# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001752724-23-041106
**Filing Date:** 2023-2
**Character Count:** 635603
**Document Hash:** c3709c30ee65158f8276a707001f9b65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041106.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041106

**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:** 23670930

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $1575583611.72

**Total Liabilities:** $180256856.26

**Net Assets:** $1395326755.46

**Cash Not Reported:** $1166000.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -916.35337224 | **1-Year:** -29443.69651043 | **5-Year:** -87713.44857531 | **10-Year:** -109507.63283898 | **30-Year:** -39665.78444168

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

- **3-Month:** -227.23576456 | **1-Year:** -7391.02734687 | **5-Year:** -27250.46387493 | **10-Year:** -9981.56674186 | **30-Year:** -963.03469057

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183413 | 2.60%                | 4.23%                | -2.41%               |
| Class ID C000075765 | 2.62%                | 4.19%                | -2.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5344133.58             | $37024765.17                               |
| Month 2  | $-4027244.28             | $57864317.07                               |
| Month 3  | $2580015.77              | $-37906137.55                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NATWEST GROUP PLC                                                  | ROYAL BANK OF SCOTLAND GROUP PLC                   | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3172080.00   | 0.23%             | 2024-05-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                          | SAPPHIRE AVIATION FINANCE LTD                      | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216523 | PA      | $163870.05    | 0.01%             | 2040-03-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM ESCROW, LLC                                             | WINDSTREAM ESCROW LLC                              | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $449550.00    | 0.03%             | 2028-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                  | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8237 | NS      | $765711.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                      | CHESAPEAKE ENERGY CORP                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1201 | NS      | $113338.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                                    | EQT CORP                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28275.00     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | 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        |    162000 | PA      | $153300.31    | 0.01%             | 2036-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC.                                                        | TWILIO INC                                         | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28393.75     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  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    | 0.02%             | 2034-10-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                              | TANGER PROPERTIES LP                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    581000 | PA      | $422025.04    | 0.03%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                        | PARKER HANNIFIN CORP                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6423 | NS      | $1869093.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                                 | BOEING CO THE                                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1134021.74   | 0.08%             | 2027-05-01      | Fixed         | 5.04%                 | 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        |    213400 | PA      | $175190.94    | 0.01%             | 2049-12-05      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP                                      | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    245000 | PA      | $199675.00    | 0.01%             | 2030-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887471 | PA      | $761627.19    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                              | ALTICE FINANCING SA                                | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1245000 | PA      | $1006893.75   | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                             | MURPHY OIL CORP                                    | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    390000 | PA      | $373425.00    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                      | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2222 | NS      | $1223633.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                            | KRAFT HEINZ CO THE                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     56503 | NS      | $2300237.13   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                 | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    151000 | PA      | $152898.22    | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                                         | NEW YORK TIMES CO THE                              | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      1899 | NS      | $61641.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XB6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501096 | PA      | $443445.78    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                   | CONSOLIDATED ENERGY TERM                           | CUSIP: L1957LAD3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     14812 | PA      | $14108.91     | 0.00%             | 2199-12-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST COMPANY                                | CIT GROUP INC                                      | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69212.50     | 0.00%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    329000 | PA      | $325332.64    | 0.02%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP                                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    249000 | PA      | $230325.00    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TWILIO INC.                                                        | TWILIO INC                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27650.00     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                           | NEW FORTRESS ENERGY INC                            | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $382500.00    | 0.03%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                            | ZIGGO BOND CO BV                                   | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $275537.50    | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133345.50    | 0.01%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC.                                               | ELECTRONIC ARTS INC                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      7879 | NS      | $962656.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                                                  | DANA INC                                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101406.25    | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79560.00     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                 | THUNDERBOLT AIRCRAFT LEASE LIMITED US LLC          | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287010 | PA      | $217418.92    | 0.02%             | 2038-09-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY S.A.                                            | SPOTIFY TECHNOLOGY SA                              | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      9832 | NS      | $776236.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                    | CSX CORP                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     73965 | NS      | $2291435.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                       | HESS MIDSTREAM OPERATION                           | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $392850.00    | 0.03%             | 2026-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                          | VALERO ENERGY CORP                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5741 | NS      | $728303.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                                               | FTI CONSULTING INC                                 | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |     16000 | PA      | $25192.00     | 0.00%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    804167 | PA      | $687984.22    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc                         | CONVERGINT TECH TERM 2LN                           | CUSIP: 23344MAF5<br>LEI: 549300AE79DEGS4AGL59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30741.55     | 0.00%             | 2029-03-18      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                     | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3680584 | PA      | $3295767.19   | 0.24%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                           | MATERCARD INC CLASS A                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     17999 | NS      | $6258792.27   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                                  | CIGNA CORP                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4700 | NS      | $1557298.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN CLO LTD                                                     | DRYDEN SENIOR LOAN FUND                            | CUSIP: 26253LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244675.75    | 0.02%             | 2033-04-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                             | LOWE S COS INC                                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $892754.17    | 0.06%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | PETROLEOS MEXICANOS                                | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5000000 | PA      | $3069685.00   | 0.22%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                         | DOLLAR GENERAL CORP                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     12330 | NS      | $3036262.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                     | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      3924 | NS      | $154487.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL PARK CLO, LTD.                                             | BRISTOL PARK CLO LTD                               | CUSIP: 11014PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296390 | PA      | $292268.12    | 0.02%             | 2029-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33614 | PA      | $27021.14     | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                           | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    503000 | PA      | $501742.50    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                 | AMERICAN INTERNATIONAL GROUP INC                   | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376370.40    | 0.03%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A0D27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9562 | PA      | $8522.97      | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                             | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52046.46     | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                           | BERKSHIRE HATHAWAY INC CLASS B                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     39802 | NS      | $12294837.80  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FSGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29860 | PA      | $29471.19     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401376 | PA      | $353257.41    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                    | WESTERN MIDSTREAM OPERAT                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    525000 | PA      | $462000.00    | 0.03%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                     | QUEST DIAGNOSTICS INC                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      5186 | NS      | $811297.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS, INC.                                                     | ENTEGRIS INC                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $302812.50    | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49813 | PA      | $49779.02     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                 | NVIDIA CORP                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     28771 | NS      | $4204593.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                    | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60555.00     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                 | BOEING CO THE                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1062344.70   | 0.08%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VEEVA SYSTEMS INC.                                                 | VEEVA SYSTEMS INC                                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1638 | NS      | $264340.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS, INC.                                         | TURNING POINT BRANDS INC                           | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38925.00     | 0.00%             | 2026-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111069 | PA      | $103941.76    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55617 | PA      | $45174.97     | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                     | TRIVIUM PACKAGING FINANCE BV                       | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $689125.00    | 0.05%             | 2026-08-15      | Fixed         | 5.50%                 | 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        |    209000 | PA      | $207218.69    | 0.01%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                  | MICROCHIP TECHNOLOGY INC                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     30445 | NS      | $2138761.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                 | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    189000 | PA      | $132408.11    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50449 | PA      | $49639.57     | 0.00%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES NOTE                               | CUSIP: 92564RAC9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56550.00     | 0.00%             | 2025-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                          | MINERAL RESOURCES LTD                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $183375.00    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING LIMITED FINCO INC.                           | INTELLIGENT PACKAGING                              | CUSIP: 45827MAA5<br>LEI: 549300D73EZIFX49H897 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $12150.00     | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                      | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $983445.05    | 0.07%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                       | PATTERN ENERGY OP LP PAT                           | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31412.50     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  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     | 0.01%             | 2036-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                          | AT T INC                                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    138000 | PA      | $130301.53    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP.                                                     | TOPBUILD CORP                                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $214318.75    | 0.02%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                             | BWX TECHNOLOGIES INC                               | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    445000 | PA      | $389375.00    | 0.03%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282706 | PA      | $241369.29    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                      | DISCOVERY COMMUNICATIONS                           | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $1945519.03   | 0.14%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                                 | SYMPHONY CLO XIX LTD                               | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $394443.99    | 0.03%             | 2031-04-16      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC.                                              | SRS DISTRIBUTION INC                               | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26587.50     | 0.00%             | 2028-07-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                    | ALLEGRO CLO LTD                                    | CUSIP: 01749WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624000 | PA      | $607024.08    | 0.04%             | 2035-07-20      | Floating      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARRIBEAN CRUISES                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    115000 | PA      | $93437.50     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                  | CEDAR FUNDING XII CLO LTD                          | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $470785.14    | 0.03%             | 2034-10-25      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WPNK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18969 | PA      | $18734.43     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                    | UNITEDHEALTH GROUP INC                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     21044 | NS      | $11157107.92  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                      | BROADCOM INC                                       | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1190734.38   | 0.09%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP, INC.                                                 | TRINET GROUP INC                                   | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      7338 | NS      | $497516.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                                           | DISH NETWORK CORP                                  | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48842.46     | 0.00%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31997 | PA      | $29927.76     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                     | TRANSDIGM INC                                      | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38950.00     | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $5127109.38   | 0.37%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGBW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22611 | PA      | $21903.73     | 0.00%             | 2045-12-01      | 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        |     20087 | PA      | $16630.14     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                              | BOOKING HOLDINGS INC                               | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     37000 | PA      | $49515.25     | 0.00%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                        | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117993.75    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020833.00   | 0.07%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                                        | PHILLIPS 66                                        | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25327.41     | 0.00%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299112 | PA      | $298908.38    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                | INTESA SANPAOLO SPA                                | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   6069000 | PA      | $5827514.49   | 0.42%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                      | ASBURY AUTOMOTIVE GROUP INC                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67200.00     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                               | JPMORGAN CHASE CO                                  | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2348907.50   | 0.17%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446609 | PA      | $406731.26    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    255000 | PA      | $212287.50    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                | KINETIK HOLDINGS LP                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117567.00    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                                 | SYMPHONY CLO LTD                                   | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $485649.50    | 0.03%             | 2033-04-20      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                             | JACKSON FINANCIAL INC                              | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    358000 | PA      | $352046.10    | 0.03%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396505 | PA      | $340237.24    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                            | ATHENAHEALTH                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    106617 | PA      | $95993.56     | 0.01%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1500352.50   | 0.11%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX TRUST                                           | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124100 | PA      | $121934.21    | 0.01%             | 2036-10-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED                     | CRED SUIS GP FUN LTD                               | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |    470000 | PA      | $423705.00    | 0.03%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                  | FIRSTENERGY CORP                                   | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1423966.77   | 0.10%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                        | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683761 | PA      | $537841.49    | 0.04%             | 2041-11-16      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| TERADATA CORPORATION                                               | TERADATA CORP                                      | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       987 | NS      | $33222.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHTOWER HOLDING, LLC                                             | HIGHTOWER HOLDING LLC                              | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $535200.00    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                     | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123068.75    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | 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      |
| ARES CLO LTD                                                       | ARES CLO LTD                                       | CUSIP: 04017WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256000 | PA      | $251094.02    | 0.02%             | 2032-10-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55495 | PA      | $45074.63     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149911 | PA      | $149809.08    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMPINJ, INC.                                                       | IMPINJ INC                                         | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      2920 | NS      | $318805.60    | 0.02%             |  |  |  | No            |                  1 | 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     | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  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        |     53000 | PA      | $48327.04     | 0.00%             | 2036-11-10      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $453683.45    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                         | MAGALLANES INC                                     | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    753000 | PA      | $621853.00    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                         | ALTICE FRANCE HOLDINGS SA                          | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $215350.00    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| MARRIOTT OWNERSHIP RESORTS, INC.                                   | MARRIOTT OWNERSHIP RESORTS INC                     | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33100.00     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                | HUNTINGTON INGALLS INDUSTRIES INC                  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      8971 | NS      | $2069430.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                                | COTERRA ENERCOTERRA ENERGY INC                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     10306 | NS      | $253218.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51873.17     | 0.00%             | 2023-03-15      | Fixed         | 4.25%                 | 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    | 0.01%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                | HERSHEY COMPANY                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       221 | NS      | $51176.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                                | OWENS MINOR INC                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19625.00     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274106 | PA      | $241956.56    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3FA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248710 | PA      | $218771.59    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  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     | 0.01%             | 2036-10-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081000 | PA      | $1037799.02   | 0.07%             | 2036-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY NOTE                                  | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18472000 | PA      | $16558416.25  | 1.19%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                      | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2597256.00   | 0.19%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORPORATION                                                | AUSTIN BIDCO INC                                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19000.00     | 0.00%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                         | MAGALLANES INC                                     | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156306.42    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51590 | PA      | $41474.74     | 0.00%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                       | PERFORMANCE FOOD GROUP I                           | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $317831.25    | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| XPO, INC.                                                          | XPO INC                                            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      9300 | NS      | $309597.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YHKC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7033 | PA      | $7012.71      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                      | BROADCOM INC                                       | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $147718.41    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                      | HOLOGIC INC                                        | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301000.00    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM WTS                           | CUSIP: N/A<br>LEI: IM7X0T3ECJW4C1T7ON55       | N/A              | DE               |  | US        |      2121 | NS      | $87448.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51655 | PA      | $50242.57     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132AEKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147153 | PA      | $130876.70    | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MDL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646953 | PA      | $569484.24    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                             | TIME WARNER CABLE INC                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277985.40    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                     | CITIGROUP INC                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2480752.37   | 0.18%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                         | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97350.00     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS, INC.                                      | RYAN SPECIALTY GROUP HOLDINGS INC                  | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12712 | NS      | $527675.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED            | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1002519 | PA      | $834140.16    | 0.06%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                        | RANGE RESOURCES CORP                               | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257175.00    | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES, INC.                                               | LSB INDUSTRIES INC                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    555000 | PA      | $499500.00    | 0.04%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| US FOODS, INC.                                                     | US FOODS INC                                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141400.00    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                                      | ADTALEM GLOBAL EDUCATION INC                       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    232000 | PA      | $211990.00    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                   | PACIFIC LIFECORP                                   | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    436000 | PA      | $400735.01    | 0.03%             | 2043-01-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WESTROCK COMPANY                                                   | WESTROCK COMPANY                                   | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     36731 | NS      | $1291461.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, INC.                                                          | XPO LOGISTICS INC                                  | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    237000 | PA      | $239370.00    | 0.02%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                        | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    174000 | PA      | $177359.07    | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | 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        |    588996 | PA      | $572895.02    | 0.04%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19054 | PA      | $18192.56     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472493 | PA      | $440157.39    | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | 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        |   3700000 | PA      | $3300515.63   | 0.24%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX TRUST                                           | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155550 | PA      | $151697.64    | 0.01%             | 2036-10-15      | Floating      | 5.70%                 | 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        |    390852 | PA      | $365896.66    | 0.03%             | 2039-02-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                                          | MARKETAXESS HOLDINGS INC                           | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       578 | NS      | $161198.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC                                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    845000 | PA      | $464750.00    | 0.03%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                | ALLY FINANCIAL INC                                 | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1451806.50   | 0.10%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                  | ARCHES BUYER INC                                   | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19500.00     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VENTAS, INC.                                                       | VENTAS INC                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     26584 | NS      | $1197609.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                     | CHARLES RIVER LABORATORI                           | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26400.00     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BROADSTREET PARTNERS, INC.                                         | BROADSTREET PARTNERS INC                           | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59850.00     | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                       | WILLIAMS PARTNERS LP                               | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280830.17    | 0.02%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                   | ACCENTURE PLC                                      | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4871 | NS      | $1299777.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1541648.74   | 0.11%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                   | ITT HOLDINGS LLC                                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143012.50    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                               | CONAGRA BRANDS INC                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     28199 | NS      | $1091301.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS, INC.                                                     | US FOODS INC                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52800.00     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620354 | PA      | $553004.48    | 0.04%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YM7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124793 | PA      | $117382.04    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  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     | 0.01%             | 2038-03-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING, INC.                                              | AVANTOR FUNDING INC                                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    510000 | PA      | $463462.50    | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORPORATION                                                   | PG E CORP                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1253550.00   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  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    | 0.01%             | 2040-03-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                | ALLY FINANCIAL INC                                 | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2071994.65   | 0.15%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59826 | PA      | $52623.34     | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                      | UNIVISION COMMUNICATIONS                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    435000 | PA      | $419775.00    | 0.03%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Limited                                                  | AIA GROUP LTD                                      | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1200000 | PA      | $863526.00    | 0.06%             | 2040-09-16      | Fixed         | 3.20%                 | 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     | 0.01%             | 2039-01-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500616 | PA      | $429648.96    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175528 | PA      | $154439.82    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                       | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60462.50     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                                          | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $977793.79    | 0.07%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54421 | PA      | $43750.12     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP                              | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567000.00    | 0.04%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                          | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2447 | NS      | $2065341.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                            | MPLX LP                                            | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157800.50    | 0.01%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NSG HOLDINGS LLC                                                   | NSG Holdings LLC NSG Holdings Inc                  | CUSIP: 62940QAA3<br>LEI: 549300A6PICRLGB0C769 | Long             | DBT              | CORP              | US        |    202282 | PA      | $195708.20    | 0.01%             | 2025-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1200000 | PA      | $1137187.50   | 0.08%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35857 | PA      | $33206.11     | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANKK OF AMERICA CORPORATION                       | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148118.47    | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                | NOVELIS CORP                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101250.00    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                             | MCDONALD S CORP                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     16139 | NS      | $4253110.67   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                  | PIONEER NATURAL RESOURCES CO                       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2402 | NS      | $548592.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                             | LOWE S COS INC                                     | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $805750.02    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  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        |   1297889 | PA      | $1241644.08   | 0.09%             | 2039-02-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                        | PILGRIM S PRIDE CORP                               | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296625.00    | 0.02%             | 2031-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| QORVO, INC.                                                        | QORVO INC                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     13494 | NS      | $1223096.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                                      | WORKDAY INC CLASS A                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       576 | NS      | $96382.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140K4E48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9073 | PA      | $8087.47      | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                     | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $124875.18    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                        | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $385612.50    | 0.03%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                | DOMINICAN REPUBLIC                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3150000 | PA      | $3024000.00   | 0.22%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| F5, INC.                                                           | F5 Inc                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      5559 | NS      | $797772.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST                                                           | BX TRUST                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113000 | PA      | $108127.65    | 0.01%             | 2034-04-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEX49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132483 | PA      | $117425.50    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                      | CLEARWAY ENERGY OP LLC                             | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27712.50     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                             | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2514000 | PA      | $1951955.08   | 0.14%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC                              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $11305.00     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                  | JOHNSON JOHNSON                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     56783 | NS      | $10030716.95  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                                      | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    315000 | PA      | $280350.00    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                       | NORTHROP GRUMMAN CORP                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      5408 | NS      | $2950658.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                                        | ECOLAB INC                                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1727 | NS      | $251382.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                    | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    335000 | PA      | $281400.00    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1248187.50   | 0.09%             | 2037-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ARKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388150 | PA      | $343008.36    | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FPB99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50655 | PA      | $49845.04     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC.                                       | BROOKFIELD WEC HOLDINGS INC                        | CUSIP: 11284EAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119362.80    | 0.01%             | 2025-08-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                       | HESS MIDSTREAM OPERATIONS LP                       | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $68400.00     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                         | MADISON PARK FUNDING XIX LTD                       | CUSIP: 55819QAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229458 | PA      | $226916.65    | 0.02%             | 2028-01-22      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                      | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    395000 | PA      | $325875.00    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                 | BOEING CO THE                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1055567.70   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                          | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    242000 | PA      | $228690.00    | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                        | FIRST QUANTUM MINERALS L                           | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $32593.75     | 0.00%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                   | OMEGA HLTHCARE INVESTORS                           | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112497.14    | 0.01%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFETY CORPORATION                                     | GARDEN SPINCO CORP                                 | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57475.00     | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                        | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    445000 | PA      | $401056.25    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YSKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82657 | PA      | $77794.57     | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42487.50     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                           | VOYA CLO 2020 3 LTD                                | CUSIP: 92918NAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073000 | PA      | $1043939.93   | 0.07%             | 2034-10-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                                        | KINSALE CAPITAL GROUP INC                          | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       118 | NS      | $30859.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6359000 | PA      | $6069932.58   | 0.44%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                 | PUGET ENERGY INC                                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    714000 | PA      | $634009.87    | 0.05%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ARCOSA, INC.                                                       | ARCOSA INC                                         | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21625.00     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Jazz Securities Designated Activity Company                        | JAZZ SECURITIES DAC                                | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $26625.00     | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3360 | PA      | $3169.81      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1443671.88   | 0.10%             | 2053-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426000 | PA      | $408021.99    | 0.03%             | 2039-05-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Pike Corporation                                                   | PIKE CORP                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    785000 | PA      | $681968.75    | 0.05%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                 | ALTRIA GROUP INC                                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155514.98    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                 | TBOLT 2017 A A MTGE                                | CUSIP: 88606WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207734 | PA      | $178720.07    | 0.01%             | 2032-05-17      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| VISTEON CORPORATION                                                | VISTEON CORP                                       | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       700 | NS      | $91581.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                           | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25653.84     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | 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        |     14198 | PA      | $13537.60     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | 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     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Life Time Inc.                                                     | LIFE TIME INC                                      | CUSIP: 53190FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41625.00     | 0.00%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ULTA BEAUTY, INC.                                                  | ULTA BEAUTY INC                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      3139 | NS      | $1472410.73   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                                         | GOLDEN ENTERTAINMENT INC                           | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    765000 | PA      | $751612.50    | 0.05%             | 2026-04-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                     | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99218.75     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | 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    | 0.03%             | 2025-02-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                               | LBM ACQUISITION LLC                                | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    295000 | PA      | $187325.00    | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                        | ABBVIE INC                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10957 | NS      | $1770760.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $682137.92    | 0.05%             | 2036-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                          | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $103900.62    | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | 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        |    380000 | PA      | $304000.00    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WCML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133731 | PA      | $133303.02    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                 | T MOBILE USA INC                                   | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39000.00     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24849 | PA      | $24516.57     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                             | FAIR ISAAC CORP                                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136125.00    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                     | REALOGY GROUP CO ISSUER                            | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $109475.00    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                     | AUTOZONE INC                                       | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47416.32     | 0.00%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                         | CREDIT SUISSE MORTGAGE TRUST                       | CUSIP: 12595KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $813162.18    | 0.06%             | 2030-12-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                          | CENTURY COMMUNITIES INC                            | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117937.50    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87095 | PA      | $71795.62     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC.                                                         | ADOBE INC                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     16589 | NS      | $5582696.17   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE CYCLE MERGER SUB II, INC.                                     | US RENAL CARE INC                                  | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $7350.00      | 0.00%             | 2027-07-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO COMPANY                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3509976.21   | 0.25%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                  | LOEWS CORP                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      4457 | NS      | $259976.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                               | BANK                                               | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $25880.66     | 0.00%             | 2052-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                  | CEDAR FUNDING V CLO LTD                            | CUSIP: 15032AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17105000 | PA      | $16838986.33  | 1.21%             | 2031-07-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                         | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    271000 | PA      | $217582.65    | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13652 | PA      | $13134.60     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                               | VIAVI SOLUTIONS INC                                | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207500.00    | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                               | JPMORGAN CHASE CO                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    181000 | PA      | $149685.55    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                     | TRANSDIGM INC                                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    310000 | PA      | $269700.00    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349304 | PA      | $318194.16    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors N.V.                                            | NXP SEMICONDUCTORS NV                              | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      4320 | NS      | $682689.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2123852 | PA      | $1738392.28   | 0.12%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180NCL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24311 | PA      | $22584.95     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                     | UNITI GRP UNITI HLD CSL                            | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $754650.00    | 0.05%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH CT LLC                                       | CABLEVISION LIGHTPATH LLC                          | CUSIP: 12687GAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11137.50     | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                 | NEWELL RUBBERMAID INC                              | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8650.00      | 0.00%             | 2036-04-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US, INC                                             | ION ANALYTICS INC                                  | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |      3385 | PA      | $3321.94      | 0.00%             | 2028-02-04      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101079 | PA      | $97380.61     | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                         | 3M CO                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     25646 | NS      | $3075468.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A4BS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146379 | PA      | $130291.17    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28281 | PA      | $26457.01     | 0.00%             | 2033-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H022622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3473437.52   | 0.25%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                                              | LEIDOS HOLDINGS                                    | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      7665 | NS      | $806281.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1247400.00   | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                             | PNC FINANCIAL SERVICES GROUP INC                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      7261 | NS      | $1146802.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    385000 | PA      | $188650.00    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                                      | MHC COMMERCIAL MORTGAGE TRUST 2021 MHC             | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $251975.11    | 0.02%             | 2038-04-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HOLLY ENERGY PARTNERS, L.P.                                        | HOLLY ENERGY PARTNERS LP                           | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108212.50    | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                       | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       284 | NS      | $145510.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                | COMCAST CORP CLASS A                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    118938 | NS      | $4159261.86   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                              | BOSTON PROPERTIES LP                               | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    536000 | PA      | $553381.94    | 0.04%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                      | SEMPRA ENERGY                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     11274 | NS      | $1742283.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                       | WILLIAMS PARTNERS LP                               | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160779.65    | 0.01%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRATUS STATIC CLO LTD                                             | STRATUS CLO 2022 1 LTD                             | CUSIP: 86317WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248046 | PA      | $244670.86    | 0.02%             | 2030-07-20      | Floating      | 3.99%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC                                       | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2543000 | PA      | $2359787.02   | 0.17%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO, LLC                                                | RADIATE HOLDCO LLC RADIATE FINANCE INC             | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    430000 | PA      | $311212.50    | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LUCALI CLO                                                         | LUCALI CLO LTD                                     | CUSIP: 54929JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246594.75    | 0.02%             | 2032-01-15      | Floating      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                        | AASET 2017 1 TRUST                                 | CUSIP: 000366AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619862 | PA      | $480706.80    | 0.03%             | 2042-05-16      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                | ALL FINACIAL INC                                   | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98940.00     | 0.01%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1621390 | PA      | $1323097.96   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1235114 | PA      | $1130509.77   | 0.08%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                   | MARSH MCLENNAN COS INC                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4037 | NS      | $668042.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                      | BROADCOM INC                                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55138.07     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                | POST HOLDINGS INC                                  | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42356.25     | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                        | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522263 | PA      | $507231.91    | 0.04%             | 2038-07-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                        | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2890475.00   | 0.21%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL, INC.                                   | TEMPUR SEALY INTERNATIONAL INC                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102050.00    | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                         | MADISON PARK FUNDING LTD                           | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $313016.00    | 0.02%             | 2034-04-19      | Floating      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685938 | PA      | $561236.45    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                                         | SAREPTA THERAPEUTICS INC                           | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       375 | NS      | $48592.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                  | INTEL CORP                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    133962 | NS      | $3540615.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                                   | HESS CORP                                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     71000 | PA      | $77348.18     | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                          | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $84812.31     | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23925.00     | 0.00%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47616 | PA      | $45858.73     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                 | T MOBILE USA INC                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39737.93     | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CDW CORPORATION                                                    | CDW CORP OF DELAWARE                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      9946 | NS      | $1776156.68   | 0.13%             |  |  |  | No            |                  1 | 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    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                            | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144075.00    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                          | FRONT RANGE BIDCO INC                              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40493.75     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DESIGNATED ACTIVITY COMPANY | DOLYA HOLDCO 18 DAC                                | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $375712.50    | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DENBURY INC.                                                       | DENBURY INC                                        | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      5526 | NS      | $480872.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA, INC.                                                 | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    430000 | PA      | $389847.46    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                             | BRANDYWINE OPERATING PARTNERSHIP LP                | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    719000 | PA      | $706840.27    | 0.05%             | 2028-03-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST 2022 IND                                  | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470528 | PA      | $454438.26    | 0.03%             | 2024-04-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020422<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7200000 | PA      | $6427687.54   | 0.46%             | 2038-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER, LLC                                               | NORTHWEST FIBER LLC NORTHWEST                      | CUSIP: 667449AD4<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79200.00     | 0.01%             | 2027-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7071 | PA      | $6591.43      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                 | ORACLE CORP                                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2492493.90   | 0.18%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                            | EXXON MOBIL CORPORATION                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     75514 | NS      | $8329194.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9YQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571168 | PA      | $504232.00    | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD.                                                  | TEINE ENERGY LTD                                   | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40500.00     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST                                           | CUSIP: 12433WAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76300 | PA      | $68036.14     | 0.00%             | 2037-09-15      | Floating      | 6.94%                 | Yes           |                  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      | $49690.81     | 0.00%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                    | SBA TOWER TRUST                                    | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $279694.16    | 0.02%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                | NEWMONT CORP                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     14371 | NS      | $678311.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES, INC.                                              | THOR INDUSTRIES INC                                | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129525.00    | 0.01%             | 2029-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                 | ORACLE CORP                                        | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    253000 | PA      | $227197.80    | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP                                      | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    350000 | PA      | $351312.50    | 0.03%             | 2026-02-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ALLEN MEDIA, LLC                                                   | ALLEN MEDIA LLC CO ISSR                            | CUSIP: 01771YAA8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | DBT              | CORP              | US        |    255000 | PA      | $104550.00    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                            | RETAIL PPTYS OF AMERICA                            | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13202.90     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                     | PUBLIC STORAGE                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      9197 | NS      | $2576907.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                         | BIO RAD LABORATORIES INC CLASS A                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      4778 | NS      | $2009101.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138A2WS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12590 | PA      | $11782.43     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                     | ENTEGRIS INC                                       | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $274350.00    | 0.02%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Prima Capital CDO                                                  | PRIMA CAPITAL LTD                                  | CUSIP: 74167CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17385 | PA      | $17168.77     | 0.00%             | 2037-12-15      | Floating      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                        | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297739 | PA      | $286212.57    | 0.02%             | 2038-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TESLA, INC.                                                        | TESLA INC                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     40170 | NS      | $4948140.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354748 | PA      | $305490.76    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                               | CHEMOURS CO THE                                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       886 | NS      | $27129.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                 | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    527000 | PA      | $441275.55    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | ONEMAIN FINANCE CORP                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $243743.75    | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114760 | PA      | $108323.11    | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                          | VISA INC CLASS A                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     13902 | NS      | $2888279.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                              | AECOM                                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6005 | NS      | $510004.65    | 0.04%             |  |  |  | No            |                  1 | 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        |    475000 | PA      | $449468.75    | 0.03%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6906000 | PA      | $4415523.75   | 0.32%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                  | CIGNA CORP                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4341000 | PA      | $4200030.37   | 0.30%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133B0RV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440937 | PA      | $388228.54    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $594400.00    | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FOX CORPORATION                                                    | FOX CORP                                           | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1059935.03   | 0.08%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                      | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    587000 | PA      | $462032.40    | 0.03%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT, LLC                                        | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128800.00    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC                                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    335000 | PA      | $234500.00    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                             | SEALED AIR CORP                                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     35774 | NS      | $1784407.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                                       | NETAPP INC                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     22231 | NS      | $1335193.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC, INC.                                                    | NEW RELIC INC                                      | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      7784 | NS      | $439406.80    | 0.03%             |  |  |  | No            |                  1 | 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     | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                 | VENTAS REALTY LP                                   | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    131000 | PA      | $120963.57    | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                        | HUMANA INC                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    314000 | PA      | $288989.27    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                   | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    133000 | PA      | $102326.61    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127203 | PA      | $113318.21    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                         | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    404000 | PA      | $354901.48    | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                 | ALLIANT HOLD CO ISSUER                             | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    941000 | PA      | $845723.75    | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                         | ROGERS COMMUNICATIONS IN                           | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $422364.81    | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                              | TANGER PROPERTIES LP                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1979210.20   | 0.14%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                         | MAGALLANES INC                                     | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    391000 | PA      | $301414.47    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                                      | AMERISOURCEBERGEN CORP                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      9856 | NS      | $1633237.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT, INC.                               | FRONTIER COMMUNICATIONS PARENT INC                 | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1791 | NS      | $45634.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                | PETROLEOS MEXICANOS                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4780000 | PA      | $3641533.06   | 0.26%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST                           | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34450.00     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                          | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    550000 | PA      | $483362.55    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419731 | PA      | $343519.25    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36178W7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8868 | PA      | $8240.37      | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $75426.67     | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                      | AIMCO CLO 11 LTD                                   | CUSIP: 00140NAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523000 | PA      | $509092.91    | 0.04%             | 2034-10-17      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2380609 | PA      | $2095297.25   | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                  | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    740000 | PA      | $725465.66    | 0.05%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HOLDINGS 2 LLC                                    | ABG INTERMEDIATE HOLDINGS 2 LLC                    | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | DBT              | CORP              | US        |     44887 | PA      | $43372.54     | 0.00%             | 2028-12-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | SPRINGLEAF FINANCE CORP                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $427756.25    | 0.03%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  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     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                  | NATIONAL STORAGE AFFILIATES                        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8368 | NS      | $302252.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                        | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219643 | PA      | $210866.08    | 0.02%             | 2038-07-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                                       | SPROUTS FARMERS MARKETS INC                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      1526 | NS      | $49396.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    253857 | PA      | $231156.86    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                  | DIVERSEY TERM B                                    | CUSIP: N2611UAF2<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |     19850 | PA      | $19155.25     | 0.00%             | 2028-09-14      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMENT, INC                                     | CARGO AIRCRAFT MANAGEMAN                           | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $229500.00    | 0.02%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                   | NRG ENERGY INC                                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16025.00     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                 | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127125.00    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9V26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250604 | PA      | $244563.80    | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP                          | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38081.25     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24805 | PA      | $23890.01     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  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    | 0.02%             | 2034-07-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| UNITI GROUP LP                                                     | UNITI GROUP LP                                     | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $224537.50    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | 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        |     56000 | PA      | $51952.59     | 0.00%             | 2036-11-10      | Variable      | 3.18%                 | Yes           |                  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     | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                               | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    650000 | PA      | $536250.00    | 0.04%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC.                                                     | VALVOLINE INC                                      | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280000.00    | 0.02%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XD6B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1576882 | PA      | $1340543.74   | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59291 | PA      | $57766.04     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                             | BWX TECHNOLOGIES INC                               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    310000 | PA      | $276287.50    | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                        | ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FIN   | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27225.00     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                        | VERIZON COMMUNICATIONS                             | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3235639.30   | 0.23%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WK4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10606 | PA      | $10474.58     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | 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        |     41000 | PA      | $40303.63     | 0.00%             | 2023-07-05      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423529 | PA      | $372526.51    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST                                              | INTOWN 2022 STAY MORTGAGE TRUST                    | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $790463.06    | 0.06%             | 2037-08-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                      | DM MASTER FINANCE LLC                              | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350520 | PA      | $314233.65    | 0.02%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                           | COMSTOCK RESOURCES INC                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $274500.00    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                            | ATHENAHEALTH                                       | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     18116 | PA      | $16310.87     | 0.00%             | 2029-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY, INC.                                                   | PDC ENERGY INC                                     | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18900.00     | 0.00%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                           | PALO ALTO NETWORKS INC                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2919 | NS      | $407317.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367807 | PA      | $312661.96    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                | MESQUITE ENERGY INC                                | CUSIP: 59073XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31702 | PA      | $202024.17    | 0.01%             | 2023-07-15      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307RAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29251 | PA      | $27218.12     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                   | BALL CORP                                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152475.00    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                           | COMSTOCK RESOURCES INC                             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21562.50     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                  | YUM BRANDS INC                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4725 | NS      | $605178.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3200000 | PA      | $3108500.00   | 0.22%             | 2053-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S.P.C.M. SA                                                        | SPCM SA                                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $107812.50    | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORPORATION                                               | METHANEX CORP                                      | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $196739.90    | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY, LLC                                      | LEEWARD RENEWABLE ENERGY OPERATIONS LLC            | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $106250.00    | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES, INC.                                        | FLEETCOR TECHNOLOGIES INC                          | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4008 | NS      | $736189.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391814 | PA      | $394167.57    | 0.03%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY                                     | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6619000 | PA      | $6585349.00   | 0.47%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX TRUST                                           | CUSIP: 056054AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309400 | PA      | $298723.25    | 0.02%             | 2036-10-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SPLUNK INC.                                                        | SPLUNK INC                                         | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     11322 | NS      | $974710.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS, INC                                            | AXA EQUITABLE HOLDINGS                             | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37852.18     | 0.00%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARIBBEAN CRUISES                            | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    280000 | PA      | $300300.00    | 0.02%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP, LLC                                          | DIAMOND SPORTS GROUP LLC                           | CUSIP: 25277BAB4<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |    172804 | PA      | $19008.40     | 0.00%             | 2026-08-24      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7350000 | PA      | $6693667.93   | 0.48%             | 2051-02-25      | Fixed         | 3.50%                 | 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        |     87000 | PA      | $88722.34     | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                                     | ARCHER DANIELS MIDLAND CO                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     12725 | NS      | $1181516.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, INC.                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298900.00    | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                    | SBA TOWER TRUST                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $86047.37     | 0.01%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                        | AASET 2019 2 TRUST                                 | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240761 | PA      | $178169.57    | 0.01%             | 2039-10-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY, INC.                                               | NEXTERA ENERGY INC                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2320 | NS      | $193952.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                         | ALBERTSONS COS SAFEWAY                             | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23125.00     | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                           | EASTMAN CHEMICAL CO                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4966 | NS      | $404431.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GAP, INC.                                                      | GAP INC THE                                        | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    125000 | PA      | $87812.50     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                | SOCIETE GENERALE SA                                | CUSIP: 83368RBE1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    680000 | PA      | $629749.56    | 0.05%             | 2025-06-18      | Fixed         | 1.04%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                             | TIME WARNER CABLE INC                              | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $57542.55     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                    | FOX CORP                                           | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64166.77     | 0.00%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                     | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    888000 | PA      | $878983.25    | 0.06%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                              | TREEHOUSE FOODS INC                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    270000 | PA      | $229500.00    | 0.02%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                               | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     15613 | NS      | $817184.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                                         | APPLE INC                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    254440 | NS      | $33059389.20  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                        | CITGO PETROLEUM CORP                               | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359531.25    | 0.03%             | 2026-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| APPLIED MATERIALS, INC.                                            | APPLIED MATERIALS INC                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3081 | NS      | $300027.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS, INC.                                | FOUNDATION BUILDING MATERIALS INC                  | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22462.50     | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC                                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20625.00     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL, INC.                                              | COINBASE GLOBAL INC                                | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    315000 | PA      | $165375.00    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WM7H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27936 | PA      | $27590.24     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                      | CORP ANDINA DE FOMENTO                             | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              |  | VE        |    300000 | PA      | $297004.80    | 0.02%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    295000 | PA      | $264641.55    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES, L.P.                                    | ENDEAVOR ENERGY RESOURCES LP                       | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |    295000 | PA      | $281725.00    | 0.02%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69253 | PA      | $60202.76     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WMZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8926 | PA      | $8814.94      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                       | PUBLIC SERVICE ENTERPRISE GROUP INC                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     15493 | NS      | $949256.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                                    | MSC INDUSTRIAL DIRECT CO INC CLASS A               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      8333 | NS      | $680806.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                      | SABINE PASS LIQUEFACTION LLC                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $310712.50    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE ADT SECURITY CORPORATION                                       | ADT SECURITY CORP THE                              | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105937.50    | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                           | VOYA CLO 2020 1 LTD                                | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564000 | PA      | $549718.96    | 0.04%             | 2034-07-16      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1053125.00   | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51350.00     | 0.00%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                      | VISTAJET MALTA XO MGMT                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    215000 | PA      | $170118.75    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  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        |     70000 | PA      | $55912.50     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31346YWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24316 | PA      | $21670.97     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                        | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439287 | PA      | $420718.85    | 0.03%             | 2038-07-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                   | JBS USA FOOD FINANCE                               | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   1380000 | PA      | $1200630.36   | 0.09%             | 2027-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYLE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20379 | PA      | $19953.82     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                              | TERRIER MEDIA BUYER INC                            | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $171925.00    | 0.01%             | 2027-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP                          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47687.50     | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                          | AT T INC                                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $835882.80    | 0.06%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                       | WILLIAMS COS INC THE                               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154671.04    | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51616 | PA      | $41491.68     | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1099998 | PA      | $1033867.53   | 0.07%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                 | ORACLE CORP                                        | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2009950.80   | 0.14%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                               | ABU DHABI GOVT INTL                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              |  | AE        |    300000 | PA      | $255259.50    | 0.02%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPQS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684676 | PA      | $670582.88    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                | ALLY FINANCIAL INC                                 | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87103.71     | 0.01%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                             | MURPHY OIL CORP                                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      7772 | NS      | $334273.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 EMINI FUTURE MAR23                                         | S P 500 EMINI FUTURE MAR23                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       110 | NC      | $-478780.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ASCEND LEARNING, LLC                                               | ASCEND LEARNING LLC                                | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | DBT              | CORP              | US        |    163762 | PA      | $154550.86    | 0.01%             | 2028-11-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                               | KONTOOR BRANDS INC                                 | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32550.00     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                             | WEC ENERGY GROUP                                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     27308 | NS      | $2560398.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS, INC.                                    | CATALENT PHARMA SOLUTIONS INC                      | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $90706.25     | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| VENTAS REALTY, LIMITED PARTNERSHIP                                 | VENTAS REALTY LP                                   | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1341677.48   | 0.10%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                        | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $350575.00    | 0.03%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824433 | PA      | $680971.72    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                               | METHANEX CORP                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $204125.00    | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB, INC.                                           | MINERVA MERGER SUB INC                             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $344100.00    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AUCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    442515 | PA      | $391587.61    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                | POST HOLDINGS INC                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     69000 | PA      | $58305.00     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BIOGEN INC.                                                        | BIOGEN INC                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3620 | NS      | $1002450.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32085 | PA      | $29946.61     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMBIENCE MERGER SUB, INC.                                          | AMBIENCE MERGER                                    | CUSIP: 04650YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $46150.00     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FUNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47278 | PA      | $46661.46     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    285000 | PA      | $215175.00    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                   | BRIXMOR OPERATING PART                             | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    355000 | PA      | $340120.89    | 0.02%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                             | MEDPACE HOLDINGS INC                               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3892 | NS      | $826699.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                         | MAGALLANES INC                                     | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    576000 | PA      | $423909.50    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  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        |    555000 | PA      | $537017.72    | 0.04%             | 2039-01-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBVV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145736 | PA      | $129577.72    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                | CISCO SYSTEMS INC                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    130085 | NS      | $6197249.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236811 | PA      | $216247.79    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                   | HESS CORP                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      4666 | NS      | $661732.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                   | COLGATE ENERGY P                                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55818.75     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                                         | MANHATTAN ASSOCIATES INC                           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       732 | NS      | $88864.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO CLO LTD                                                    | ALLEGRO CLO LTD                                    | CUSIP: 01750WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242971.50    | 0.02%             | 2034-07-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $1823062.50   | 0.13%             | 2037-01-25      | Fixed         | 1.50%                 | 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     | 0.01%             | 2038-03-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56181 | PA      | $45629.06     | 0.00%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING, LLC                                               | ASCEND LEARNING                                    | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12806.25     | 0.00%             | 2029-11-18      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                                          | STORE CAPITAL CORP                                 | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |     96000 | PA      | $86291.33     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                      | ULTRAGENYX PHARMACEUTICAL INC                      | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      4692 | NS      | $217380.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                        | DCP MIDSTREAM OPERATING                            | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227412.50    | 0.02%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $195460.00    | 0.01%             | 2036-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                       | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     62926 | NS      | $4527525.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK, INC.                                                        | BLOCK INC                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31780.00     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RES CORP WTS                                            | CALIFORNIA RES CORP WTS                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        63 | NS      | $793.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                          | HUB INTERNATIONAL LTD                              | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91875.00     | 0.01%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1633533 | PA      | $1539914.96   | 0.11%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N5FS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49995 | PA      | $49317.24     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                             | DYCOM INDUSTRIES INC                               | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235575.00    | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M2RE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124345 | PA      | $110845.90    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                  | SM ENERGY CO                                       | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9550.00      | 0.00%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | PETROLEOS MEXICANOS                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2228000 | PA      | $1429616.25   | 0.10%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                        | TRANSCONTINENTAL GAS PIPE LINE CO LLC              | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $37486.54     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                | HALLIBURTON CO                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      6015 | NS      | $236690.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    430000 | PA      | $331100.00    | 0.02%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LYRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422502 | PA      | $371941.93    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                     | AUTOZONE INC                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       498 | NS      | $1228157.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WN2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222469 | PA      | $214446.66    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | 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     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE CARLYLE GROUP INC.                                             | CARLYLE GROUP INC THE                              | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      4190 | NS      | $125029.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22367 | PA      | $18811.66     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3217494.95   | 0.23%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                        | CARVANA CO                                         | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     20000 | PA      | $7700.00      | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                   | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2082884.47   | 0.15%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                         | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     92000 | PA      | $75923.55     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                             | CLARIVATE SCIENCE HOLDINGS CORP                    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21187.50     | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                        | AASET 2019 1 TRUST                                 | CUSIP: 00256DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106581 | PA      | $69546.05     | 0.00%             | 2039-05-15      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC.                                              | SRS DISTRIBUTION INC                               | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71550.00     | 0.01%             | 2029-12-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC.                                              | SRS DISTRIBUTION INC                               | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12112.50     | 0.00%             | 2029-07-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                   | OMEGA HLTHCARE INVESTORS                           | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1189688.92   | 0.09%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                         | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    339000 | PA      | $310911.48    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522038 | PA      | $429806.18    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                               | GENESIS ENERGY LP FIN                              | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239700.00    | 0.02%             | 2027-01-15      | Fixed         | 8.00%                 | 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      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    109000 | PA      | $96134.19     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42259 | PA      | $40692.50     | 0.00%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                                              | WILLIAMS SONOMA INC                                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2574 | NS      | $295804.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                          | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    430000 | PA      | $375175.00    | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                 | ALTRIA GROUP INC                                   | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    191000 | PA      | $144743.62    | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMUNITY BANK SYSTEM, INC.                                        | COMMUNITY BANK SYSTEM INC                          | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1014 | NS      | $63831.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ASKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470293 | PA      | $416016.76    | 0.03%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51356 | PA      | $45504.70     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  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        |   1469000 | PA      | $1406766.40   | 0.10%             | 2036-11-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52847.63     | 0.00%             | 2025-06-16      | Fixed         | 5.12%                 | 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        |     27971 | PA      | $26993.27     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL, INC.                                                  | 180 MEDICAL INC                                    | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171940.00    | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FPEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42543 | PA      | $41862.54     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                       | MATCH GROUP HOLDINGS II LLC                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    190000 | PA      | $145587.50    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                         | EQM MIDSTREAM PARTNERS LP                          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248943.75    | 0.02%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                | MOODY S CORP                                       | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1071457.20   | 0.08%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                        | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $772898.75    | 0.06%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                        | VERIZON COMMUNICATIONS                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    209000 | PA      | $172208.69    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                       | ARES CLO LTD                                       | CUSIP: 04016DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $264945.14    | 0.02%             | 2034-04-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                | HILTON GRAND VACATIONS BORROWER ESCROW LLC         | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34700.00     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96408 | PA      | $92912.90     | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484615 | PA      | $465111.55    | 0.03%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                       | MONDELEZ INTERNATIONAL INC                         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     67337 | NS      | $4488011.05   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS FINANCIAL CORPORATION                                          | TFS FINANCIAL CORP                                 | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9502 | NS      | $136923.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                                 | EXELON CORP                                        | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    173000 | PA      | $159187.68    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                 | AERCAP IRELAND CAP GLOBAL                          | CUSIP: 00774MAM7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2083600.20   | 0.15%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943WK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166427 | PA      | $159066.11    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                  | MERCK CO INC                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     54717 | NS      | $6070851.15   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE, LLC                                                      | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    185000 | PA      | $147306.25    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CTR PARTNERSHIP, L.P.                                              | CTR PARTNERSHIP LP CARETRUST CAPITAL CORP          | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37968.75     | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | 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      | $342930.28    | 0.02%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                      | ANHEUSER BUSCH CO INBEV                            | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2269922.40   | 0.16%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                        | HUMANA INC                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       576 | NS      | $295021.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINE STREET TRUST I                                                | PINE STREET TRUST I                                | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2296000 | PA      | $2125214.34   | 0.15%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128457 | PA      | $114054.25    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS HOLDINGS LLC               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5496 | PA      | $4245.66      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421275.00    | 0.03%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                     | KROGER CO                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     14303 | NS      | $637627.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE, INC.                                                 | PURE STORAGE INC CLASS A                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     94436 | NS      | $2527107.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                      | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      7500 | NS      | $2575350.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST                                                           | BX TRUST                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $114072.38    | 0.01%             | 2034-04-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                      | STARWOOD PROPERTY TRUST                            | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43031.25     | 0.00%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                     | CITIGROUP INC                                      | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1064330.36   | 0.08%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| 1375209 B.C. LTD.                                                  | 1375209 BC LTD                                     | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     54000 | PA      | $52447.50     | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | 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        |    780000 | PA      | $624000.00    | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORPORATION                                                 | APACHE CORP                                        | CUSIP: 037411AM7<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9925.00      | 0.00%             | 2047-08-15      | Fixed         | 7.38%                 | 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        |    425000 | PA      | $378847.66    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  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      |
| ALLISON TRANSMISSION HOLDINGS, INC.                                | ALLISON TRANSMISSION HOLDINGS INC                  | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     17406 | NS      | $724089.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                                | CHEVRON CORP                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36157 | NS      | $6489819.93   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED                     | CRED SUIS GP FUN LTD                               | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |    787000 | PA      | $768398.47    | 0.06%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MMW74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125328 | PA      | $115595.00    | 0.01%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1037760 | PA      | $848268.57    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                               | METHANEX CORP                                      | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $473025.00    | 0.03%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172000 | PA      | $165956.11    | 0.01%             | 2034-04-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                         | RABOBANK                                           | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $515620.57    | 0.04%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                    | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    137000 | PA      | $129807.50    | 0.01%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY, INC.                                                   | CVR ENERGY INC                                     | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    605000 | PA      | $556600.00    | 0.04%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    731000 | PA      | $692622.50    | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                       | NORFOLK SOUTHERN CORP                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2488 | NS      | $613092.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180M2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23834 | PA      | $22143.65     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                      | ALPHABET INC CLASS A                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    103269 | NS      | $9111423.87   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                            | LEVEL 3 FINANCING INC                              | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1204875.00   | 0.09%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                    | CRESTWOOD MIDSTREAM PARTNERS LP CRESTWOOD MIDST    | CUSIP: 226373AR9<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    795000 | PA      | $733387.50    | 0.05%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                              | GILEAD SCIENCES INC                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     53611 | NS      | $4602504.35   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES, L.P.                                  | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     93000 | PA      | $69776.23     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APX GROUP, INC.                                                    | APX GROUP INC                                      | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335562.50    | 0.02%             | 2027-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                              | CLYDESDALE ACQUISITION                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66675.00     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                           | BOOZ ALLEN HAMILTON INC                            | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13218.75     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                      | HOLOGIC INC                                        | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372000.00    | 0.03%             | 2028-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                              | AIR LEASE CORP                                     | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290407.74    | 0.02%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                    | LIVE NATION ENTERTAINMENT INC                      | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24634.05     | 0.00%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YNA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58410 | PA      | $56576.15     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERISIGN, INC.                                                     | VERISIGN INC                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     10374 | NS      | $2131234.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                         | UNUM GROUP                                         | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    227000 | PA      | $205898.08    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1045831 | PA      | $854104.92    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                              | NIELSEN HOLDINGS TERM B LN                         | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267189.00    | 0.02%             | 2029-04-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279000.00    | 0.02%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348923 | PA      | $299447.41    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                   | ALTICE FRANCE SA FRANCE                            | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    470000 | PA      | $373062.50    | 0.03%             | 2029-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM, LLC                                              | ENLINK MIDSTREAM LLC                               | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333812.50    | 0.02%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                               | JPMORGAN CHASE CO                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    937000 | PA      | $894493.93    | 0.06%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                | INTESA SANPAOLO SPA                                | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $192678.60    | 0.01%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ARISTA NETWORKS, INC.                                              | ARISTA NETWORKS INC                                | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     26244 | NS      | $3184709.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                     | CASCADE FUNDING MORTGAGE TRUST 2021 HB6            | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445693 | PA      | $421652.65    | 0.03%             | 2036-06-25      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                    | BOMBARDIER INC                                     | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $572725.00    | 0.04%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                    | HUDSON PACIFIC PROPERTIE                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343587.60    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED            | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498768 | PA      | $412620.18    | 0.03%             | 2041-12-16      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP                                            | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112538.73    | 0.01%             | 2023-07-15      | Fixed         | 4.50%                 | 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        |     64000 | PA      | $62912.82     | 0.00%             | 2023-07-05      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| TOLL BROTHERS, INC.                                                | TOLL BROTHERS INC                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      5146 | NS      | $256888.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MHS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407388 | PA      | $346986.49    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                 | AERCAP IRELAND CAP                                 | CUSIP: 00774MAK1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    320000 | PA      | $316877.12    | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                             | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1680000.00   | 0.12%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  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        |    390852 | PA      | $370326.61    | 0.03%             | 2039-02-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50663 | PA      | $49280.84     | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                          | MSCI INC COMMON                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        85 | NS      | $39539.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                                              | BRUNSWICK CORP DE                                  | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      4388 | NS      | $316287.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                       | DELEK LOGISTICS PARTNERS LP                        | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22343.75     | 0.00%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                         | CSMC 18 SITE A                                     | CUSIP: 12690CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $196566.16    | 0.01%             | 2036-04-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                              | CHARTER COMMUNICATIONS OPT LLC                     | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $803208.00    | 0.06%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTICE USA, INC.                                                   | ALTICE USA INC                                     | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      5200 | NS      | $23920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON, INC.                                               | KENNEDY WILSON INC                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $132343.75    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROLLINS, INC.                                                      | ROLLINS INC                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      3283 | NS      | $119960.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA, INC.                                                 | T MOBILE USA INC                                   | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48164.76     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579263 | PA      | $511191.08    | 0.04%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                  | CROWN CASTLE INC                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1914 | NS      | $259614.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                        | COLT MERGER SUB INC                                | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539687.50    | 0.04%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP                              | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121275.00    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GODADDY INC.                                                       | GODADDY INC CLASS A                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     12600 | NS      | $942732.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                | FIFTH THIRD BANCORP                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     20384 | NS      | $668799.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693376 | PA      | $569337.09    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US, INC.                                                  | T MOBILE US INC                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4502 | NS      | $630280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MESQUITE ENERGY INC                                                | MESQUITE ENERGY INC                                | CUSIP: 59073XAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54850 | PA      | $349537.11    | 0.03%             | 2023-07-15      | Fixed         | 15.00%                | Yes           |                  3 | 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     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    244000 | PA      | $239729.02    | 0.02%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FP7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100428 | PA      | $98815.20     | 0.01%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                         | ATKORE INC                                         | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2029 | NS      | $230129.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC.                               | GLOBAL INFRASTRUCTURE SOLUTIONS INC                | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42762.50     | 0.00%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                | FORTIVE CORPORATION                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     31547 | NS      | $2026894.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N56B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1524998 | PA      | $1472282.75   | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                             | MAGNETITE XXI LTD                                  | CUSIP: 55954PAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242882.73    | 0.02%             | 2034-04-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                   | FLATIRON CLO LTD                                   | CUSIP: 33883MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508000 | PA      | $496469.42    | 0.04%             | 2033-11-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                 | ALLIANT HOLD CO ISSUER                             | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8975.00      | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                 | T MOBILE USA INC                                   | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2702657.10   | 0.19%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                      | MELCO RESORTS FINANCE                              | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     40000 | PA      | $32000.00     | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                 | ALTRIA GROUP INC                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     34288 | NS      | $1567304.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                            | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $177987.20    | 0.01%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORPORATION                                                   | PG E CORP PFD                                      | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      1000 | NS      | $144240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2836906.10   | 0.20%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BH4K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251431 | PA      | $213497.89    | 0.02%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFFINITY INTERACTIVE                                               | AFFINITY GAMING                                    | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12712.50     | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326639 | PA      | $278284.04    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                                 | IQVIA HOLDINGS INC                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       274 | NS      | $56139.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                                              | WHIRLPOOL CORP                                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2651 | NS      | $375010.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                              | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $814081.30    | 0.06%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER, LLC                                               | NORTHWEST FIBER LLC NORT                           | CUSIP: 667449AA0<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |    510000 | PA      | $471750.00    | 0.03%             | 2028-06-01      | Fixed         | 10.75%                | Yes           |                  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        |     15000 | PA      | $10425.00     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SOTERA HEALTH COMPANY                                              | SOTERA HEALTH CO                                   | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14160 | NS      | $117952.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C&S GROUP ENTERPRISES LLC                                          | C S GROUP ENTERPRISES LLC                          | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $83050.00     | 0.01%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC.                                                        | PFIZER INC                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    151699 | NS      | $7773056.76   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2400000 | PA      | $2206500.00   | 0.16%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390852 | PA      | $372367.50    | 0.03%             | 2039-02-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                                 | ROBLOX CORP                                        | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $241800.00    | 0.02%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                    | BOMBARDIER INC                                     | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34037.50     | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                                | GEO GROUP INC SR NT                                | CUSIP: 36162JAD8<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81387.50     | 0.01%             | 2028-12-31      | Fixed         | 9.50%                 | 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      | $5065.87      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                    | AUTOMATIC DATA PROCESSING INC                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1021 | NS      | $243876.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | ONEMAIN FINANCE CORP                               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $122837.50    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                    | COMMSCOPE FINANCE LLC                              | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    405000 | PA      | $373612.50    | 0.03%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H7BY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19153 | PA      | $18753.15     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1294087 | PA      | $1100082.50   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                   | OLIN CORP                                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     19427 | NS      | $1028465.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                                | CALIFORNIA ST                                      | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $177556.40    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                | REPUBLIC OF ARGENTINA                              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    342505 | PA      | $94188.88     | 0.01%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENABLE MIDSTREAM PARTNER                           | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    124000 | PA      | $120981.96    | 0.01%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC.                                                   | CATERPILLAR INC                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     10321 | NS      | $2472498.76   | 0.18%             |  |  |  | No            |                  1 | 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    | 0.02%             | 2034-01-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2573230 | PA      | $2371167.27   | 0.17%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                        | LOCKHEED MARTIN CORP                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      9225 | NS      | $4487870.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORPORATION                                           | HYATT HOTELS CORP CLASS A                          | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      8166 | NS      | $738614.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3750000 | PA      | $3144726.56   | 0.23%             | 2053-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO CO                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1022531.58   | 0.07%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                    | MPT OPER PARTNERSHIP FINL                          | CUSIP: 55342UAG9<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    535000 | PA      | $486850.00    | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                           | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188188 | PA      | $157503.24    | 0.01%             | 2046-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                    | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $552277.86    | 0.04%             | 2038-11-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                             | LOWE S COS INC                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     11766 | NS      | $2344257.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PEACE PARK CLO                                                     | PEACE PARK CLO LTD                                 | CUSIP: 70470MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $317418.70    | 0.02%             | 2034-10-20      | Floating      | 3.84%                 | 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        |     16610 | PA      | $15841.61     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                               | GRAPHIC PACKAGING INTERN                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54762.50     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCB39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39344 | PA      | $36300.70     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                      | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    272000 | PA      | $214868.58    | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | 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        |    339000 | PA      | $366282.72    | 0.03%             | 2029-02-15      | Fixed         | 7.42%                 | 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        |    551830 | PA      | $431179.54    | 0.03%             | 2051-12-05      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2148956.61   | 0.15%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                      | VISTAJET MALTA FINANCE PLC                         | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    240000 | PA      | $216000.00    | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                        | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3435 | NS      | $142896.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MILOS CLO, LTD                                                     | MILOS CLO LTD                                      | CUSIP: 60162PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $310496.13    | 0.02%             | 2030-10-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC                                  | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $201196.43    | 0.01%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA LIMITED                                           | NUFARM AUSTRALIA LTD NUFARM AMERICAS INC           | CUSIP: 67052NAB1<br>LEI: 254900Z2JJWSZ7WQM263 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $437500.00    | 0.03%             | 2030-01-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                         | ROGERS COMMUNICATIONS IN                           | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    562000 | PA      | $520468.20    | 0.04%             | 2027-03-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC.                                              | GRAFTECH FINANCE INC                               | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44000.00     | 0.00%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23500000 | PA      | $21730156.25  | 1.56%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALASKA AIR GROUP, INC.                                             | ALASKA AIR GROUP INC                               | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      4395 | NS      | $188721.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                                    | CORRECTIONS CORP OF AMERICA                        | CUSIP: 22025YAP5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9987.50      | 0.00%             | 2023-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    255000 | PA      | $218025.00    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56618 | PA      | $45985.24     | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger N.V.                                                  | SCHLUMBERGER LTD                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     59406 | NS      | $3175844.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    605000 | PA      | $547525.00    | 0.04%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                        | PHILLIPS 66                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     14571 | NS      | $1516549.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                             | LOWE S COS INC                                     | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75246.24     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32428000 | PA      | $22360119.38  | 1.60%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                   | SALESFORCE INC                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     11435 | NS      | $1516166.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO COMPANY                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2478137.53   | 0.18%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379109 | PA      | $367444.18    | 0.03%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3539100.00   | 0.25%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                    | INVESCO CLO LTD                                    | CUSIP: 46146JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556000 | PA      | $539393.39    | 0.04%             | 2034-10-22      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                      | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $218864.72    | 0.02%             | 2042-10-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                              | CHENIERE ENERGY INC                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       816 | NS      | $122367.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                            | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $182570.20    | 0.01%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP                              | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    590000 | PA      | $567875.00    | 0.04%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                      | FACTSET RESEARCH SYSTEMS INC                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       252 | NS      | $101104.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                                | ALLY FINANCIAL INC                                 | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $222959.97    | 0.02%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC.                                          | BOXER PARENT CO INC                                | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34037.50     | 0.00%             | 2025-10-02      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FASTENAL COMPANY                                                   | FASTENAL CO                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     11937 | NS      | $564858.84    | 0.04%             |  |  |  | No            |                  1 | 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        |    402957 | PA      | $393224.39    | 0.03%             | 2034-06-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                         | MAGALLANES INC                                     | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252194.67    | 0.02%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                   | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $52967.19     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP                              | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    295000 | PA      | $255175.00    | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $967312.50    | 0.07%             | 2053-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                   | PG E CORP                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    311000 | PA      | $283010.00    | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC.                                                     | VALVOLINE INC                                      | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24375.00     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                         | MAGALLANES INC                                     | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    519000 | PA      | $468675.68    | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                        | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23531.25     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                                                | SANCHEZ ENERGY CORP                                | CUSIP: 79970YAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $0.00         | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | Yes           |                  3 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                    | UNITED THERAPEUTICS CORP                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      5722 | NS      | $1591230.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                | PETROLEOS MEXICANOS                                | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    336000 | PA      | $212011.97    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC                                       | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    585000 | PA      | $565563.96    | 0.04%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                       | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $39543.75     | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                                | REPUBLIC OF ARGENTINA                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    627494 | PA      | $164717.18    | 0.01%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                           | DEVON ENERGY CORP                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4053 | NS      | $249300.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102808.13    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                          | VZ SECURED FINANCING BV                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    565000 | PA      | $452706.25    | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                              | CLEVELAND CLIFFS INC                               | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39600.00     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| FOOT LOCKER, INC.                                                  | FOOT LOCKER INC                                    | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52812.50     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                     | REALOGY GROUP CO ISSUER                            | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182187.50    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ZIMVIE INC.                                                        | ZIMVIE INC                                         | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      3144 | NS      | $29364.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC.                                                     | TRANSDIGM INC                                      | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34606.25     | 0.00%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Studio City Company Limited                                        | STUDIO CITY CO LTD                                 | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    115000 | PA      | $107525.00    | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP                                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    610000 | PA      | $477325.00    | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | 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        |     40000 | PA      | $32250.00     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY, INC.                                                 | HEALTHEQUITY INC                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44250.00     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, INC.                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49843.75     | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    295000 | PA      | $235262.50    | 0.02%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES, L.P.                                  | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59656.47     | 0.00%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161298 | PA      | $154806.85    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351422 | PA      | $297988.72    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO, LLC                                                | RADIATE HOLDCO LLC RADIATE FINANCE INC             | CUSIP: 75026JAE0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    525000 | PA      | $215250.00    | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                | SOCIETE GENERALE                                   | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3863000 | PA      | $3356927.69   | 0.24%             | 2026-12-14      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc.                                                           | ALLEGHENY TECHNOLOGIES INC                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39206.25     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                | EXPEDIA GROUP INC                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5418 | NS      | $474616.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AXLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463608 | PA      | $410112.90    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                      | BECTON DICKINSON CO                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1030 | NS      | $261929.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                                | STATION CASINOS LLC                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    510000 | PA      | $443700.00    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25711 | PA      | $24812.98     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                                   | JBS USA LUX SA                                     | CUSIP: 46590XAD8<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   1375000 | PA      | $1055312.50   | 0.08%             | 2032-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                              | ELI LILLY CO                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     15013 | NS      | $5492355.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM RETAIL PORTFOLIO TRUST                                         | CIM RETAIL PORTFOLIO TRUST                         | CUSIP: 12566BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11091 | PA      | $10639.32     | 0.00%             | 2036-08-15      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                       | COSTCO WHOLESALE CORP                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6671 | NS      | $3045311.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                                               | CHEMOURS CO                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    915000 | PA      | $816637.50    | 0.06%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST 2022 IND                                  | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106429 | PA      | $101639.52    | 0.01%             | 2024-04-15      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY                                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2534000 | PA      | $2219713.05   | 0.16%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                | SYNCHRONY FINANCIAL                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2367 | NS      | $77779.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                            | COBRA ACQUISITIONCO LLC                            | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $69600.00     | 0.00%             | 2029-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                         | EMERGENT BIOSOLUTIONS                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    555000 | PA      | $269175.00    | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                      | ENBRIDGE INC                                       | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $143493.45    | 0.01%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                   | XCEL ENERGY INC                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     41097 | NS      | $2881310.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                                   | AMAZON COM INC                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    151320 | NS      | $12710880.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                     | II VI INC                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    565000 | PA      | $497200.00    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                           | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141603 | PA      | $124113.55    | 0.01%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                         | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    824000 | PA      | $769072.98    | 0.06%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                     | BLACKSTONE PRIVATE CRE                             | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1969355.70   | 0.14%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| PLANET FITNESS MASTER ISSUER LLC                                   | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614358 | PA      | $532674.92    | 0.04%             | 2051-12-05      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                          | BPR TRUST 2022 OANA                                | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1806978.89   | 0.13%             | 2037-04-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                               | JPMORGAN CHASE CO                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     60737 | NS      | $8144831.70   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                          | COMMERCIAL METALS CO                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52800.00     | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                          | MSCI INC                                           | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77250.00     | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                    | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1842500.00   | 0.13%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AIRBNB, INC.                                                       | AIRBNB INC CLASS A                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     31403 | NS      | $2684956.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC.                                              | UNIVAR SOLUTIONS INC                               | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      8372 | NS      | $266229.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                      | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2505129.37   | 0.18%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                | DOMINICAN REPUBLIC                                 | CUSIP: 25714PCV8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    900000 | PA      | $893250.00    | 0.06%             | 2025-01-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                       | UBS GROUP AG                                       | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    774000 | PA      | $666738.31    | 0.05%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18150 | PA      | $16791.70     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                                 | AMERICAN WATER WORKS CO INC                        | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5324 | NS      | $811484.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                                          | W R BERKLEY CORP                                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     10393 | NS      | $754220.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                             | GLOBAL NET LEASE GLOBAL                            | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $359461.08    | 0.03%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    156824 | NS      | $5194010.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                                 | VIKING CRUISES LTD                                 | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    255000 | PA      | $270300.00    | 0.02%             | 2025-05-15      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1581461 | PA      | $1292561.30   | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                            | MICRON TECHNOLOGY INC                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       436 | NS      | $21791.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                    | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013000 | PA      | $974138.57    | 0.07%             | 2038-11-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST                           | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31500.00     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS, LP                                             | RAILWORKS HOLDINGS LP R                            | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $178125.00    | 0.01%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                | ABBOTT LABORATORIES                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     52342 | NS      | $5746628.18   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36997 | PA      | $35584.06     | 0.00%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMETEK, INC.                                                       | AMETEK INC W I                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      7743 | NS      | $1081851.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    797000 | PA      | $779266.75    | 0.06%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339335 | PA      | $280725.14    | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST COMPANY                                | CIT GROUP INC                                      | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168506.25    | 0.01%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                                           | INTUITIVE SURGICAL INC                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1503 | NS      | $398821.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                                      | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    540000 | PA      | $469800.00    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ACURIS FINANCE US, INC                                             | ACURIS FINANCE US INC                              | CUSIP: 00511BAA5<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31650.00     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | 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     | 0.01%             | 2038-03-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BETHPAGE PARK CLO, LTD.                                            | BETHPAGE PARK CLO LTD                              | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808000 | PA      | $784130.87    | 0.06%             | 2035-01-15      | Floating      | 5.21%                 | 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        |     99251 | PA      | $92111.67     | 0.01%             | 2034-06-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                    | BOMBARDIER INC                                     | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $22798.75     | 0.00%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    698276 | PA      | $697800.41    | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                              | STARBUCKS CORPORATION                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     40637 | NS      | $4031190.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                            | LEVEL 3 FINANCING INC                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10912.50     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                       | TENET HEALTHCARE CORP                              | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    510000 | PA      | $456450.00    | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90084 | PA      | $86818.47     | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYJE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48457 | PA      | $47444.25     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297753 | PA      | $301898.30    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORPORATION                                            | BOYD GAMING CORP                                   | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    445000 | PA      | $413850.00    | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WOLVERINE WORLD WIDE, INC.                                         | WOLVERINE WORLD WIDE INC                           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    235000 | PA      | $174781.25    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                          | CNX RESOURCES CORP                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18450.00     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH CT LLC                                       | CABLEVISION LIGHTPATH LLC                          | CUSIP: 12687GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16600.00     | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144677 | PA      | $139429.68    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                  | YUM BRANDS INC                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309750.00    | 0.02%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                      | TALLGRASS ENERGY PARTNERS LP TALLGRASS EN          | CUSIP: 87470LAH4<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1210500.00   | 0.09%             | 2025-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497712 | PA      | $498453.56    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS LLC                                       | CLECO CORPORATE HOLDINGS                           | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $141873.11    | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX TRUST                                           | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220150 | PA      | $213252.45    | 0.02%             | 2036-10-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44294.50     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Elastic N.V.                                                       | ELASTIC NV                                         | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $52000.00     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                     | DRYDEN 85 CLO LTD                                  | CUSIP: 26246BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723000 | PA      | $702260.75    | 0.05%             | 2035-10-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5600000 | PA      | $4865000.00   | 0.35%             | 2038-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP, INC                                      | CARROLS RESTAURANT GROUP INC                       | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $87187.50     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.                        | HARTFORD FINANCIAL SERVICES GROUP INC              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      9536 | NS      | $723114.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS, LLC                                                  | CSC HOLDINGS LLC                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $641275.00    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266734 | PA      | $226492.19    | 0.02%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27343 | PA      | $22643.44     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                        | CONTINENTAL RESOURCES                              | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    485000 | PA      | $449837.50    | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| The State of Qatar                                                 | STATE OF QATAR                                     | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    350000 | PA      | $320948.95    | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | 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        |      4938 | PA      | $4715.47      | 0.00%             | 2028-03-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                | KINDER MORGAN INC                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     35455 | NS      | $641026.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                                      | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38756.25     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5CR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4671 | PA      | $4596.52      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                   | NRG ENERGY INC                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $402587.50    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2111582.25   | 0.15%             | 2033-07-20      | Fixed         | 4.89%                 | 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        |   6900000 | PA      | $5789531.25   | 0.41%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36207FBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55835 | PA      | $53417.89     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                 | PUGET ENERGY INC                                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125209.28    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER, INC.                                      | MODIVCARE ESCROW ISSUER INC                        | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $45925.00     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                              | CHEVRON PHILLIPS CHEMICAL CO LLC                   | CUSIP: 166754AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $246328.90    | 0.02%             | 2025-04-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                          | AT T INC                                           | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359103.60    | 0.03%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                         | SPRINT CAPITAL CORP                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1374450.00   | 0.10%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    210000 | PA      | $166029.78    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                          | BPR TRUST 2022 OANA                                | CUSIP: 05592DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488000 | PA      | $458074.74    | 0.03%             | 2037-04-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP, INC.                                                 | AMWINS GROUP INC                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59937.50     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP.                                                     | TOPBUILD CORP                                      | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1749 | NS      | $273701.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                                 | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93944.10     | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                              | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $828786.84    | 0.06%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC                                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84075.00     | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1323106 | PA      | $1095844.92   | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                        | TELECOM ITALIA S P A                               | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $42281.25     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                        | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37856.25     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                                | AES CORP THE                                       | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1376869.37   | 0.10%             | 2025-07-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                  | ARCHES BUYER INC                                   | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7900.00      | 0.00%             | 2028-12-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                   | OLIN CORP                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $342187.50    | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS PLC                                          | TRANSDIGM UK HOLDINGS                              | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39300.00     | 0.00%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORPORATION                                         | AVERY DENNISON CORP                                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       421 | NS      | $76201.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                              | ELEVANCE HEALTH INC                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      9783 | NS      | $5018385.51   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17195 | PA      | $16724.53     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2132877 | PA      | $1830578.41   | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                          | SENSATA TECHNOLOGIES BV                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $56062.50     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                                     | PENTAIR PLC                                        | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      6612 | NS      | $297407.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST                                                        | ILLINOIS STATE                                     | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3235000 | PA      | $3120642.75   | 0.22%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                                    | ADVANCED DRAINAGE SYSTEMS                          | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    795000 | PA      | $743325.00    | 0.05%             | 2027-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                 | BOEING CO THE                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141841.47    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                | COMM MORTGAGE TRUST                                | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57000 | PA      | $55197.90     | 0.00%             | 2047-07-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                     | CONOCOPHILLIPS                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     22119 | NS      | $2610042.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                     | CHARLES RIVER LABORATORI                           | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13725.00     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC.                                                       | VIATRIS INC                                        | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1107546.97   | 0.08%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78317 | PA      | $76178.07     | 0.01%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNW90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197649 | PA      | $197514.15    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                 | HAT HOLDINGS I LLC                                 | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43250.00     | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| 10X Genomics Inc                                                   | 10X GENOMICS INC                                   | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      7864 | NS      | $286564.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC                                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    185000 | PA      | $144300.00    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                          | HUB INTERNATIONAL LTD                              | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112556.25    | 0.01%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                 | ORACLE CORP                                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347278.00    | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                        | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    186000 | PA      | $159304.72    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                    | BARINGS CLO LTD 2020 I                             | CUSIP: 06762LAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536000 | PA      | $521534.97    | 0.04%             | 2036-10-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                               | META PLATFORMS INC                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     62975 | NS      | $7578411.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                                            | VICTORIA S SECRET CO                               | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66725.00     | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                      | BROADCOM INC                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    564000 | PA      | $424840.33    | 0.03%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                          | REALTY INCOME CORP                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     29376 | NS      | $1863319.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                                          | MOOG INC                                           | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133400.00    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                      | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237150.00    | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                        | AASET 2021 2 TRUST                                 | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1386194 | PA      | $1115477.94   | 0.08%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP VICI NOTE CO INC                | CUSIP: 92564RAH8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    765000 | PA      | $717187.50    | 0.05%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                    | COMMSCOPE INC                                      | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161250.00    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                              | QUALCOMM INC                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     42859 | NS      | $4711918.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA, INC.                                                 | T MOBILE USA INC                                   | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91290.65     | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                   | HESS CORP                                          | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54121.95     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                  | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2515573.45   | 0.18%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                 | DT MIDSTREAM INC                                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13925 | NS      | $769495.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                       | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    310000 | PA      | $261175.00    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                                                | SANCHEZ ENERGY CORP                                | CUSIP: GCE744000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4011 | NS      | $238989.56    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                              | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    813000 | PA      | $698885.69    | 0.05%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                                 | SYMPHONY CLO LTD                                   | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1054000 | PA      | $1029809.65   | 0.07%             | 2035-04-23      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2819542.50   | 0.20%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                         | CONSTELLATION BRANDS INC                           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      7091 | NS      | $1643339.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2221001 | PA      | $1909689.73   | 0.14%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST 2022 GPA                                  | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $467026.90    | 0.03%             | 2039-10-15      | Floating      | 6.48%                 | 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     | 0.01%             | 2038-03-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156803 | PA      | $135504.77    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     22161 | NS      | $1395921.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1213101 | PA      | $995793.93    | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY NOTE                                  | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5255200 | PA      | $4557243.75   | 0.33%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                          | EBAY INC                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     62606 | NS      | $2596270.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                            | MPLX LP                                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    722000 | PA      | $680398.36    | 0.05%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                             | GLATFELTER CORP                                    | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60000.00     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                            | L BRANDS INC                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $528981.25    | 0.04%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                    | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AP3<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40845.00     | 0.00%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                    | COMMSCOPE INC                                      | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    205000 | PA      | $146575.00    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FOX CORPORATION                                                    | FOX CORP                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85765.44     | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                 | APACHE CORP                                        | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37350.00     | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4675000 | PA      | $4055562.50   | 0.29%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                         | OTIS WORLDWIDE CORP                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      7461 | NS      | $584270.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                                        | DAVITA INC                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    780000 | PA      | $627900.00    | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Pepsico, Inc.                                                      | PEPSICO INC                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     21940 | NS      | $3963680.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES, L.P.                                  | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $52294.79     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652712 | PA      | $560096.30    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1204500.00   | 0.09%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                | EOG RESOURCES INC                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     16173 | NS      | $2094726.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                                                   | LITTELFUSE INC                                     | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       262 | NS      | $57692.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                              | TELEFLEX INC                                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2213 | NS      | $552431.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC.                                          | MERCER INTL INC                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37462.50     | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L82H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4274661 | PA      | $3782779.23   | 0.27%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                                    | ALLEGION PLC                                       | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      3282 | NS      | $345463.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                                   | AUTONATION INC                                     | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $28624.35     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                      | GARTNER GROUP INC                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1774 | NS      | $596312.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGENDS HOSPITALITY HOLDING COMPANY, LLC                           | LEGENDS HOSPITALITY HOLD                           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22156.25     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H032621<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2700000 | PA      | $2484105.46   | 0.18%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66312.25     | 0.00%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Shockwave Medical Inc                                              | SHOCKWAVE MEDICAL INC                              | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       561 | NS      | $115347.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645550 | PA      | $531413.16    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYDE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34009 | PA      | $33298.39     | 0.00%             | 2048-04-01      | 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        |     22000 | PA      | $18040.00     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | 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      | $172048.84    | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | PETROLEOS MEXICANOS                                | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2500000 | PA      | $2265345.00   | 0.16%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                | KINDER MORGAN ENERGY PARTNERS                      | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96737.52     | 0.01%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FNLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204301 | PA      | $191549.18    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                 | THUNDERBOLT AIRCRAFT LEASE LIMITED                 | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323003 | PA      | $253642.43    | 0.02%             | 2039-11-15      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX TRUST                                           | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4962409 | PA      | $4777185.15   | 0.34%             | 2038-06-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2377000 | PA      | $2189017.33   | 0.16%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                      | REPUBLIC OF INDONESIA                              | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    375000 | PA      | $308415.00    | 0.02%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KBR, INC.                                                          | KBR INC                                            | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     23000 | PA      | $47737.65     | 0.00%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                                   | NATIONAL RETAIL PROPERTIES INC                     | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      4034 | NS      | $184595.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                                | DANAHER CORP                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7352 | NS      | $1951367.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149066 | PA      | $148453.73    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS, LP                              | NEXTERA ENERGY PARTNERS                            | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15682.50     | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                    | ALLEGRO CLO XIV LTD                                | CUSIP: 01751AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2812000 | PA      | $2737557.92   | 0.20%             | 2034-10-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                  | SYSCO CORP                                         | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96667.64     | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA FOOD COMPANY                                               | JBS FINANCE LUXEMBOURG SARL                        | CUSIP: 46592QAA7<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    154000 | PA      | $125125.00    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | 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        |    375000 | PA      | $332812.50    | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SPGN MORTGAGE TRUST                                                | SPGN 2022 TFLM MORTGAGE TRUST                      | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $121691.92    | 0.01%             | 2039-02-15      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| DROPBOX, INC.                                                      | DROPBOX INC                                        | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     97452 | NS      | $2180975.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                          | CNX MIDSTREAM PARTNERS LP                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41250.00     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WYNN LAS VEGAS, LLC                                                | WYNN LAS VEGAS LLC CORP                            | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |    390000 | PA      | $351000.00    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31339UKU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5969 | PA      | $5318.68      | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                            | REPUBLIC SERVICES INC CLASS A                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5256 | NS      | $677971.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                               | MILLICOM INTL CELLULAR                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    295000 | PA      | $248906.25    | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS HOLDINGS LLC               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $122256.25    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                           | VERTIV GROUP CORP                                  | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    310000 | PA      | $264275.00    | 0.02%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                   | MEDTRONIC PLC                                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11460 | NS      | $890671.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                      | ALPHABET INC CLASS C                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     85667 | NS      | $7601232.91   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                                              | HARLEY DAVIDSON INC                                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     27179 | NS      | $1130646.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                                   | AGCO CORP                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3999 | NS      | $554621.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN POSEIDON LIMITED                                        | TRANSOCEAN POSEIDON                                | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    354375 | PA      | $345515.63    | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                 | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAL9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    163000 | PA      | $155131.50    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC.                                           | PARTY CITY HOLDINGS INC                            | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |     20000 | PA      | $5850.00      | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | 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        |    525000 | PA      | $427875.00    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO.                                                        | CARVANA CO                                         | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    150000 | PA      | $58500.00     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                           | HCA INC                                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    534000 | PA      | $531997.50    | 0.04%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST                           | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    310000 | PA      | $206150.00    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                              | AIR LEASE CORP                                     | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2326237.76   | 0.17%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY NOTE                                  | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17310000 | PA      | $14894714.06  | 1.07%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIM RETAIL PORTFOLIO TRUST                                         | CIM RETAIL PORTFOLIO TRUST                         | CUSIP: 12566BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153000 | PA      | $147790.07    | 0.01%             | 2036-08-15      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170073 | PA      | $151397.13    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | 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      |
| ERO COPPER CORP.                                                   | ERO COPPER CORP                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $557737.50    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                | ANHEUSER BUSCH                                     | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    333000 | PA      | $294397.97    | 0.02%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                               | EMERSON ELECTRIC CO                                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      6303 | NS      | $605466.18    | 0.04%             |  |  |  | No            |                  1 | 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     | 0.00%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTNERS, INC.                                          | AHP HEALTH PARTNERS INC                            | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    140000 | PA      | $110600.00    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                           | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208292 | PA      | $176034.81    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                           | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $32295.76     | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | 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        |   2771000 | PA      | $2324176.25   | 0.17%             | 2030-05-15      | Fixed         | 2.85%                 | 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        |    320000 | PA      | $320047.68    | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KLDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44218 | PA      | $36345.73     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                          | CONSOLIDATED EDISON INC                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     30423 | NS      | $2899616.13   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                          | FRONT RANGE BIDCO INC                              | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $105218.75    | 0.01%             | 2028-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CENT CLO LIMITED                                                   | COLUMBIA CENT CLO 32 LTD                           | CUSIP: 19737TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $883658.16    | 0.06%             | 2034-07-20      | Floating      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO CO                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1627095.60   | 0.12%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| STERICYCLE, INC.                                                   | STERICYCLE INC                                     | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235575.00    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                                       | LINDE PLC                                          | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      4736 | NS      | $1544788.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235652 | PA      | $225973.10    | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS LIMITED                                    | PARK AEROSPACE HOLDINGS                            | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   1355000 | PA      | $1338062.50   | 0.10%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                                       | CHIPOTLE MEXICAN GRILL INC                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1034 | NS      | $1434664.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                                             | JACKSON FINANCIAL INC                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    452000 | PA      | $426283.01    | 0.03%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                           | DISH NETWORK CORP                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    605000 | PA      | $620125.00    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                             | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61075.00     | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470516 | PA      | $387287.27    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                  | CEDAR FUNDING X CLO LTD                            | CUSIP: 15033XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $627439.40    | 0.04%             | 2032-10-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                    | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237000 | PA      | $223620.19    | 0.02%             | 2038-11-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                             | DELL TECHNOLOGIES INC                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      7555 | NS      | $303862.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                 | VENTAS REALTY LP                                   | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    367000 | PA      | $309438.99    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                       | MATCH GROUP INC                                    | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20312.50     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST                           | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31443.75     | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    795000 | PA      | $625620.48    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    590000 | PA      | $400844.36    | 0.03%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                         | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2022 DK | CUSIP: 05530SAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $100526.71    | 0.01%             | 2039-01-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                        | AMERICAN HOMES 4 RENT LP                           | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    371000 | PA      | $311315.00    | 0.02%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  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    | 0.01%             | 2039-04-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                          | COMMERCIAL METALS CO                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51900.00     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENT CLO LIMITED                                                   | CENT CLO LP                                        | CUSIP: 19736WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $401402.71    | 0.03%             | 2034-01-20      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                        | DCP MIDSTREAM OPERATING                            | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680750.00    | 0.05%             | 2043-05-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                             | CLARIVATE SCIENCE HOLDINGS CORP                    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21312.50     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                 | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101718.75    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | 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        |     84790 | PA      | $80147.05     | 0.01%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  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      | $55965.40     | 0.00%             | 2041-12-16      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                       | WILLIAMS COS INC THE                               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    755000 | PA      | $705962.75    | 0.05%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| InterGen N.V.                                                      | INTERGEN NV                                        | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |   1373000 | PA      | $1345540.00   | 0.10%             | 2023-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC.                                                       | WALMART INC                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     44294 | NS      | $6280446.26   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT, LLC                                        | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232375.00    | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                              | MICROSOFT CORP                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    123104 | NS      | $29522801.28  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD.                                               | NCL CORPORATION LTD                                | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    900000 | PA      | $711000.00    | 0.05%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                        | SOUTHWESTERN ENERGY CO                             | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110012.50    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  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      |
| BOOKING HOLDINGS INC.                                              | BOOKING HOLDINGS INC                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2012 | NS      | $4054743.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XW7M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11657 | PA      | $11228.27     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                | VONTIER CORP W I                                   | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     41734 | NS      | $806718.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                                    | LKQ CORPORATION                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     23203 | NS      | $1239272.23   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY GROUP, LLC                                          | RYAN SPECIALTY GROUP LLC                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160718.75    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                           | DIAMONDBACK ENERGY INC                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1326 | NS      | $181370.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY CENTER HOLDINGS, INC.                                      | SURGERY CENTER HOLDINGS                            | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251175.00    | 0.02%             | 2025-07-01      | Fixed         | 6.75%                 | Yes           |                  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        |    930000 | PA      | $907498.65    | 0.07%             | 2035-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437306 | PA      | $374948.71    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                    | WESTERN MIDSTREAM OPERAT                           | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945000.00    | 0.07%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| TEGNA INC.                                                         | TEGNA INC                                          | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339062.50    | 0.02%             | 2026-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                  | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1054297.20   | 0.08%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                  | SERVICE CORP INTERNATIONAL US                      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     37634 | NS      | $2602014.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56516 | PA      | $45904.76     | 0.00%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                   | HESS CORP                                          | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $1888398.51   | 0.14%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45233 | PA      | $43563.74     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                             | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1067431.25   | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                       | ARES LV CLO LTD                                    | CUSIP: 04018BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853000 | PA      | $833609.60    | 0.06%             | 2034-07-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                       | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      8000 | PA      | $23988.56     | 0.00%             | 2023-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                         | ALBERTSONS COS INC SAFEWAY INC                     | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41937.50     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893048 | PA      | $787421.27    | 0.06%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO CO                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     32657 | NS      | $1348407.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                      | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    212000 | PA      | $175399.90    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  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        |    196000 | PA      | $194107.45    | 0.01%             | 2035-06-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                     | SCOTTS MIRACLE GRO CO                              | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102262.50    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC                                  | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $951613.00    | 0.07%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $37068.75     | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| THE AES CORPORATION                                                | AES CORP THE                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    218000 | PA      | $173443.42    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYPZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26953 | PA      | $26395.67     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS, INC.                                    | CATALENT PHARMA SOLUTIONS                          | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    445000 | PA      | $352662.50    | 0.03%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| VICTORS MERGER CORPORATION                                         | VICTORS MERGER CORP                                | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $30250.00     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $421945.31    | 0.03%             | 2036-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197018 | PA      | $181278.80    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS, INC.                                  | CONSOLIDATED COMMUNICATIONS INC                    | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18375.00     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                        | KAISER ALUMINUN CORP                               | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $423768.75    | 0.03%             | 2028-03-01      | Fixed         | 4.62%                 | 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      | $98117.34     | 0.01%             | 2040-01-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                 | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    564000 | PA      | $439698.91    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PARSONS CORPORATION                                                | PARSON CORP                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     26416 | NS      | $1221740.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54652 | PA      | $51430.00     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                             | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4009000 | PA      | $3578128.72   | 0.26%             | 2025-09-11      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                               | MCKESSON CORP                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3800 | NS      | $1425456.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                                  | SM ENERGY CO                                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48750.00     | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                       | SHERWIN WILLIAMS CO                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      4306 | NS      | $1021942.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                            | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34200.00     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                                        | LPL FINANCIAL HOLDINGS INC                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     12448 | NS      | $2690884.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479000 | PA      | $463445.34    | 0.03%             | 2039-05-15      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                 | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134850.00    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                         | ALBERTSONS COS SAFEWAY                             | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    605000 | PA      | $539962.50    | 0.04%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19646 | PA      | $18669.46     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                    | WP CAREY INC                                       | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394860.80    | 0.03%             | 2024-04-01      | Fixed         | 4.60%                 | 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        |    360725 | PA      | $328466.65    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                         | BFLD TRUST 2020 OBRK                               | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139000 | PA      | $137961.19    | 0.01%             | 2028-11-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                  | FIRSTENERGY CORP                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     22542 | NS      | $945411.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                                 | VAIL RESORTS INC                                   | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25032.65     | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                    | APA CORP                                           | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     11252 | NS      | $525243.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31339U6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8819 | PA      | $7857.56      | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1384525.84   | 0.10%             | 2039-05-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                       | MAGIC MERGERCO INC                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    270000 | PA      | $179550.00    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                             | WASTE MANAGEMENT INC                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2083 | NS      | $326781.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                                          | CBOE GLOBAL MARKETS INC                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      4303 | NS      | $539897.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                          | CHURCH DWIGHT CO INC                               | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     11890 | NS      | $958452.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENT CLO LIMITED                                                   | CENT CLO LP                                        | CUSIP: 19737LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $301064.56    | 0.02%             | 2034-04-20      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1566480.00   | 0.11%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $295828.13    | 0.02%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                               | CHEMOURS CO                                        | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $467287.50    | 0.03%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FL2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39307 | PA      | $38714.88     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER, INC.                                                | RENT A CENTER INC                                  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12018.75     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64157.08     | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4900000 | PA      | $3760750.00   | 0.27%             | 2053-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                     | SBA COMMUNICATIONS CORP                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1249 | NS      | $350107.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45782 | PA      | $44231.82     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                    | SBA TOWER TRUST                                    | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $61687.15     | 0.00%             | 2052-07-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                     | CITIGROUP INC                                      | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2380976.84   | 0.17%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ER2M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347439 | PA      | $336415.32    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                       | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    445000 | PA      | $445000.00    | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                    | BABSON CLO LTD                                     | CUSIP: 06762BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $305068.21    | 0.02%             | 2032-01-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                          | COLGATE PALMOLIVE CO                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     18243 | NS      | $1437365.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                                                 | DT MIDSTREAM INC                                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34000.00     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                      | BROADCOM INC                                       | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4136000 | PA      | $3267440.00   | 0.23%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9BS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63450 | PA      | $62816.70     | 0.00%             | 2048-10-25      | Fixed         | 4.50%                 | No            |                  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        |     87000 | PA      | $85228.07     | 0.01%             | 2023-07-05      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    578969 | PA      | $485576.31    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | 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        |    643000 | PA      | $599474.49    | 0.04%             | 2036-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042714 | PA      | $858218.22    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA (CAYMAN) LIMITED                                       | GEMS MENASA KY LTD GEMS                            | CUSIP: 36166LAA5<br>LEI: 213800KB2HCLUSOQ2G49 | Long             | DBT              | CORP              | KY        |    980000 | PA      | $940800.00    | 0.07%             | 2026-07-31      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETMS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226835 | PA      | $215268.24    | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC                              | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $250750.00    | 0.02%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES COMPANY                                               | BAKER HUGHES CO                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14219 | NS      | $419887.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                      | DISCOVERY COMMUNICATIONS                           | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    392000 | PA      | $271430.99    | 0.02%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                    | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915000.00    | 0.07%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KGJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    702934 | PA      | $699744.99    | 0.05%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                      | ASBURY AUTOMOTIVE GROUP INC                        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71081.25     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIOS SOUTH AMERICAN LOGISTICS INC.                               | NAVIOS SOUTH AMERICAN LOGISTICS INC                | CUSIP: 63938NAF1<br>LEI: 89450079LEE5QGJRM678 | Long             | DBT              | CORP              | MH        |    485000 | PA      | $460750.00    | 0.03%             | 2025-07-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                        | AASET 2018 1 TRUST                                 | CUSIP: 000367AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189708 | PA      | $114947.28    | 0.01%             | 2038-01-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                  | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    738000 | PA      | $633540.53    | 0.05%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45612 | PA      | $37771.81     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640840 | PA      | $640403.30    | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                 | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32625.00     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EAGLE MATERIALS INC.                                               | EAGLE MATERIALS INC                                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      7840 | NS      | $1041544.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                     | CITIGROUP INC                                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1063292.22   | 0.08%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                | MOODY S CORP                                       | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1018328.30   | 0.07%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC.                                                  | PITNEY BOWES INC                                   | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21343.75     | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1206250.00   | 0.09%             | 2051-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXCQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46091 | PA      | $43110.45     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                         | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    242000 | PA      | $232122.77    | 0.02%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  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      |
| NOVA Chemicals Corporation                                         | NOVA CHEMICALS CORP                                | CUSIP: 66977WAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    530000 | PA      | $472362.50    | 0.03%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                  | SYSCO CORP                                         | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    140000 | PA      | $154046.06    | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MFY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26731 | PA      | $25689.29     | 0.00%             | 2034-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                     | CITIGROUP INC                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       204 | NS      | $9226.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131561 | PA      | $108925.22    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC                                | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27375.00     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                         | UNITED NATURAL FOODS INC                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43031.25     | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  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     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20620 | PA      | $19332.05     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S.A.                                     | INTELSAT JACKSON HOLDINGS LTD                      | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $224262.50    | 0.02%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167205 | PA      | $168428.83    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                   | OMEGA HLTHCARE INVESTORS                           | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97790.32     | 0.01%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                         | CSMC 18 SITE D CSTR 1R                             | CUSIP: 12690CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92156.59     | 0.01%             | 2036-04-15      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489310 | PA      | $403590.26    | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENTEX CORPORATION                                                 | GENTEX CORP                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      4000 | NS      | $109080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP VICI NOTE CO INC                | CUSIP: 92564RAG0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23906.25     | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                                                | EATON VANCE CLO 2019 1 LTD                         | CUSIP: 27830XAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363000 | PA      | $356123.37    | 0.03%             | 2031-04-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP.                                             | STIFEL FINANCIAL CORP                              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      5025 | NS      | $293309.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                        | DISCOVER FINANCIAL SVS                             | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $2168568.83   | 0.16%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                 | ALTRIA GROUP INC                                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64058.04     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LIQ FDS FEDFUND-IN                                       | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6021821 | NS      | $6021820.99   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9275000 | PA      | $7567820.31   | 0.54%             | 2052-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                               | NCL CORP LTD                                       | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    170000 | PA      | $147145.20    | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                      | TALLGRASS ENERGY PARTNERS LP                       | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303187.50    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8UP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26115 | PA      | $24581.46     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY CORPORATION                                          | KILROY REALTY CORP                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      2421 | NS      | $93620.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC TRUST                                                         | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019 I | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243000 | PA      | $238800.80    | 0.02%             | 2036-05-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR U.S. NEWCO, INC.                                       | VERTICAL US NEWCO INC                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    725000 | PA      | $645250.00    | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1338482 | PA      | $1185603.38   | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24250.00     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT, INC.                                         | JACOBS ENTERTAINMENT INC                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67312.50     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                                | REPUBLIC OF ARGENTINA                              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     37622 | PA      | $10110.91     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                               | TRADEWEB MARKETS INC                               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8407 | NS      | $545866.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138159 | PA      | $133411.15    | 0.01%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MFQB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36919 | PA      | $34871.42     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP, INC.                                                  | EMCOR GROUP INC                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1073 | NS      | $158922.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                  | ELANCO ANIMAL HEALTH INC                           | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178840.62    | 0.01%             | 2023-08-28      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                          | ARES CAPITAL CORP                                  | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    457000 | PA      | $442874.13    | 0.03%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                 | EXELON CORP                                        | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183258.60    | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST 2022 IND                                  | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922384 | PA      | $901729.04    | 0.06%             | 2024-04-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7B99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509931 | PA      | $485940.28    | 0.03%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                               | LEXINGTON REALTY TRUST                             | CUSIP: 529043AD3<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    735000 | PA      | $715088.12    | 0.05%             | 2024-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FS2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18061 | PA      | $17771.19     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    850000 | PA      | $713601.56    | 0.05%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                             | TIME WARNER CABLE INC                              | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1540380.24   | 0.11%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5017000 | PA      | $4899693.51   | 0.35%             | 2034-04-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1082900.00   | 0.08%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                  | CEDAR FUNDING VI CLO LTD                           | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $227299.76    | 0.02%             | 2034-04-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                                          | ACTIVISION BLIZZARD INC                            | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      3623 | NS      | $277340.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON IAQ LLC                                                    | MADISON IAQ LLC                                    | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $192050.00    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                       | ZIMMER BIOMET HOLDINGS INC                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       980 | NS      | $124950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                                 | CINTAS CORP                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5418 | NS      | $2446877.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                             | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1063150.28   | 0.08%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7KK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88256 | PA      | $73021.76     | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | PETROLEOS MEXICANOS                                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    916000 | PA      | $758070.61    | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORPORATION                                           | MARATHON OIL CORP                                  | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     25807 | NS      | $698595.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC.                                                           | HCA INC                                            | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $84047.63     | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                  | CAPITAL ONE FINANCIAL CO                           | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    343000 | PA      | $320410.36    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                            | CF HIPPOLYTA ISSUER LLC                            | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362606 | PA      | $312842.47    | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                       | ADVANCED MICRO DEVICES INC                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2735 | NS      | $177145.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc.                                             | REYNOLDS AMERICAN INC                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108880.56    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                 | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1379000 | PA      | $1273728.52   | 0.09%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                     | THE CHARLES SCHWAB CORP                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      9484 | NS      | $789637.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER OPERATING                          | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68489.40     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                 | EXELON CORP                                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1001334.55   | 0.07%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                              | OPEN TEXT CORP OPEN TEXT HOLDINGS INC              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $370300.00    | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| THE AES CORPORATION                                                | AES CORP THE                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1246769.17   | 0.09%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    968000 | PA      | $932572.17    | 0.07%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                         | MADISON PARK FUNDING LII LTD                       | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $880861.80    | 0.06%             | 2035-01-22      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XCB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254446 | PA      | $250961.31    | 0.02%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                           | HCA INC                                            | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    780000 | PA      | $780000.00    | 0.06%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                | CENTENE CORP                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    245000 | PA      | $206412.50    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY BOND                                  | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1605300 | PA      | $1323118.36   | 0.09%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II, LLC                                   | LCM INVESTMENTS HOLDINGS II LLC                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45100.00     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP                               | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398850.46    | 0.03%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                           | GS MORTGAGE SECURITIES CORP II                     | CUSIP: 36262MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92379.12     | 0.01%             | 2036-10-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| THE TJX COMPANIES, INC.                                            | TJX CO INC                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     48122 | NS      | $3830511.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                        | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       368 | NS      | $62953.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                         | CARRIER GLOBAL CORP                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     25478 | NS      | $1050967.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                                       | NASDAQ INC                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      6772 | NS      | $415462.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                              | SABRA HEALTH CARE LP                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $906532.65    | 0.06%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                    | BRAND INDUSTRIAL SERVICES                          | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    845000 | PA      | $673887.50    | 0.05%             | 2025-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS                            | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147537.50    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc.                                                           | ALLEGHENY TECHNOLOGIES INC                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53023.80     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                                       | MUELLER WATER PRODUCTS INC                         | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39543.75     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                     | TERRAFORM POWER OPERATING                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13500.00     | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                               | DISH DBS CORP                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $488537.50    | 0.04%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482584 | PA      | $410725.98    | 0.03%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS, INC.                                              | BELLRING BRANDS INC                                | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120937.50    | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | 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        |     99251 | PA      | $97233.95     | 0.01%             | 2034-06-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC.                                                      | NISOURCE INC                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $954780.20    | 0.07%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST 2022 IND                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88691 | PA      | $83677.69     | 0.01%             | 2024-04-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| THE TOLEDO HOSPITAL                                                | TOLEDO HOSPITAL THE                                | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    117000 | PA      | $91014.30     | 0.01%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                   | MEG ENERGY CORP                                    | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $577006.25    | 0.04%             | 2027-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                          | UNION PACIFIC CORP                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     16009 | NS      | $3314983.63   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                                    | EQT CORP                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     11434 | NS      | $386812.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                            | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117281.25    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                   | NRG ENERGY INC                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30350.00     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                              | EG GLOBAL FINANCE PLC                              | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $289775.00    | 0.02%             | 2025-02-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                             | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $991796.15    | 0.07%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                             | REYNOLDS AMERICAN INC                              | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    232000 | PA      | $227319.40    | 0.02%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    620000 | PA      | $556593.84    | 0.04%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                              | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1472743.50   | 0.11%             | 2025-07-23      | Fixed         | 4.91%                 | 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        |    185000 | PA      | $176120.96    | 0.01%             | 2031-05-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                             | MAGNETITE CLO LTD                                  | CUSIP: 55955KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $274625.68    | 0.02%             | 2034-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                       | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43625.00     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                    | INTERCONTINENTAL EXCHANGE INC                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      6012 | NS      | $616771.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988550 | PA      | $846133.59    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2809 | PA      | $2595.53      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                                        | CROCS INC                                          | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105787.50    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1132825 | PA      | $986456.81    | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SILVER AIRCRAFT LEASE INVESTMENT LTD                               | PROJECT SILVER                                     | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221745 | PA      | $174791.66    | 0.01%             | 2044-07-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                              | TARGA RESOURCES CORPORATION                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      9145 | NS      | $672157.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                 | PLAINS ALL AMER PIPELINE                           | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1130251.02   | 0.08%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                 | CERDIA FINANZ GMBH                                 | CUSIP: 15679GAA0<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    125000 | PA      | $105625.00    | 0.01%             | 2027-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724248 | PA      | $661727.93    | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                  | CEDAR FUNDING XV CLO LTD                           | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    942000 | PA      | $907238.32    | 0.07%             | 2035-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                        | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    133529 | NS      | $5261042.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280146 | PA      | $271360.17    | 0.02%             | 2038-03-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                   | HESS CORP                                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1120414.06   | 0.08%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WMY99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17648 | PA      | $17430.54     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                       | VIATRIS INC                                        | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36283.60     | 0.00%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $146714.21    | 0.01%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                            | BAYER US FINANCE II LLC                            | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970533.00    | 0.07%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2830078.13   | 0.20%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  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        |    471200 | PA      | $438953.25    | 0.03%             | 2035-06-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL, INC.                                              | COINBASE GLOBAL INC                                | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $181450.00    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Aon plc                                                            | AON PLC                                            | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      4421 | NS      | $1326918.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPGN MORTGAGE TRUST                                                | SPGN 2022 TFLM MORTGAGE TRUST                      | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235256.75    | 0.02%             | 2039-02-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                       | INFRABUILD AUSTRALIA PTY LTD                       | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |     85000 | PA      | $82450.00     | 0.01%             | 2024-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8LU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22976 | PA      | $22676.58     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                      | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    605000 | PA      | $561137.50    | 0.04%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                           | VOYA CLO LTD                                       | CUSIP: 92917RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $329104.34    | 0.02%             | 2032-07-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                        | AVALONBAY COMMUNITIES INC                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       561 | NS      | $90612.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HOLDINGS LLC                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $206550.00    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                                         | GOLDEN ENTERTAINMENT INC                           | CUSIP: 38101JAC0<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    104275 | PA      | $103883.59    | 0.01%             | 2024-10-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                  | NUCOR CORP                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      8552 | NS      | $1127239.12   | 0.08%             |  |  |  | No            |                  1 | 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    | 0.01%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                      | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    128000 | PA      | $136977.28    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WKHM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5862 | PA      | $5789.52      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                           | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAK5<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34737.50     | 0.00%             | 2025-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                  | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    577000 | PA      | $540205.29    | 0.04%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION, INC.                                              | GRAY TELEVISION INC                                | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $99400.00     | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                    | MADISON IAQ LLC                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $448500.00    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC.                                               | SIRIUS XM RADIO INC                                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    270000 | PA      | $249412.50    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                 | ALLIANT HOLDINGS INTERMEDIATE LLC                  | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127100.00    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC.                                                       | VIATRIS INC                                        | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60647.67     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                     | SYNOPSYS INC                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      5978 | NS      | $1908715.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                              | EG GLOBAL FINANCE PLC                              | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $477487.50    | 0.03%             | 2025-10-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                  | ELANCO ANIMAL HEALTH INC                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71820.00     | 0.01%             | 2028-08-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS, INC.                                                | ACUITY BRANDS INC                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3202 | NS      | $530283.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                       | CENTRAL GARDEN PET CO                              | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45100.00     | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                  | DIAMOND BC BV                                      | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $48150.00     | 0.00%             | 2029-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EAST WEST BANCORP, INC.                                            | EAST WEST BANCORP INC                              | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $151570.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                              | VIR BIOTECHNOLOGY INC                              | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1754 | NS      | $44393.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Lux S.A.                                                   | JBS USA FOOD FINANCE                               | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    880000 | PA      | $837100.00    | 0.06%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                               | POWERTEAM SERVICES LLC                             | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45650.00     | 0.00%             | 2025-12-04      | Fixed         | 9.03%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124662 | PA      | $102730.26    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INCORPORATED                                         | MICROSTRATEGY INC                                  | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    220000 | PA      | $157300.00    | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Ginkgo Bioworks Holdings Inc                                       | GINKGO BIOWORKS HOLDINGS INC                       | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61583 | NS      | $104075.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                               | ENPHASE ENERGY INC                                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       161 | NS      | $42658.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                | ANHEUSER BUSCH INBEV WOR                           | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2553066.56   | 0.18%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                   | PHILIP MORRIS INTERNATIONAL                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     18019 | NS      | $1823702.99   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OI European Group B.V.                                             | OI EUROPEAN GROUP BV                               | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $114400.00    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                          | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55434.45     | 0.00%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                     | AUTOZONE INC                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1137405.09   | 0.08%             | 2030-04-15      | Fixed         | 4.00%                 | 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        |  71645366 | NS      | $71645366.04  | 5.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                                           | DISH NETWORK CORP                                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    846000 | PA      | $531210.17    | 0.04%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                              | COCA COLA CO                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    109199 | NS      | $6946148.39   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GROUP, LLC                                          | DIAMOND SPORTS GROUP LLC DIAMOND SPORTS FINANCE CO | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $74800.00     | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                        | PROGRESSIVE CORPORATION                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     10297 | NS      | $1335623.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER BANK                                                      | DISCOVER BANK                                      | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240719.00    | 0.02%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WNWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36313 | PA      | $35861.97     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC.                                                       | TEXTRON INC                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     33942 | NS      | $2403093.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                               | HOME DEPOT INC                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     19139 | NS      | $6045244.54   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN CLO LTD                                                     | DRYDEN SENIOR LOAN FUND                            | CUSIP: 262484AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $407337.84    | 0.03%             | 2035-02-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORPORATION                                         | SUNNOVA ENERGY CORP                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75650.00     | 0.01%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| MARATHON PETROLEUM CORPORATION                                     | MARATHON PETROLEUM CORP                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     16744 | NS      | $1948834.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA, INC.                            | ROLLER BEARING CO OF AMERICA INC                   | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30800.00     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | 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     | 0.00%             | 2040-01-16      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                           | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1007662.50   | 0.07%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                | STRYKER CORP                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2173 | NS      | $531276.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                                    | CORECIVIC INC                                      | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    615000 | PA      | $627300.00    | 0.04%             | 2026-04-15      | Fixed         | 8.25%                 | 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        |    975000 | PA      | $926250.00    | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                                       | CF INDUSTRIES HOLDINGS                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     23103 | NS      | $1968375.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY L.P.                                                | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     72000 | PA      | $60634.66     | 0.00%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MFTS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95007 | PA      | $87969.82     | 0.01%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                             | GENERAL MOTORS FINANCIAL CO                        | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2038482.60   | 0.15%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                      | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     54000 | PA      | $42878.70     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1786251.20   | 0.13%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY NOTE                                  | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74500000 | PA      | $66502890.63  | 4.77%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2050000 | PA      | $1926679.69   | 0.14%             | 2053-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP                                 | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90093.75     | 0.01%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER, LLC                                               | NORTHWEST FIBER LLC NORT                           | CUSIP: 667449AC6<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11625.00     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY BILL                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3796700 | PA      | $3415843.53   | 0.24%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                      | AIMCO                                              | CUSIP: 00144GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $373092.84    | 0.03%             | 2034-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Limited                                                  | AIA GROUP LTD                                      | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1414000 | PA      | $1254721.38   | 0.09%             | 2030-04-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                               | MILLICOM INTL CELLULAR                             | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $429750.00    | 0.03%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                       | PROCTER GAMBLE CO                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     29504 | NS      | $4471626.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1176932.90   | 0.08%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS, INC.                                              | ASSUREDPARTNERS INC                                | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32600.00     | 0.00%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  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      |
| PBF HOLDING COMPANY LLC                                            | PBF HOLDING CO LLC                                 | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71400.00     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                    | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $341905.49    | 0.02%             | 2038-11-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ROCKLAND PARK CLO                                                  | ROCKLAND PARK CLO LTD                              | CUSIP: 773663AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | PA      | $324962.05    | 0.02%             | 2034-04-20      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                        | UNITED PARCEL SERVICE INC CLASS B                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     12084 | NS      | $2100682.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                             | CVS HEALTH CORP                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     32931 | NS      | $3068839.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO ENTERPRISES INC                                             | IPALCO ENTERPRISES INC                             | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131920.00    | 0.01%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                                      | CALLAWAY GOLF CO                                   | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |     19000 | PA      | $24594.36     | 0.00%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                           | NEW FORTRESS ENERGY INC                            | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $232187.50    | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85915 | PA      | $81228.45     | 0.01%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18661 | PA      | $15940.93     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59504 | PA      | $56018.36     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    980000 | PA      | $756607.04    | 0.05%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.                                 | HAWAIIAN ELECTRIC INDUSTRIES INC                   | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     38553 | NS      | $1613443.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47125 | PA      | $41538.67     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES NOTE                               | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    335000 | PA      | $312806.25    | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $100781.25    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                               | JPMORGAN CHASE CO                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5828000 | PA      | $5391179.74   | 0.39%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                   | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61720.82     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                        | CARVANA CO                                         | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    125000 | PA      | $59687.50     | 0.00%             | 2030-05-01      | Fixed         | 10.25%                | Yes           |                  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        |    385000 | PA      | $358332.07    | 0.03%             | 2036-11-10      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNQX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1676469 | PA      | $1474192.20   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC.                                                    | TRANSOCEAN INC                                     | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $400000.00    | 0.03%             | 2027-01-30      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XVK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85620 | PA      | $83428.34     | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                           | VOYA CLO 2020 2 LTD                                | CUSIP: 92918HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551000 | PA      | $539186.01    | 0.04%             | 2034-07-19      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| PINE STREET TRUST II                                               | PINE STREET TRUST II                               | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $264637.20    | 0.02%             | 2049-02-15      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    128000 | PA      | $118002.30    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QADB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293352 | PA      | $289008.84    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                               | CARNIVAL CORP                                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    565000 | PA      | $453412.50    | 0.03%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                                | GEO GROUP INC THE                                  | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41461.25     | 0.00%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $285600.00    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                              | OPEN TEXT CORP                                     | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $51375.00     | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                         | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $163924.48    | 0.01%             | 2032-11-05      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                  | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $310050.00    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                                       | HONEYWELL INTERNATIONAL INC                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1572 | NS      | $336879.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17460.00     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19028 | PA      | $18739.06     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                       | HASBRO INC                                         | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    202000 | PA      | $194185.43    | 0.01%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                      | UNIVISION COMMUNICATIONS INC                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    245000 | PA      | $203656.25    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855000 | PA      | $828300.74    | 0.06%             | 2039-05-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $7225664.02   | 0.52%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2224134 | PA      | $1890905.78   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152470 | PA      | $143564.61    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  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     | 0.01%             | 2036-04-15      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                 | COSTAR GROUP INC                                   | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16743 | NS      | $1293899.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                                           | ALLEGHENY TECHNOLOGIES                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    686000 | PA      | $655130.00    | 0.05%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                    | WP CAREY INC                                       | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2889762.00   | 0.21%             | 2026-10-01      | Fixed         | 4.25%                 | 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        |    169348 | PA      | $167044.44    | 0.01%             | 2036-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12950000 | PA      | $10578531.25  | 0.76%             | 2053-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENT CLO LIMITED                                                   | CENT CLO LP                                        | CUSIP: 197363AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791000 | PA      | $767294.52    | 0.05%             | 2034-10-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053617 | PA      | $918794.54    | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LIMITED                                                | NCL FINANCE LTD                                    | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     20000 | PA      | $14900.00     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QXCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6013 | PA      | $5774.84      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                    | EQT CORP                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    295000 | PA      | $272875.00    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EUJ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2962 | PA      | $2914.64      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5777 | PA      | $5706.21      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WDUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151147 | PA      | $147989.79    | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26379 | PA      | $25072.64     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                        | BLOCK INC                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35634.80     | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2154036 | PA      | $1846690.01   | 0.13%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                 | ALTRIA GROUP INC                                   | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    294000 | PA      | $218399.96    | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC.                                        | MOZART DEBT MERGER SUB                             | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $118875.00    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241424 | PA      | $225522.14    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | 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      | $156037.58    | 0.01%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                   | HESS CORP                                          | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621606.05    | 0.04%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372626 | PA      | $305922.92    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BJD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1549999 | PA      | $1362972.75   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2066862 | PA      | $1691660.43   | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                      | BROADCOM INC                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     12277 | NS      | $6864439.01   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, INC.                                                          | RXO INC                                            | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      7186 | NS      | $123599.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282653 | PA      | $233464.54    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                         | LAMB WESTON HOLDING INC                            | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      3804 | NS      | $339925.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN CLO LTD                                                     | DRYDEN 76 CLO LTD                                  | CUSIP: 26252WAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527000 | PA      | $512405.79    | 0.04%             | 2034-10-20      | Floating      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                              | PAYPAL HOLDINGS INC                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     20460 | NS      | $1457161.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    151301 | PA      | $146013.38    | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                          | AIMCO CLO SERIES 2018 B                            | CUSIP: 00900PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245513.62    | 0.02%             | 2032-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279837 | PA      | $230355.74    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                       | U S BANCORP                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     27053 | NS      | $1179781.33   | 0.08%             |  |  |  | No            |                  1 | 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    | 0.02%             | 2034-07-19      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company              | ARDAGH METAL PACKAGING FINANCE USA LLC             | CUSIP: 03969YAC2<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $194750.00    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS, INC.                                        | TRITON WATER HOLDINGS INC                          | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    285000 | PA      | $228712.50    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  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    | 0.02%             | 2024-10-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61448 | PA      | $58202.62     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKETING INC.                                   | ADVANTAGE SALES MARKETING INC                      | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    615000 | PA      | $458943.75    | 0.03%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                               | Westlake Corp                                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     11395 | NS      | $1168443.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USIS MERGER SUB, INC.                                              | USIS MERGER SUB INC                                | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $670443.75    | 0.05%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LEVI STRAUSS & CO.                                                 | LEVI STRAUSS CO                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35493.75     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                    | WP CAREY INC                                       | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59507.05     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                 | HORIZON AIRCRAFT FIN                               | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197562 | PA      | $162097.35    | 0.01%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $345625.00    | 0.02%             | 2024-10-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                | FIRST REPUBLIC BANK                                | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      8450 | NS      | $1029970.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FFNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17364 | PA      | $16344.60     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                   | DEUTSCHE BANK AG                                   | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4610000 | PA      | $4384174.54   | 0.31%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                         | AMGEN INC                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     10679 | NS      | $2804732.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                                          | BOX INC CLASS A                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     11425 | NS      | $355660.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                                   | CVR ENERGY INC                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17200.00     | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV, LLC                                         | BLACK KNIGHT INFOSERV LLC                          | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    470000 | PA      | $407725.00    | 0.03%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                       | BAUSCH HEALTH COS INC                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $75660.00     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CF INDUSTRIES, INC.                                                | CF INDUSTRIES INC                                  | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12806.25     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                    | DEERE CO                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4965 | NS      | $2128793.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN CLO LTD                                                     | DRYDEN SENIOR LOAN FUND                            | CUSIP: 26246EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577000 | PA      | $567601.25    | 0.04%             | 2032-01-18      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                         | SPRINT CAPITAL CORP                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1312437.50   | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FVND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8548 | PA      | $8410.55      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                      | PAYCHEX INC                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2313 | NS      | $267290.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C&W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY                   | C W SENIOR FINANCING DAC                           | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    711000 | PA      | $663007.50    | 0.05%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    688227 | PA      | $630183.73    | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                        | CITY FOOTBALL GROUP                                | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | DBT              | CORP              | GB        |    248125 | PA      | $231376.56    | 0.02%             | 2028-07-09      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC                                                 | MIWD HLDCO II MIWD FIN                             | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28087.50     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                          | ARES CAPITAL CORP                                  | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2707000 | PA      | $2487207.84   | 0.18%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                               | VICI PROPERTIES LP                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1021137.50   | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES, INC.                                             | ARAMARK SERVICES INC                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    430000 | PA      | $400437.50    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                       | GENERAL DYNAMICS CORP                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     10477 | NS      | $2599448.47   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H7DM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6065 | PA      | $5938.18      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124940 | PA      | $117974.09    | 0.01%             | 2043-03-20      | 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        |    255000 | PA      | $241612.50    | 0.02%             | 2025-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                              | CLEVELAND CLIFFS INC                               | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39825.00     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CANO HEALTH, LLC                                                   | CANO HEALTH LLC                                    | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     35000 | PA      | $19950.00     | 0.00%             | 2028-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3132DMPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339725 | PA      | $291865.69    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935897 | PA      | $826035.02    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORPORATION                              | GREAT LAKES DREDGE DOCK CORP                       | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19156.25     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                     | TRANSDIGM INC                                      | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1539150.00   | 0.11%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                              | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39093.75     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                           | U S TREASURY BOND                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66722000 | PA      | $44078221.25  | 3.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                               | ONEMAIN FINANCE CORP                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $322500.00    | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                      | TRAVELERS COMPANIES INC                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      7199 | NS      | $1349740.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST                                                        | ILLINOIS ST                                        | CUSIP: 452151LE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     34091 | PA      | $34016.93     | 0.00%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC.                                                  | PITNEY BOWES INC                                   | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35156.25     | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                  | ASGN INC                                           | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126700.00    | 0.01%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                             | MAGNETITE CLO LTD                                  | CUSIP: 55953UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968000 | PA      | $942522.24    | 0.07%             | 2034-10-25      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                      | MELCO RESORTS FINANCE                              | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     45000 | PA      | $37518.75     | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                 | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    503000 | PA      | $439322.21    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                       | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $203052.03    | 0.01%             | 2036-10-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                    | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37800.00     | 0.00%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                | EMERA US FINANCE LP                                | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937788.00    | 0.07%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                         | UNUM GROUP                                         | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900987.00    | 0.06%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                            | DUKE ENERGY CORP                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     36829 | NS      | $3793018.71   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                         | MAGALLANES INC                                     | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    485000 | PA      | $470464.55    | 0.03%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC.                                                      | NISOURCE FINANCE CORP                              | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938541.00    | 0.07%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87416 | PA      | $84255.25     | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373394 | PA      | $317400.12    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                       | MAGIC MERGERCO INC                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32000.00     | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | 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