | 0.15%             | 2032-07-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST 2019 MEAD           | CUSIP: 61771LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86000 | PA      | $79784.33     | 0.02%             | 2036-11-10      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                | SWISS RE FINANCE LUX                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $181300.00    | 0.05%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CAP CORP                          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $94500.00     | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STERICYCLE, INC.                                                  | STERICYCLE INC                                     | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104700.00    | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9253000 | PA      | $8301675.94   | 2.47%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                     | ASBURY AUTOMOTIVE GROUP INC                        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33450.00     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                              | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165000.00    | 0.05%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 12433WAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $106111.39    | 0.03%             | 2037-09-15      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                   | MADISON IAQ LLC                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $231150.00    | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     55000 | PA      | $26262.50     | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    191960 | PA      | $172048.83    | 0.05%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11472 | PA      | $10732.11     | 0.00%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                               | KINDER MORGAN ENERGY PARTNERS                      | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149594.10    | 0.04%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                  | PACIFIC LIFECORP                                   | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    651000 | PA      | $598345.17    | 0.18%             | 2043-01-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41731.25     | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                             | BOOKING HOLDINGS INC                               | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     38000 | PA      | $50853.50     | 0.02%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                       | CITY FOOTBALL GROUP                                | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | DBT              | CORP              | GB        |    109175 | PA      | $101805.69    | 0.03%             | 2028-07-09      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                   | BOMBARDIER INC                                     | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $37667.50     | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                       | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70332.05     | 0.02%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    209000 | PA      | $182541.44    | 0.05%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    575000 | PA      | $526125.00    | 0.16%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49812 | PA      | $49778.03     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $256653.05    | 0.08%             | 2034-04-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                      | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $61512.50     | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28281 | PA      | $26457.00     | 0.01%             | 2033-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                               | SOCIETE GENERALE SA                                | CUSIP: 83368RBE1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    980000 | PA      | $907580.25    | 0.27%             | 2025-06-18      | Fixed         | 1.04%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP                       | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116943.75    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                     | HOLOGIC INC                                        | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120400.00    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55955EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243340.25    | 0.07%             | 2034-10-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20742 | PA      | $17673.13     | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                    | TRIVIUM PACKAGING FINANCE BV                       | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $237468.75    | 0.07%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    285000 | PA      | $243675.00    | 0.07%             | 2024-12-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                              | BANK                                               | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43000 | PA      | $37095.61     | 0.01%             | 2052-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                       | ILLINOIS STATE                                     | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $284571.75    | 0.08%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD.                                                 | TEINE ENERGY LTD                                   | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $63000.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                    | AUTOZONE INC                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    333000 | PA      | $308182.18    | 0.09%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312946Q25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25844 | PA      | $25644.87     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $390647.28    | 0.12%             | 2034-04-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                              | LEXINGTON REALTY TRUST                             | CUSIP: 529043AD3<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131342.72    | 0.04%             | 2024-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                      | HASBRO INC                                         | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    311000 | PA      | $298968.65    | 0.09%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | MAGALLANES INC                                     | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    234000 | PA      | $172213.24    | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING                            | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729375.00    | 0.22%             | 2043-05-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148689 | PA      | $127588.87    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED           | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425027 | PA      | $353641.44    | 0.11%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 18 SITE C                                     | CUSIP: 12690CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95949.47     | 0.03%             | 2036-04-15      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $76406.25     | 0.02%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3222000 | PA      | $2060066.25   | 0.61%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2566000 | PA      | $1618183.75   | 0.48%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45782 | PA      | $44231.82     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                    | UNITI GROUP LP                                     | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $101200.00    | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| THE TOLEDO HOSPITAL                                               | TOLEDO HOSPITAL THE                                | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $140799.90    | 0.04%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460682 | PA      | $374307.53    | 0.11%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EBDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42084 | PA      | $39580.32     | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                    | COMMONWEALTH BANK AUST                             | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $165176.00    | 0.05%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERN                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25275.00     | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    900000 | PA      | $848930.40    | 0.25%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21295 | PA      | $18142.58     | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                   | LIVE NATION ENTERTAINMENT INC                      | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36458.39     | 0.01%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                 | DIVERSEY TERM B                                    | CUSIP: N2611UAF2<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |      9925 | PA      | $9577.63      | 0.00%             | 2028-09-14      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59797 | PA      | $57705.56     | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                               | DOMINICAN REPUBLIC                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $240000.00    | 0.07%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                     | DM MASTER FINANCE LLC                              | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545782 | PA      | $489282.29    | 0.15%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241LP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92926 | PA      | $90386.53     | 0.03%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                          | GS MORTGAGE SECURITIES CORP II                     | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264000 | PA      | $246129.50    | 0.07%             | 2036-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                               | ANHEUSER BUSCH                                     | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    509000 | PA      | $449995.70    | 0.13%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337431.50    | 0.10%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING, INC.                                             | AVANTOR FUNDING INC                                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177206.25    | 0.05%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                         | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197739.23    | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48997.85     | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019 I | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $201457.46    | 0.06%             | 2036-05-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    427000 | PA      | $345012.58    | 0.10%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    137000 | PA      | $125648.59    | 0.04%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    176732 | PA      | $171901.52    | 0.05%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $445781.25    | 0.13%             | 2037-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                          | DISH NETWORK CORP                                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    209000 | PA      | $131232.77    | 0.04%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1590096.38   | 0.47%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QRJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33528 | PA      | $30312.68     | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98297 | PA      | $93038.62     | 0.03%             | 2038-03-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 18 SITE D CSTR 1R                             | CUSIP: 12690CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $117960.44    | 0.04%             | 2036-04-15      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC                                                | MIWD HLDCO II MIWD FIN                             | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12037.50     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                             | EG GLOBAL FINANCE PLC                              | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $99475.00     | 0.03%             | 2025-02-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCL FINANCE LIMITED                                               | NCL FINANCE LTD                                    | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     25000 | PA      | $18625.00     | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP                                     | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    467000 | PA      | $459730.21    | 0.14%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296DDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5533 | PA      | $5699.80      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21576 | PA      | $19240.16     | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING                            | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172975.00    | 0.05%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    522000 | PA      | $438197.60    | 0.13%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18587 | PA      | $18472.91     | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QXCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6013 | PA      | $5774.55      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $147914.06    | 0.04%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299261 | PA      | $299057.61    | 0.09%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108000.00    | 0.03%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215893 | PA      | $189227.27    | 0.06%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     10000 | PA      | $3850.00      | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                        | BFLD TRUST 2020 OBRK                               | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201000 | PA      | $199497.84    | 0.06%             | 2028-11-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                       | PILGRIM S PRIDE CORP                               | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114412.50    | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                               | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $195573.40    | 0.06%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amplify Energy Corp                                               | AMPLIFY ENERGY CORP                                | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |        22 | NS      | $193.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC.                                                   | BOMBARDIER INC                                     | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $157037.50    | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    578000 | PA      | $573020.53    | 0.17%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST                                   | PEACHTREE FUNDING TRUST                            | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $481615.00    | 0.14%             | 2025-02-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4900000 | PA      | $4002687.50   | 1.19%             | 2053-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63562.50     | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                         | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69885.01     | 0.02%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42945 | PA      | $41012.43     | 0.01%             | 2024-04-15      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142566 | PA      | $130771.36    | 0.04%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC SR NT                                | CUSIP: 36162JAD8<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90962.50     | 0.03%             | 2028-12-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    360000 | PA      | $303300.00    | 0.09%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    577000 | PA      | $564161.75    | 0.17%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    528000 | PA      | $498961.58    | 0.15%             | 2025-07-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J95F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343347 | PA      | $327711.13    | 0.10%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55953UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $389472.00    | 0.12%             | 2034-10-25      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HLTHCARE INVESTORS                           | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1797565.97   | 0.54%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71980.15     | 0.02%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209881 | PA      | $203840.86    | 0.06%             | 2038-07-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                   | INVESCO CLO LTD                                    | CUSIP: 46146JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242533.00    | 0.07%             | 2034-10-22      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ETM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7362 | PA      | $7281.56      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103351 | PA      | $99604.10     | 0.03%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                              | KONTOOR BRANDS INC                                 | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16275.00     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| 1375209 B.C. LTD.                                                 | 1375209 BC LTD                                     | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     21000 | PA      | $20396.25     | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21002 | PA      | $17892.85     | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YUAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22027 | PA      | $20725.76     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS, INC.                                             | ASSUREDPARTNERS INC                                | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44825.00     | 0.01%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117600.00    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61800.00     | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS, INC.                                     | SURGERY CENTER HOLDINGS                            | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103425.00    | 0.03%             | 2025-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L65K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39126 | PA      | $36522.28     | 0.01%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51300.00     | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YUWB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28569 | PA      | $26883.58     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190452 | PA      | $183939.29    | 0.05%             | 2024-04-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    215000 | PA      | $177348.99    | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                  | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAG1<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    190000 | PA      | $179787.50    | 0.05%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60900.00     | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                                               | SANCHEZ ENERGY CORP                                | CUSIP: GCE744000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5889 | NS      | $350844.81    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC.                              | GLOBAL INFRASTRUCTURE SOLUTIONS INC                | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62200.00     | 0.02%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54381.25     | 0.02%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                      | MAGIC MERGERCO INC                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44000.00     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                          | COMSTOCK RESOURCES INC                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72000.00     | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $249550.00    | 0.07%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328467.81    | 0.10%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    870700 | PA      | $765772.71    | 0.23%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US, INC                                            | ACURIS FINANCE US INC                              | CUSIP: 00511BAA5<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43518.75     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FH3T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300333 | PA      | $282832.07    | 0.08%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                             | SABRA HEALTH CARE LP                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    498000 | PA      | $371872.54    | 0.11%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS, INC.                                             | BELLRING BRANDS INC                                | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53212.50     | 0.02%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS L                           | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $51218.75     | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    311000 | PA      | $297414.59    | 0.09%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    207000 | PA      | $185130.86    | 0.06%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232401 | PA      | $241756.70    | 0.07%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                       | CHICAGO IL TAXABLE PROJ C1                         | CUSIP: 167486MM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $326594.30    | 0.10%             | 2035-01-01      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285227 | PA      | $232937.85    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62279 | PA      | $55427.45     | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                      | HESS MIDSTREAM OPERATIONS LP                       | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29925.00     | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO 2020 3 LTD                                | CUSIP: 92918NAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444000 | PA      | $431975.15    | 0.13%             | 2034-10-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    297000 | PA      | $208916.04    | 0.06%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2017 1 TRUST                                 | CUSIP: 000366AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921568 | PA      | $714680.95    | 0.21%             | 2042-05-16      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRAND INDUSTRIAL SERVICES                          | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $263175.00    | 0.08%             | 2025-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    214000 | PA      | $211948.17    | 0.06%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93076.19     | 0.03%             | 2036-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $177339.41    | 0.05%             | 2034-04-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CO                           | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    636000 | PA      | $594113.68    | 0.18%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $187700.20    | 0.06%             | 2039-05-15      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $129514.60    | 0.04%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    580000 | PA      | $534131.28    | 0.16%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38800.00     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                    | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59412.50     | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75050.00     | 0.02%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28575.00     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273543 | PA      | $265689.90    | 0.08%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                        | ROGERS COMMUNICATIONS IN                           | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $213003.00    | 0.06%             | 2027-03-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     66000 | PA      | $25740.00     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLD CO ISSUER                             | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17950.00     | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GRAY TELEVISION, INC.                                             | GRAY TELEVISION INC                                | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46150.00     | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CTR PARTNERSHIP, L.P.                                             | CTR PARTNERSHIP LP CARETRUST CAPITAL CORP          | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54843.75     | 0.02%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OP LLC                             | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41568.75     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36457 | PA      | $33201.91     | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP, LLC                                         | DIAMOND SPORTS GROUP LLC DIAMOND SPORTS FINANCE CO | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $30800.00     | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROCKLAND PARK CLO                                                 | ROCKLAND PARK CLO LTD                              | CUSIP: 773663AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $458655.14    | 0.14%             | 2034-04-20      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    470000 | PA      | $404787.50    | 0.12%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL, INC.                                             | COINBASE GLOBAL INC                                | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $73500.00     | 0.02%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AHP HEALTH PARTNERS, INC.                                         | AHP HEALTH PARTNERS INC                            | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51350.00     | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297132 | PA      | $299306.33    | 0.09%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449999 | PA      | $434688.70    | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78041.58     | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    610000 | PA      | $567300.00    | 0.17%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285174 | PA      | $224316.12    | 0.07%             | 2041-11-16      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNSS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24140 | PA      | $22721.74     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    262000 | PA      | $232828.13    | 0.07%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                   | EQT CORP                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106375.00    | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                                | SYMPHONY CLO LTD                                   | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $424039.27    | 0.13%             | 2035-04-23      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                                        | GOLDEN ENTERTAINMENT INC                           | CUSIP: 38101JAC0<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    156412 | PA      | $155825.37    | 0.05%             | 2024-10-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                          | ALLEGHENY TECHNOLOGIES INC                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26511.90     | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $390656.25    | 0.12%             | 2037-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BETHPAGE PARK CLO, LTD.                                           | BETHPAGE PARK CLO LTD                              | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331000 | PA      | $321221.93    | 0.10%             | 2035-01-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                        | SPRINT CAPITAL CORP                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311250.00    | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180M2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35750 | PA      | $33215.56     | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5751 | PA      | $5326.49      | 0.00%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45511 | PA      | $39059.66     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S.P.C.M. SA                                                       | SPCM SA                                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     55000 | PA      | $47437.50     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN 76 CLO LTD                                  | CUSIP: 26252WAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243076.75    | 0.07%             | 2034-10-20      | Floating      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19980 | PA      | $17022.24     | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43697.50     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1045504.90   | 0.31%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                            | FAIR ISAAC CORP                                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63525.00     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS PARTNERS LP                               | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240177.01    | 0.07%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP, LLC                                         | DIAMOND SPORTS GROUP LLC                           | CUSIP: 25277BAB4<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |     75285 | PA      | $8281.34      | 0.00%             | 2026-08-24      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO, LLC                                               | RADIATE HOLDCO LLC RADIATE FINANCE INC             | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    165000 | PA      | $119418.75    | 0.04%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                       | SOUTHWESTERN ENERGY CO                             | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46543.75     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J92P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25940 | PA      | $24434.21     | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP I                           | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118593.75    | 0.04%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE S COS INC                                     | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    410000 | PA      | $329369.40    | 0.10%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25912.50     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1925000 | PA      | $1669937.50   | 0.50%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT T INC                                           | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448879.50    | 0.13%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES, INC.                                             | THOR INDUSTRIES INC                                | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58875.00     | 0.02%             | 2029-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125816.47    | 0.04%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47026.80     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES CLO LTD                                       | CUSIP: 04016DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $375581.57    | 0.11%             | 2034-04-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NUFARM AUSTRALIA LIMITED                                          | NUFARM AUSTRALIA LTD NUFARM AMERICAS INC           | CUSIP: 67052NAB1<br>LEI: 254900Z2JJWSZ7WQM263 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $196875.00    | 0.06%             | 2030-01-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    588986 | PA      | $536318.95    | 0.16%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22000.00     | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    140000 | PA      | $117950.00    | 0.04%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RES CORP WTS                                           | CALIFORNIA RES CORP WTS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        95 | NS      | $1197.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    165000 | PA      | $127050.00    | 0.04%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPERATING PARTNERSHIP LP                | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    288000 | PA      | $283129.34    | 0.08%             | 2028-03-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                  | BALL CORP                                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68212.50     | 0.02%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $95352.25     | 0.03%             | 2023-07-05      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | MAGALLANES INC                                     | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103732.90    | 0.03%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473886 | PA      | $459305.31    | 0.14%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215372 | PA      | $168284.10    | 0.05%             | 2051-12-05      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    351000 | PA      | $315203.27    | 0.09%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    449000 | PA      | $417758.58    | 0.12%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP, INC.                                                | AMWINS GROUP INC                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29968.75     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                         | BPR TRUST 2022 OANA                                | CUSIP: 05592DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197000 | PA      | $184919.51    | 0.06%             | 2037-04-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9X55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32595 | PA      | $32229.12     | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    214000 | PA      | $209338.44    | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $238795.96    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                 | ELANCO ANIMAL HEALTH INC                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    116000 | PA      | $109620.00    | 0.03%             | 2028-08-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335ASE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536548 | PA      | $532186.54    | 0.16%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    232000 | PA      | $183270.26    | 0.05%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA, INC.                           | ROLLER BEARING CO OF AMERICA INC                   | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13200.00     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186540 | PA      | $176324.60    | 0.05%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                        | UNITED NATURAL FOODS INC                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62156.25     | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ERO COPPER CORP.                                                  | ERO COPPER CORP                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $160500.00    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EZL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13746 | PA      | $14299.15     | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atlas LuxCo 4 S.a r.l.                                            | ATLAS LUXCO 4 SARL ALLIED UNIVERSAL                | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |     32000 | PA      | $26240.00     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388273 | PA      | $376095.67    | 0.11%             | 2038-03-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    332000 | PA      | $254017.85    | 0.08%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                         | HUB INTERNATIONAL LTD                              | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53831.25     | 0.02%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                         | VZ SECURED FINANCING BV                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $204318.75    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130846 | PA      | $112293.00    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183585 | PA      | $163204.55    | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    395000 | PA      | $319456.25    | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GSW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5261 | PA      | $5065.88      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA, INC.                                                      | ARCOSA INC                                         | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34600.00     | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                  | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57400.00     | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                       | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28237.50     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                            | BWX TECHNOLOGIES INC                               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111406.25    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    452000 | PA      | $335771.36    | 0.10%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS, INC.                                  | MARRIOTT OWNERSHIP RESORTS INC                     | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45512.50     | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                                | SYMPHONY CLO LTD                                   | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $339954.65    | 0.10%             | 2033-04-20      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS, LP                             | NEXTERA ENERGY PARTNERS                            | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26752.50     | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING X CLO LTD                            | CUSIP: 15033XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264000 | PA      | $257611.20    | 0.08%             | 2032-10-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    900000 | PA      | $823500.00    | 0.25%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL PARK CLO, LTD.                                            | BRISTOL PARK CLO LTD                               | CUSIP: 11014PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442187 | PA      | $436037.55    | 0.13%             | 2029-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L65D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19147 | PA      | $17884.35     | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49970 | PA      | $49936.03     | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC.                                                        | TEGNA INC                                          | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135625.00    | 0.04%             | 2026-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC SAFEWAY INC                     | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67100.00     | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335AU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63129 | PA      | $59078.86     | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMBIENCE MERGER SUB, INC.                                         | AMBIENCE MERGER                                    | CUSIP: 04650YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $21300.00     | 0.01%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60840 | PA      | $61908.57     | 0.02%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320501 | PA      | $299390.35    | 0.09%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                            | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240174.35    | 0.07%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE USA, INC.                                                  | ALTICE USA INC                                     | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      2400 | NS      | $11040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410G4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15554 | PA      | $15825.55     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                             | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $57662.50     | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $243952.64    | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                    | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    353000 | PA      | $349415.64    | 0.10%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LYRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93889 | PA      | $82653.87     | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                   | WP CAREY INC                                       | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    814000 | PA      | $792081.42    | 0.24%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44550.00     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST                                     | ELP COMMERCIAL MORTGAGE TRUST 2021 ELP             | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612000 | PA      | $586072.86    | 0.17%             | 2036-11-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $386000.00    | 0.11%             | 2051-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    108000 | PA      | $96087.06     | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc                        | CONVERGINT TECH TERM 2LN                           | CUSIP: 23344MAF5<br>LEI: 549300AE79DEGS4AGL59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43916.50     | 0.01%             | 2029-03-18      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 21 LTD                                | CUSIP: 33883PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243886.75    | 0.07%             | 2034-07-19      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44285 | PA      | $41665.59     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    194000 | PA      | $207606.19    | 0.06%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                 | ELANCO ANIMAL HEALTH INC                           | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273228.73    | 0.08%             | 2023-08-28      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN SENIOR LOAN FUND                            | CUSIP: 26246EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382000 | PA      | $375777.60    | 0.11%             | 2032-01-18      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                  | ALTICE FRANCE SA FRANCE                            | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    185000 | PA      | $146843.75    | 0.04%             | 2029-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NAVIOS SOUTH AMERICAN LOGISTICS INC.                              | NAVIOS SOUTH AMERICAN LOGISTICS INC                | CUSIP: 63938NAF1<br>LEI: 89450079LEE5QGJRM678 | Long             | DBT              | CORP              | MH        |    190000 | PA      | $180500.00    | 0.05%             | 2025-07-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORPORATION                                           | BOYD GAMING CORP                                   | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162750.00    | 0.05%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                     | MELCO RESORTS FINANCE                              | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     65000 | PA      | $52000.00     | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Prima Capital CDO                                                 | PRIMA CAPITAL LTD                                  | CUSIP: 74167CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24835 | PA      | $24526.80     | 0.01%             | 2037-12-15      | Floating      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    295000 | PA      | $232930.23    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2541106.86   | 0.76%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                   | CORRECTIONS CORP OF AMERICA                        | CUSIP: 22025YAP5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34956.25     | 0.01%             | 2023-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94354.51     | 0.03%             | 2038-11-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QV2M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1755 | PA      | $1685.74      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    833000 | PA      | $786293.69    | 0.23%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127400.00    | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 056054AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $459574.21    | 0.14%             | 2036-10-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                    | CASCADE FUNDING MORTGAGE TRUST 2021 HB6            | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189101 | PA      | $178901.20    | 0.05%             | 2036-06-25      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                  | DEUTSCHE BANK AG                                   | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1462000 | PA      | $1390382.47   | 0.41%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN SENIOR LOAN FUND                            | CUSIP: 262484AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242463.00    | 0.07%             | 2035-02-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7103000 | PA      | $4897740.47   | 1.46%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES, L.P.                                   | ENDEAVOR ENERGY RESOURCES LP                       | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105050.00    | 0.03%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EQT CORPORATION                                                   | EQT CORP                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1400 | NS      | $47362.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    220000 | PA      | $176550.00    | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QRQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10040 | PA      | $9089.16      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $28860.00     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                       | CITGO PETROLEUM CORP                               | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139018.75    | 0.04%             | 2026-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HLTHCARE INVESTORS                           | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166772.07    | 0.05%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124354.94    | 0.04%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116908 | PA      | $106223.75    | 0.03%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY, INC.                                                  | PDC ENERGY INC                                     | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33075.00     | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV                   | NEW JERSEY ECON SER A                              | CUSIP: 645913AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    504000 | PA      | $544561.92    | 0.16%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC.                                                 | PITNEY BOWES INC                                   | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29881.25     | 0.01%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FOOT LOCKER, INC.                                                 | FOOT LOCKER INC                                    | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24375.00     | 0.01%             | 2029-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QSP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46650 | PA      | $44290.26     | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513799 | PA      | $440941.99    | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | MAGALLANES INC                                     | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    310000 | PA      | $256008.54    | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                       | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    289000 | PA      | $247521.85    | 0.07%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT, INC.                                        | JACOBS ENTERTAINMENT INC                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26925.00     | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                     | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55981.25     | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2018 1 TRUST                                 | CUSIP: 000367AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209785 | PA      | $127112.33    | 0.04%             | 2038-01-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QVXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11554 | PA      | $11094.13     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                    | UNITI GRP UNITI HLD CSL                            | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290250.00    | 0.09%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61950.00     | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | PHILLIPS 66                                        | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37991.11     | 0.01%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                              | SIRIUS XM RADIO INC                                | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41062.50     | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3024 | PA      | $2941.47      | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA (CAYMAN) LIMITED                                      | GEMS MENASA KY LTD GEMS                            | CUSIP: 36166LAA5<br>LEI: 213800KB2HCLUSOQ2G49 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $216000.00    | 0.06%             | 2026-07-31      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YSKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67779 | PA      | $63791.45     | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $282199.52    | 0.08%             | 2036-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $180862.50    | 0.05%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST                                    | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $92530.73     | 0.03%             | 2052-07-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    393000 | PA      | $381150.26    | 0.11%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    237000 | PA      | $172151.35    | 0.05%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17921 | PA      | $17403.21     | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES, INC.                                            | ARAMARK SERVICES INC                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153656.25    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T MOBILE USA INC                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61814.55     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    199804 | PA      | $188994.54    | 0.06%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                | APACHE CORP                                        | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45650.00     | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                          | DISH NETWORK CORP                                  | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76881.65     | 0.02%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100050.00    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T MOBILE USA INC                                   | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $359094.30    | 0.11%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94629.82     | 0.03%             | 2036-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $44343.75     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10012000 | PA      | $9257971.25   | 2.76%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                           | CF HIPPOLYTA ISSUER LLC                            | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519639 | PA      | $448325.43    | 0.13%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26175.00     | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                  | ITT HOLDINGS LLC                                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63093.75     | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660839 | PA      | $634243.07    | 0.19%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123478 | PA      | $112967.37    | 0.03%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING                            | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103818.75    | 0.03%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4184468.75   | 1.25%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55955KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $392322.40    | 0.12%             | 2034-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                     | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93000.00     | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    332000 | PA      | $258606.42    | 0.08%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    245000 | PA      | $191712.50    | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17393 | PA      | $18334.21     | 0.01%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       599 | PA      | $602.37       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS PARTNERS LP                               | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    426000 | PA      | $419767.19    | 0.13%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $168411.21    | 0.05%             | 2034-04-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $377708.21    | 0.11%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216016 | PA      | $177851.28    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                     | MELCO RESORTS FINANCE                              | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     75000 | PA      | $62531.25     | 0.02%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                   | COMMSCOPE INC                                      | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72562.50     | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $106015.79    | 0.03%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                               | MESQUITE ENERGY INC                                | CUSIP: 59073XAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79890 | PA      | $509107.01    | 0.15%             | 2023-07-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14550.00     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS INC                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54031.25     | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NIELSEN HOLDINGS TERM B LN                         | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111328.75    | 0.03%             | 2029-04-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22594 | PA      | $18998.91     | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                | NEWELL RUBBERMAID INC                              | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12975.00     | 0.00%             | 2036-04-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | THUNDERBOLT AIRCRAFT LEASE LIMITED                 | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495272 | PA      | $388918.44    | 0.12%             | 2039-11-15      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| AFFINITY INTERACTIVE                                              | AFFINITY GAMING                                    | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21187.50     | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC.                                                       | TWILIO INC                                         | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40562.50     | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                | VENTAS REALTY LP                                   | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    631000 | PA      | $592026.92    | 0.18%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                   | BABSON CLO LTD                                     | CUSIP: 06762BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $433000.04    | 0.13%             | 2032-01-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS, INC.                               | FOUNDATION BUILDING MATERIALS INC                  | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29950.00     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108286.89    | 0.03%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST 2019 MEAD           | CUSIP: 61771LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593000 | PA      | $551924.46    | 0.16%             | 2036-11-10      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186315 | PA      | $138092.00    | 0.04%             | 2039-04-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    797000 | PA      | $600350.61    | 0.18%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** Bashir C. Asad

**Name of Signer:** Bashir C. Asad

**Title:** Treasurer