# EDGAR Filing Document

**Accession Number:** 0002043390
**File Stem:** 0001999371-26-011759
**Filing Date:** 2026-6
**Character Count:** 380460
**Document Hash:** d5e396d3c27e7434c04bf5c54b7bd99d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001999371-26-011759.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001999371-26-011759

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Tidal Trust IV
- **CENTRAL INDEX KEY:** 0002043390

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24061
- **FILM NUMBER:** 261048087

**BUSINESS ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE
- **STATE:** WI
- **BUSINESS PHONE:** 855-832-2534

**MAIL ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE
- **STATE:** WI

## Series and Classes Contracts Data

### Voya Multi-Sector Income ETF (Series ID: S000096084)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000264871 | Voya Multi-Sector Income ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Tidal Trust IV

- **b. Investment Company Act file number:** 811-24061

- **c. CIK number of Registrant:** 0002043390

- **d. LEI of Registrant:** 2549002AJTPTPGECMC44

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

  - **Street Address 1:** 234 WEST FLORIDA STREET

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53204

  - **Telephone number:** 855-832-2534

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

- **a. Name of Series:** Voya Multi-Sector Income ETF

- **b. EDGAR series identifier (if any):** S000096084

- **c. LEI of Series:** 254900YZ1T3CZTZMX633

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $317259331.72

**Total Liabilities:** $14833807.07

**Net Assets:** $302425524.65

**Delayed Delivery Securities:** $2518018.22

**Cash Not Reported:** $35809987.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -184.51 | **1-Year:** -9178.43 | **5-Year:** -87874.35 | **10-Year:** -7077.65 | **30-Year:** -4714.29

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

- **3-Month:** -1.34 | **1-Year:** -1593.12 | **5-Year:** -16250.28 | **10-Year:** -1788.03 | **30-Year:** -2686.6

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264871 | 0.21%                | 0.46%                | -1.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $791227.68               | $93752.27                                  |
| Month 2  | $39625.90                | $913122.64                                 |
| Month 3  | $-1898240.83             | $366513.67                                 |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SPX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS BANK PLC                                                                                      | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   5914400 | NC      | $79756.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | USD CALL VERSUS EUR PUT                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |   1023000 | NC      | $8381.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 5-Year T-Note Futures, Jun-2026,ETH                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1292 | NC      | $46766.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                                              | SWOP CDS CDX.NA.HY.45.V2                                                    | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              | CORP              | US        |  -2000000 | NC      | $-14554.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS CDX.EM.44.V1                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $194263.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                               | CDS CMBX.NA.19.BBB-                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9504.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                                              | SWOP CDS ITRAXX.EU.44.V1                                                    | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              | CORP              | US        |  -5500000 | NC      | $-5407.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | SWOP CDS CDX.NA.HY.45.V2                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |  -2500000 | NC      | $-29878.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS CDX.NA.HY.46.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2203525.29   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | SWOP CDS CDX.NA.HY.45.V2                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              | CORP              | US        |  -2500000 | NC      | $-29878.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | U.S. Treasury Bond Futures, Jun-2026,ETH                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -5 | NC      | $15550.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | SWOP IRS EUR                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -3289000 | NC      | $-76.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 2-Year T-Note Futures, Jun-2026,ETH                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       182 | NC      | $-142542.11   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                               | CDS CMBX.NA.19.AAA                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-154.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -42 | NC      | $41584.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -3000000 | NC      | $9732.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                      | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    740000 | NC      | $11999.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | SWOP IRS EUR                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   6579000 | NC      | $152.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | INVESCO EXCHANGE TRADED FUND TRUST II SR LN ETF                             | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DE               | CORP              | US        |    -93026 | NC      | $-8034.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS CDX.NA.IG.46.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $281508.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | USD CALL VERSUS EUR PUT                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |     88000 | NC      | $2991.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 10-Year T-Note Futures, Jun-2026,ETH                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       116 | NC      | $-175521.37   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                                              | SWOP CDS CDX.NA.HY.46.V1                                                    | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DCR              | CORP              | US        | -14000000 | NC      | $-116044.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -3000000 | NC      | $-22512.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | TRS IBOXXLLTR INDEX                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-55000.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS NZD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5095.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $56139.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS CAD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3167.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3788.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS GBP                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3417.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $44972.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS CAD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-4627.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $21700.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $90784.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $67224.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $29445.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                               | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $11296.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS GBP                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-18143.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS AUD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $392.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                                  | VYX 5.125 04/15/29 144A                                                     | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957100.50    | 0.32%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Acushnet Co                                                                                            | GOLF 5.625 12/01/33 144A                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54713.05     | 0.02%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                                                                                | KBR 4.75 09/30/28 144A                                                      | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294405.06    | 0.10%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                                    | BNS V4.043 09/15/28                                                         | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $35785.64     | 0.01%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                      | WFC V4.9 01/24/28 W                                                         | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29110.03     | 0.01%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RLI Corp                                                                                               | RLI 5.375 06/01/36 .                                                        | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7721.98      | 0.00%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                                    | BPL 4.125 12/01/27                                                          | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342464.61    | 0.11%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                                          | SGI 3.875 10/15/31 144A                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68245.82     | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                                      | CNK 7 08/01/32 144A                                                         | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40107.96     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                                   | GOINSO 7.5 04/15/32 144A                                                    | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    409000 | PA      | $427968.60    | 0.14%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                                     | VEGLPL 6.75 01/15/36 144A                                                   | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31795.11     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                                      | SCI 5.75 10/15/32                                                           | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53924.23     | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                       | PXD 1.9 08/15/30                                                            | CUSIP: 723787AQ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315017.65    | 0.10%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3990 SG                                                                 | CUSIP: 3137AL5C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6203518 | PA      | $630011.26    | 0.21%             | 2042-01-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Massmutual Global Funding II                                                                           | MASSMU 4.7 04/01/31 144A                                                    | CUSIP: 57629TCC9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350346.49    | 0.12%             | 2031-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                                                                     | BCC 2021-2A CR2                                                             | CUSIP: 05684RBC5<br>LEI: 254900REGRH89UW3BK51 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993750.00    | 0.33%             | 2034-07-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 9.25 02/01/29 144A                                                   | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356256.25    | 0.12%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                    | D 3.6 03/15/27 B                                                            | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35737.36     | 0.01%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Brinker International, Inc.                                                                            | EAT 8.25 07/15/30 144A                                                      | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157392.90    | 0.05%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                       | PM 5.125 11/17/27                                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44595.76     | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Griffon Corp                                                                                           | GFF 5.75 03/01/28                                                           | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349594.46    | 0.12%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ohio Valley Midstream                                                                                  | Ohio Valley Midstream Term Loan B 325 2031-08-01                            | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50041.65     | 0.02%             | 2031-08-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2024-R01 1M2                                                            | CUSIP: 20753UAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $504508.30    | 0.17%             | 2044-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2021-1 LTD                                                                          | LPSLT 2021-1GS A                                                            | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     48936 | PA      | $40627.07     | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                                | WEEKHM 4.875 09/15/28 144A                                                  | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20264.98     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-3                                                                        | JPMMT 2020-3 A15                                                            | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122982 | PA      | $110781.64    | 0.04%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                                                | STACR 2021-DNA5 M2                                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |     47964 | PA      | $47973.40     | 0.02%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3                                                  | MSRM 2024-3 A7                                                              | CUSIP: 61776QAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    674330 | PA      | $674828.79    | 0.22%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4143 MS                                                                 | CUSIP: 3137AXBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2684715 | PA      | $327367.83    | 0.11%             | 2042-12-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38                                                         | WFCM 2017-C38 B                                                             | CUSIP: 95001MAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437000 | PA      | $414133.49    | 0.14%             | 2050-07-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3318 KS                                                                 | CUSIP: 31397HE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    216418 | PA      | $19193.30     | 0.01%             | 2037-05-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                                     | EVRI 9.25 07/01/32 144A                                                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46746.90     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                                            | SJI 5.02 04/15/31                                                           | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262377.38    | 0.09%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-R02                                                           | CAS 2020-R02 2B1                                                            | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $101304.11    | 0.03%             | 2040-01-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                                    | MEDIND 5.25 10/01/29 144A                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137845.86    | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                                    | KNTK 5.875 06/15/30 144A                                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80336.00     | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                       | PXD 2.15 01/15/31                                                           | CUSIP: 723787AR8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315322.81    | 0.10%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 4.4 04/01/33                                                           | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327716.32    | 0.11%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE MORTGAGE ACCEPTANCE CORP                                                                   | RAMC 2005-3 AF4                                                             | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14138 | PA      | $14143.15     | 0.00%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| SUNNOVA SOL II ISSUER LLC                                                                              | SNVA 2020-2A A                                                              | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168540 | PA      | $146475.88    | 0.05%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                  | AAL 5.75 04/20/29 144A                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $127379.51    | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN 7 09/15/28 144A                                                         | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102371.90    | 0.03%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2026-3                                                               | CHASE 2026-3 A9B                                                            | CUSIP: 161938BS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $782087.92    | 0.26%             | 2057-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                        | XEL V5.75 12/03/56                                                          | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2491891.03   | 0.82%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-59 NS                                                              | CUSIP: 31398RNN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    272804 | PA      | $17783.29     | 0.01%             | 2040-06-25      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                                   | URI 6.125 03/15/34 144A                                                     | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60792.06     | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOTORSPORTS LLC                                                                               | TRK 4.875 11/01/27 144A                                                     | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $348772.97    | 0.12%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 8.375 02/15/32 144A                                                  | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21367.72     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-121 ID                                                             | CUSIP: 3136A9XV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    386956 | PA      | $6062.02      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                         | CRWV 9.25 06/01/30 144A                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147491.42    | 0.05%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank                                                          | ACAFP 4.28 11/27/26 EMTn                                                    | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $49912.21     | 0.02%             | 2026-11-27      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 6.5 10/01/31 144A                                                    | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85519.00     | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                                      | WASPRO 7 02/01/33 144A                                                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131782.95    | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Express Scripts Holding Co                                                                             | CI 3.4 03/01/27                                                             | CUSIP: 30219GAN8<br>LEI: 5493003UA6VMND084504 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13867.66     | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)       | ACI 3.5 03/15/29 144A                                                       | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143157.59    | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                                       | AMEPIP 7.625 08/15/33 144A                                                  | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $156463.33    | 0.05%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | CRM 5.55 03/15/36                                                           | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4988025.50   | 1.65%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                                      | IM 4.75 05/15/29 144A                                                       | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    207000 | PA      | $200545.88    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                                     | RAKUTN 9.75 04/15/29 144A                                                   | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $373551.31    | 0.12%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PCI Gaming                                                                                             | PCI Gaming Term Loan B 200 2031-05-29                                       | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |     50000 | PA      | $50044.65     | 0.02%             | 2031-07-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 6.85 11/15/28                                                            | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    642000 | PA      | $667033.51    | 0.22%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                           | B 0 04/07/26                                                                | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20575000 | PA      | $20562636.89  | 6.80%             | 2026-04-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Capstone Copper Corp                                                                                   | CAPCOP 6.75 03/31/33 144A                                                   | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $217523.84    | 0.07%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5037 IO                                                                 | CUSIP: 3137F6LD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1883299 | PA      | $345959.04    | 0.11%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-1                                                                        | JPMMT 2026-1 A3                                                             | CUSIP: 46594NAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293571 | PA      | $292334.65    | 0.10%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2004-J7 M1                                                            | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24891 | PA      | $24799.49     | 0.01%             | 2034-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                                 | ES 3.2 05/15/27                                                             | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40532.33     | 0.01%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-35 LS                                                              | CUSIP: 3136A5LH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1009111 | PA      | $36055.15     | 0.01%             | 2041-04-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO LIMITED 2024-2                                                                            | NAVS 2024-2A CR                                                             | CUSIP: 63942YAW4<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247875.25    | 0.08%             | 2036-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 389 C6                                                                  | CUSIP: 31325YR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2862231 | PA      | $259565.71    | 0.09%             | 2037-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Incorporated                                                                   | AIMEGR 7.375 10/01/32 144A                                                  | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    269000 | PA      | $279570.36    | 0.09%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                           | NSC 7.8 05/15/27                                                            | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37365.09     | 0.01%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2019-2                                                                      | JPMMT 2019-2 A15                                                            | CUSIP: 46650TAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18833 | PA      | $17783.57     | 0.01%             | 2049-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                                  | LOW 3.95 10/15/27                                                           | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41868.44     | 0.01%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE 1.875 01/15/27                                                          | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37290.95     | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                             | ZBH 4.7 02/19/27                                                            | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35092.74     | 0.01%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                                                                   | HUBB 3.15 08/15/27                                                          | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69885.12     | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                      | RHP 6.5 06/15/33 144A                                                       | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89670.87     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation S.a r.l.                                                                           | SBSPAB 5.75 02/03/31 144A                                                   | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $968045.00    | 0.32%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 20 LTD                                                                                   | BALLY 2022-20A A1A3                                                         | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249627.50    | 0.08%             | 2036-10-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                                | LVLT 6.875 06/30/33 144A                                                    | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105966.74    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 6.375 03/01/33 144A                                                    | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184273.60    | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                                          | SUMMPL 8.625 10/31/29 144A                                                  | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $413492.78    | 0.14%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Company                                                                           | CENT 5.125 02/01/28                                                         | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348864.78    | 0.12%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                               | CC 5.75 11/15/28 144A                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142692.21    | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2021-2 LTD                                                                          | LPSLT 2021-2GS A                                                            | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     84599 | PA      | $66853.24     | 0.02%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                               | CC 5.75 11/15/28 REGS                                                       | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37654.89     | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                                                     | KMI 7 03/15/27                                                              | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33787.32     | 0.01%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                                        | BANK 2021-BN35 AS                                                           | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $568383.72    | 0.19%             | 2064-06-17      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                              | RTX 3.125 05/04/27                                                          | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38505.96     | 0.01%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                                                      | TIBX 6.5 03/31/29 144A                                                      | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $330190.81    | 0.11%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                                    | HNDLIN 4.75 01/30/30 144A                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50811.31     | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                                    | LIGPLL 7.25 08/15/32 144A                                                   | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41606.00     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4.25 03/31/33                                                             | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    924700 | PA      | $931563.01    | 0.31%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                         | PRAA 8.375 02/01/28 144A                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    278000 | PA      | $280123.09    | 0.09%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                              | TRGP 4.875 02/01/31                                                         | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499402.05    | 0.17%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIVERBANK PARK CLO LTD                                                                                 | RVRPK 2024-1A C                                                             | CUSIP: 76857JAJ1<br>LEI: 391200XRMVMR7GI9DR39 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746541.75    | 0.25%             | 2038-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 4.625 04/15/30 144A                                                    | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62443.08     | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                                        | CMLTI 2006-AR2 1A1                                                          | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40607 | PA      | $30107.86     | 0.01%             | 2036-03-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 6.75 04/15/28 144A                                                   | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139783.27    | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                                     | CLIF 2020-1A A                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     44563 | PA      | $41950.51     | 0.01%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | CRM 4.9 09/15/31                                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4991850.90   | 1.65%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                                                  | RIG 8 09/30/28                                                              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     26031 | PA      | $26742.29     | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                                    | CHDN 4.75 01/15/28 144A                                                     | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124496.09    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET V7.125 PERP G                                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387456.36    | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                                    | ALLY 6.7 02/14/33                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47377.21     | 0.02%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                               | JANEST 6.125 11/01/32 144A                                                  | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84064.43     | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2005-J2 1A12                                                          | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55438 | PA      | $43409.88     | 0.01%             | 2035-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN 7 05/01/29 144A                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513861.50    | 0.17%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                                 | ENR 4.375 03/31/29 144A                                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111384.94    | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.5 03/15/29                                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2180492.18   | 0.72%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 9.875 08/15/30 144A                                                  | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68811.99     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 5.375 06/01/29 144A                                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138159.34    | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2014-38 S                                                               | CUSIP: 3136AKNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3889606 | PA      | $392582.77    | 0.13%             | 2044-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Ipalco Enterprises Inc.                                                                                | AES 4.25 05/01/30                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    423000 | PA      | $407590.54    | 0.13%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2026-19 LTD                                                                              | AWPT 2026-19A C                                                             | CUSIP: 28624QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249423.50    | 0.08%             | 2038-03-31      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                         | PRAA 5 10/01/29 144A                                                        | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58197.14     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co Ltd.                                                                             | PTTGC 4.4 03/30/32 REGS                                                     | CUSIP: 36830DAD3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    100000 | PA      | $93259.50     | 0.03%             | 2032-03-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                                 | ENR 4.75 06/15/28 144A                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49249.59     | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                           | B 0 04/09/26                                                                | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20850000 | PA      | $20833278.30  | 6.89%             | 2026-04-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                                                 | ROP 1.4 09/15/27                                                            | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18181.48     | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                                                                       | APG 4.125 07/15/29 144A                                                     | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47648.38     | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                             | DVA 6.75 07/15/33 144A                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31547.74     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNY CASH RESERVE                                                                                       | BNY CASH RESERVE                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     51722 | NS      | $51722.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                                   | WAMU 2007-HY2 1A1                                                           | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80584 | PA      | $74521.32     | 0.02%             | 2036-12-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                                 | ENR 6 09/15/33 144A                                                         | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42167.27     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                      | LNW 6.25 10/01/33 144A                                                      | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    236000 | PA      | $231390.92    | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                                                 | Culligan International Term Loan B 275 2028-07-01                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     50000 | PA      | $49894.90     | 0.02%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                                 | MSI 5.55 08/15/35                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511885.16    | 0.17%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.875 03/31/28                                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2019300 | PA      | $2022257.95   | 0.67%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hillenbrand                                                                                            | Hillenbrand Term Loan B 350 2033-01-07                                      | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |    100000 | PA      | $98750.00     | 0.03%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                              | ALSN 5.875 12/01/33 144A                                                    | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48718.25     | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO 38 LTD                                                                                 | BRTPT 2024-3A CR                                                            | CUSIP: 10548JAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500433.00    | 0.17%             | 2039-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2021-J1                                                               | PFMT 2021-J1 A10                                                            | CUSIP: 74387MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $251199.00    | 0.08%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                                      | UPBD 6.375 02/15/29 144A                                                    | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242465.70    | 0.08%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                                      | STWD 2025-FL4 AS                                                            | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $800749.12    | 0.26%             | 2042-11-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 8.375 04/01/32 144A                                                  | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2953.77      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                                            | JEFFIN 5 08/15/28                                                           | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $326452.98    | 0.11%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 8.75 07/01/31 144A                                                       | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61685.50     | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                                               | VSNT 7.25 01/30/31 144A                                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61425.72     | 0.02%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-1                                                                         | FSMT 2018-1 B3                                                              | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71616 | PA      | $65713.51     | 0.02%             | 2048-03-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-1                                                                        | ABMT 2015-1 B4                                                              | CUSIP: 00841WBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780872 | PA      | $629205.96    | 0.21%             | 2045-01-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                      | LNW 7.5 09/01/31 144A                                                       | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51350.15     | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 30 LTD                                                                                        | AMMC 2024-30A CR                                                            | CUSIP: 03165UAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498405.00    | 0.16%             | 2039-04-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                                        | OII 6 02/01/28 *                                                            | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1407309.40   | 0.47%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                                     | VEGLPL 6.5 01/15/34 144A                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71899.24     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1                                                 | ACE 2007-D1 A2                                                              | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346252 | PA      | $284478.32    | 0.09%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                             | ADNT 7.5 02/15/33 144A                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     69000 | PA      | $69799.50     | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                           | MAR 4.2 07/15/27                                                            | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16979.48     | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                               | JANEST 4.5 11/15/29 144A                                                    | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24241.52     | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                        | CVX 4.405 02/26/27                                                          | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36137.45     | 0.01%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 5.4 03/15/35                                                            | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506824.80    | 0.17%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                      | WFC V6.125 PERP GG                                                          | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5013983.85   | 1.66%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GSJP TRUST 2025-BEDS                                                                                   | GSJP 2025-BEDS A                                                            | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497620.50    | 0.16%             | 2042-12-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                                       | OLN 5 02/01/30                                                              | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38290.54     | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BellRing Intermediate Holdings Inc.                                                                    | BRBR 7 03/15/30 144A                                                        | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50034.55     | 0.02%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boyne USA Inc                                                                                          | BIGSKY 4.75 05/15/29 144A                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97062.52     | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                                    | RRR 4.5 02/15/28 144A                                                       | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    422000 | PA      | $413827.58    | 0.14%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-CCM1                                                                     | JPMMT 2024-CCM1 A3                                                          | CUSIP: 46658NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524414 | PA      | $522206.03    | 0.17%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                          | ED 5.3 03/01/35 05-A                                                        | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508716.38    | 0.17%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-4                                                                        | JPMMT 2024-4 B3                                                             | CUSIP: 46657WBG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    973555 | PA      | $985463.36    | 0.33%             | 2054-10-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd/Galaxy XXII CLO LLC                                                                | GALXY 2016-22A AR4                                                          | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299628.00    | 0.10%             | 2034-04-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                       | CWALT 2006-19CB A12                                                         | CUSIP: 02147QAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68483 | PA      | $28293.45     | 0.01%             | 2036-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Equipmentshare Com Inc.                                                                                | EQMSRM 8 03/15/33 144A                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53706.59     | 0.02%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2019-C17                                                                 | UBSCM 2019-C17 A4                                                           | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $56685.04     | 0.02%             | 2052-10-18      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                                         | PNW 2.95 09/15/27                                                           | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29353.99     | 0.01%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHMS KL06 XFX                                                               | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    828037 | PA      | $27039.15     | 0.01%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                            | GLPI 4 01/15/30                                                             | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1344470.54   | 0.44%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nord Anglia Education Limited                                                                          | Nord Anglia Education Limited Term Loan B 225 2032-01-01                    | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    100000 | PA      | $99000.00     | 0.03%             | 2032-01-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4906 DI                                                                 | CUSIP: 3137FNUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4435130 | PA      | $916397.88    | 0.30%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                                       | HES 7.875 10/01/29                                                          | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $391313.40    | 0.13%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2020-146 IM                                                             | CUSIP: 38382KWP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6527714 | PA      | $968399.70    | 0.32%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3998 SA                                                                 | CUSIP: 3137ALQR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1366298 | PA      | $153527.40    | 0.05%             | 2042-02-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                                 | WLSC 7.375 10/01/31 144A                                                    | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175420.35    | 0.06%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS IX ISSUER LLC                                                                           | SNVA 2022-B A                                                               | CUSIP: 86744VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332687 | PA      | $286803.51    | 0.09%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                                    | OI 7.25 05/15/31 144A                                                       | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    144000 | PA      | $137364.48    | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V3.782 02/01/28                                                         | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64689.32     | 0.02%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 427 C100                                                                | CUSIP: 31423XRE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200822 | PA      | $430022.44    | 0.14%             | 2052-08-01      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 2.25 01/15/29                                                          | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327137.95    | 0.11%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                              | EBAY 3.6 06/05/27                                                           | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35691.78     | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cars.com Inc                                                                                           | CARS 6.375 11/01/28 144A                                                    | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340578.63    | 0.11%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                                                                   | TPH 5.7 06/15/28                                                            | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252490.25    | 0.08%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Sys LLC/Axalta Coating Sys Dutch Hldg B B V                                             | AXTA 4.75 06/15/27 144A                                                     | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347794.44    | 0.12%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 3.3 04/01/27                                                          | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23767.41     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                          | NI V6.375 03/31/55                                                          | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359079.00    | 0.12%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                                        | JWN 6.95 03/15/28                                                           | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    884000 | PA      | $892007.27    | 0.29%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                                                | CACI 6.375 06/15/33 144A                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56006.62     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                                             | STENOR 7.375 06/01/31 144A                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    301000 | PA      | $310944.74    | 0.10%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1                                          | CWALT 2006-13T1 A9                                                          | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13919 | PA      | $6475.48      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                                     | NGGLN 5.843 01/10/35 144A                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524938.82    | 0.17%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)       | ACI 5.75 03/31/34 144A                                                      | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108743.92    | 0.04%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Clo XVII Ltd.                                                                         | NEUB 2014-17A CR3                                                           | CUSIP: 64129UCJ2<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $620779.96    | 0.21%             | 2038-07-22      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                                     | STT V2.203 02/07/28                                                         | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65847.93     | 0.02%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO LTD 2023-32                                                                                 | GALXY 2023-32A CR                                                           | CUSIP: 362943AQ5<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499208.50    | 0.17%             | 2039-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                                       | SUN 4.5 05/15/29                                                            | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132713.94    | 0.04%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                                             | BSPRT 2025-FL12 A                                                           | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499857.30    | 0.17%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                            | CRGYFN 9.75 10/15/30 144A                                                   | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    350000 | PA      | $376460.00    | 0.12%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                                 | WLSC 6.625 06/15/29 144A                                                    | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143778.69    | 0.05%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2023-IV LTD                                                                              | PKBLU 2023-4A CR                                                            | CUSIP: 699917AY6<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $348698.35    | 0.12%             | 2039-01-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                                 | ARCREN 2026-FL1 AS                                                          | CUSIP: 03881XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500769.65    | 0.17%             | 2043-09-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                                    | VLO 5.15 03/10/36                                                           | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1900124.79   | 0.63%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash                                                                                        | Mister Car Wash Term Loan B (Incremental) 300 2031-03-01                    | CUSIP: 60646CAM9<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |     50000 | PA      | $49531.50     | 0.02%             | 2031-03-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                                    | PEER HOLDING III BV                                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     37179 | PA      | $37210.46     | 0.01%             | 2031-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                              | CNX 7.375 01/15/31 144A                                                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359929.15    | 0.12%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3788 IO                                                                 | CUSIP: 3137A5PT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3835356 | PA      | $787119.86    | 0.26%             | 2041-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2020-79 IO                                                              | CUSIP: 38382FB37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2637332 | PA      | $490452.85    | 0.16%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                                   | HOWARD 7.375 07/15/32 144A                                                  | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25944.35     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-Gc46                                                          | CGCMT 2020-GC46 A5                                                          | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $785378.84    | 0.26%             | 2053-02-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                                                | TGSNO 8.5 01/15/30 144A                                                     | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    750000 | PA      | $785943.21    | 0.26%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4619 KS                                                                 | CUSIP: 3137BSCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1462429 | PA      | $57994.69     | 0.02%             | 2039-06-15      | Floating      | 0.47%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2020-A                                                                              | AQFIT 2020-AA A                                                             | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7144 | PA      | $6749.09      | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                             | ACA 4.375 04/15/29 144A                                                     | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337832.57    | 0.11%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-J2                                                                                      | CIM 2019-J2 A13                                                             | CUSIP: 12558TAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85947 | PA      | $77841.03     | 0.03%             | 2049-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corporation                                                                            | CITPET 8.375 01/15/29 144A                                                  | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361596.55    | 0.12%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP/Archrock Partners Finance Corp                                                    | AROC 6.25 04/01/28 144A                                                     | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37000.00     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                                               | WINDSOR HOLDINGS III LLC                                                    | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     50000 | PA      | $49479.15     | 0.02%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AlixPartners                                                                                           | AlixPartners Term Loan B 200 2032-07-26                                     | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     50000 | PA      | $49605.45     | 0.02%             | 2032-08-12      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-8                                                                        | JPMMT 2024-8 A9                                                             | CUSIP: 46658GAT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438145 | PA      | $441178.05    | 0.15%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                                                                                  | HOPPER MERGER SUB INC                                                       | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |     50000 | PA      | $49434.65     | 0.02%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                                     | BX 2026-CSMO A                                                              | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500749.45    | 0.17%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 6.75 08/01/29 144A                                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518059.24    | 0.17%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V4.505 10/22/28                                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38045.44     | 0.01%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                                      | TEX 6.25 10/15/32 144A                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45204.08     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                                             | MHED 5.75 08/01/28 144A                                                     | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    687000 | PA      | $679094.28    | 0.22%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                               | VST 4.375 05/01/29 144A                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341910.66    | 0.11%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                                    | GIS 4.7 01/30/27                                                            | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35053.33     | 0.01%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                        | GEN 6.25 04/01/33 144A                                                      | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58341.91     | 0.02%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hero Funding Trust 2015-2                                                                              | HERO 2015-2A A                                                              | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7588 | PA      | $7280.99      | 0.00%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                      | ILIADH 8.5 04/15/31 144A                                                    | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $366419.20    | 0.12%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                                              | M 5.875 03/15/30 144A                                                       | CUSIP: 55617LAQ5<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198727.28    | 0.07%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                              | CNX 7.25 03/01/32 144A                                                      | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31961.90     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                             | AMGN 2.2 02/21/27                                                           | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37323.01     | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                                              | FLEX 5.25 01/15/32                                                          | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $502248.01    | 0.17%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                                   | OTIS 2.293 04/05/27                                                         | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38261.23     | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 6.75 04/15/33                                                            | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83066.80     | 0.03%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                                                                   | AmaWaterways Term Loan B 350 2031-04-01                                     | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     50000 | PA      | $49593.75     | 0.02%             | 2031-05-01      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                          | CNC 2.5 03/01/31                                                            | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    350000 | PA      | $293165.22    | 0.10%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-3                                                                          | SEMT 2024-3 A19                                                             | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153213 | PA      | $153756.51    | 0.05%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                                   | MCMLT 2017-2 M2                                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $195779.60    | 0.06%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019-2 LTD                                                                        | MCSLT 2019-2GS A                                                            | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    211959 | PA      | $192260.45    | 0.06%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                                                                            | Pediatrix Medical Group Inc                                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $345258.94    | 0.11%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2005-66 LS                                                              | CUSIP: 31394EJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    430233 | PA      | $35374.43     | 0.01%             | 2035-07-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                             | PPC 3.5 03/01/32                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317753.59    | 0.11%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4094 SP                                                                 | CUSIP: 3137ASUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4843178 | PA      | $460633.01    | 0.15%             | 2042-08-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                        | CI 3.05 10/15/27 *                                                          | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41245.83     | 0.01%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                                     | TOYOTA 4.45 06/30/30                                                        | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   2464000 | PA      | $2466653.06   | 0.82%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                                 | DY 4.5 04/15/29 144A                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339718.82    | 0.11%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                                                         | NGDCN 6.875 04/01/32 144A                                                   | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77570.48     | 0.03%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                        | GTN 9.625 07/15/32 144A                                                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72020.07     | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                           | SO V3.75 09/15/51 21-A                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1410619.48   | 0.47%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                          | MPEL 7.625 04/17/32 144A                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $355496.77    | 0.12%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Thunder Bay Funding LLC                                                                                | Thunder Bay Funding LLC 0% CP 13/04/2026                                    | CUSIP: 88602UDD9<br>LEI: 549300D7DHGDB5EMW139 | Long             | ABS-APCP         | CORP              | US        |   1400000 | PA      | $1398132.96   | 0.46%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING TRUST SERIES 2003-3                                                                      | CFAB 2003-5 2A2                                                             | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9423 | PA      | $9469.91      | 0.00%             | 2033-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 5.75 07/15/27 REGS                                                      | CUSIP: 000000000<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49879.19     | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Obx 2019-Inv2 Trust                                                                                    | OBX 2019-INV2 A25                                                           | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75899 | PA      | $70929.44     | 0.02%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                                           | GSMBS 2019-PJ2 A1                                                           | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24275 | PA      | $22867.45     | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                                         | CSTM 3.75 04/15/29 144A                                                     | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    318000 | PA      | $303470.52    | 0.10%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                                | KGS 7.25 02/15/29 144A                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45610.84     | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                          | STWD 5.25 10/15/28 144A                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1384764.50   | 0.46%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                                                              | CROX 4.25 03/15/29 144A                                                     | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    381000 | PA      | $365028.56    | 0.12%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                                               | GRAHAM PACKAGING/GPC CAP                                                    | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    100000 | PA      | $99062.50     | 0.03%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HNI Corp                                                                                               | HNI 5.125 01/18/29 144a                                                     | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1340711.68   | 0.44%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                                            | MCFE 7.375 02/15/30 144A                                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24816.92     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                             | CARR 2.493 02/15/27                                                         | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29521.53     | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                            | MTCHII 4.625 06/01/28 144A                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    427000 | PA      | $417668.73    | 0.14%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2005-AR11 A1C3                                                         | CUSIP: 92922F2N7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23584 | PA      | $22972.90     | 0.01%             | 2045-08-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes Inc                                                                                | DFH 8.25 08/15/28 144A                                                      | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151985.10    | 0.05%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 3.875 09/15/28                                                          | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    126000 | PA      | $119830.08    | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                                      | Chamberlain Group Term Loan B 300 2032-07-12                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    100000 | PA      | $99148.40     | 0.03%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                                               | PG 2.8 03/25/27                                                             | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9893.93      | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.625 11/15/55                                                            | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1437304.68   | 0.48%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                              | MGM 4.75 10/15/28                                                           | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    480000 | PA      | $471201.12    | 0.16%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                               | DE 4.5 01/08/27                                                             | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12039.73     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                                        | MAGLLC 8.25 08/01/31 144A                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364572.60    | 0.12%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                               | OUT 4.25 01/15/29 144A                                                      | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144679.85    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 7.25 06/15/33 144A                                                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41004.16     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                             | VMED 4.75 07/15/31 144A                                                     | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172441.62    | 0.06%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                          | F 7.122 11/07/33                                                            | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1472081.39   | 0.49%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-20 SK                                                              | CUSIP: 3136ACTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    307323 | PA      | $2462.15      | 0.00%             | 2041-05-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Amentum (AECOM management business)                                                                    | Amentum (AECOM management business) Term Loan B 225 2031-07-22              | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     50000 | PA      | $50039.05     | 0.02%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                             | ACA 6.875 08/15/32 144A                                                     | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46113.75     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM 1.05 06/23/27 MTN                                                       | CUSIP: 48128GZ37<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38523.22     | 0.01%             | 2027-06-23      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Paysafe Finance PLC / Paysafe Holdings United States Corp.                                             | PSFE 4 06/15/29 144a                                                        | CUSIP: 70452AAA1<br>LEI: 894500TDMZ4S0F5X0Z61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $164723.66    | 0.05%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                          | STWD 6.5 07/01/30 144A                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35746.03     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                                                          | SCGALO 6.625 03/01/30 144A                                                  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38751.12     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                             | DVA 4.625 06/01/30 144A                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62472.49     | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V3.54 05/01/28                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35673.35     | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                                       | GATX 5.3 04/15/36 144A                                                      | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7857.34      | 0.00%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                                       | AQNCN 5.869 01/31/34 144A                                                   | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518964.04    | 0.17%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                          | MIDCAP 6.5 05/01/28                                                         | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $558506.08    | 0.18%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                   | SHEARE 7.875 03/01/31 144A                                                  | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $47861.13     | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                                     | IRM 5.25 03/15/28 144A                                                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498156.90    | 0.16%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security                                                                                   | Garda World Security Term Loan B 275 2029-02-01                             | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |     50000 | PA      | $49750.00     | 0.02%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BOWLING GREEN PARK CLO LLC                                                                             | BWLPK 2019-1A CRR                                                           | CUSIP: 102875AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $746430.00    | 0.25%             | 2035-04-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 5 02/01/28 144A                                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119097.01    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                       | PR 6.25 02/01/33 144A                                                       | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40775.92     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ExamWorks                                                                                              | ExamWorks Term Loan B 250 2033-01-24                                        | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49972.65     | 0.02%             | 2033-02-07      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                                       | WULF 7.75 10/15/30 144A                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $76135.07     | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                                                      | LNT 3.05 10/15/27                                                           | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61852.00     | 0.02%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                                                     | SBH 6.75 04/01/32                                                           | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48125.13     | 0.02%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                                 | CMS V3.75 12/01/50                                                          | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73922.00     | 0.02%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                                     | AVNT 6.25 11/01/31 144A                                                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75575.18     | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2023-R06 1M2                                                            | CUSIP: 20754EAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1022935.40   | 0.34%             | 2043-07-27      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                                  | PRMWCN 6.25 04/01/29 144A                                                   | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40091.00     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-23CB                                                                       | CWALT 2007-23CB A3                                                          | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21354 | PA      | $7128.52      | 0.00%             | 2037-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                              | CMC 5.75 11/15/33 144A                                                      | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24756.70     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                          | UVN 8 08/15/28 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101449.42    | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                                | KGS 5.875 04/01/31 144A                                                     | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50282.34     | 0.02%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                                | MA 3.3 03/26/27                                                             | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39706.57     | 0.01%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                                   | VIKCRU 5.875 10/15/33 144A                                                  | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    117000 | PA      | $115581.05    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                                            | GTES 6.875 07/01/29 144A                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35949.10     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                                      | CHTR 8.375 07/15/33                                                         | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $226605.56    | 0.07%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 5.25 06/15/29 144A                                                      | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141450.64    | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                                  | LOW 3.1 05/03/27                                                            | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37553.93     | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                      | MCAIRH 5.15 03/17/30 144A                                                   | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $348366.31    | 0.12%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 4.625 03/01/29 144A                                                     | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100027.90    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STORM KING PARK CLO LTD                                                                                | STKPK 2022-1A CR                                                            | CUSIP: 86217RAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1244398.75   | 0.41%             | 2037-10-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                                              | M 6.125 03/15/32 144A                                                       | CUSIP: 55617LAR3<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54072.40     | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                                                | SMB 2022-B A1A                                                              | CUSIP: 83206NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1351881 | PA      | $1311161.58   | 0.43%             | 2055-02-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR12 2A3                                                          | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11313 | PA      | $10405.84     | 0.00%             | 2036-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                       | PR 7 01/15/32 144A                                                          | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362852.35    | 0.12%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                       | PARA 7.875 07/30/30                                                         | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41769.85     | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                      | RHP 7.25 07/15/28 144A                                                      | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204356.46    | 0.07%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                                  | PRMWCN 4.375 04/30/29 144a                                                  | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145852.12    | 0.05%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                             | VMED 7.75 04/15/32 144A                                                     | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191791.89    | 0.06%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 8.125 06/01/28 144A                                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98223.36     | 0.03%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                       | PR 5.875 07/01/29 144A                                                      | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390686.40    | 0.13%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                               | OUT 4.625 03/15/30 144A                                                     | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62743.57     | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Msd Investment Corp                                                                                    | MSINTM 6.25 05/31/30                                                        | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342509.13    | 0.11%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                              | MGM 6.5 04/15/32                                                            | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50433.45     | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                                                                        | JPMMT 2019-8 A15                                                            | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12157 | PA      | $11021.23     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                               | ULTI 6.875 02/01/31 144A                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    312000 | PA      | $303021.79    | 0.10%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goto Group Inc.                                                                                        | LOGM 5.5 05/01/28 144A                                                      | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    499947 | PA      | $393568.28    | 0.13%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1                                                          | GSMBS 2020-NQM1 A2                                                          | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93232 | PA      | $88782.99     | 0.03%             | 2060-09-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                                  | BBWI 6.75 07/01/36                                                          | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107364.25    | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                                        | MAGLLC 4.875 05/01/29 144A                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338369.78    | 0.11%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2024-1 LTD                                                                               | BMIR 2024-1 M1C                                                             | CUSIP: 078915AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1000000 | PA      | $1017322.40   | 0.34%             | 2034-08-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA2                                                                | STACR 2024-HQA2 M2                                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-O            | USGSE             | US        |   1100000 | PA      | $1103458.40   | 0.36%             | 2044-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                                      | CNK 5.25 07/15/28 144A                                                      | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137900.98    | 0.05%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                                  | BZH 5.875 10/15/27                                                          | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90645.20     | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                          | USB V2.215 01/27/28 mtn                                                     | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32424.05     | 0.01%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Brinks Company                                                                                         | BCO 6.75 06/15/32 144A                                                      | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60775.56     | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 5.75 08/01/32 144A                                                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     68000 | PA      | $68066.64     | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 8.375 06/01/31 144A                                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110245.30    | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 33 LTD                                                              | NEUB 2019-33A CR2                                                           | CUSIP: 64132TAY9<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751630.50    | 0.25%             | 2039-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                  | AAL 7.25 02/15/28 144A                                                      | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40205.52     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                      | POWSOL 6.75 09/15/32 144A                                                   | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $58500.54     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 6.375 08/01/33 144A                                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60709.32     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V3.995 11/03/28                                                          | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39728.91     | 0.01%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDINGS LLC                                                                         | RCKENE 5.5 10/15/29 144A                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146773.62    | 0.05%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 7 06/15/30 144A                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45145.11     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                        | CASCN 5.375 01/15/28 144A                                                   | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     43000 | PA      | $42592.95     | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 5.875 04/15/33 144A                                                    | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82264.31     | 0.03%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                                       | SUN 4.5 04/30/30                                                            | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77174.58     | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cim Trust 2019-Inv2                                                                                    | CIM 2019-INV2 A3                                                            | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107587 | PA      | $102111.13    | 0.03%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 6.75 02/01/32 144A                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    333000 | PA      | $330369.03    | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Victorias Secret and Co                                                                                | VSCO 4.625 07/15/29 144A                                                    | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42823.64     | 0.01%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                          | NI V6.95 11/30/54                                                           | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360027.85    | 0.12%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                                          | LNCR 2025-CRE9 A                                                            | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000936.60   | 0.33%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2021-1                                                                             | RCKT 2021-1 B3                                                              | CUSIP: 749350BL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427065 | PA      | $360854.54    | 0.12%             | 2051-03-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans 2017-1 LLC                                                                          | MSAIC 2017-2A A                                                             | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    543259 | PA      | $513993.99    | 0.17%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-151 WS                                                             | CUSIP: 3136AA5T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    702500 | PA      | $32922.59     | 0.01%             | 2042-03-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                             | GWT 2024-WLF2 A                                                             | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501807.65   | 0.50%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group                                                                                 | Flynn Restaurant Group Term Loan B (Incremental) 375 2032-01-05             | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     50000 | PA      | $49187.50     | 0.02%             | 2032-01-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                                   | CAT 4.5 01/07/27                                                            | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25080.03     | 0.01%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                                  | PWR 4.75 08/09/27                                                           | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68359.97     | 0.02%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                                     | NXST 4.75 11/01/28 144A                                                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    889000 | PA      | $874171.84    | 0.29%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                                 | EXR 5.35 01/15/35                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502986.07    | 0.17%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                        | CI 3.4 03/01/27 *                                                           | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28725.87     | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 9.5 02/01/29 144A                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    123000 | PA      | $132774.69    | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                                          | EMBC 5 02/15/30 144A                                                        | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41546.22     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                      | SYY 3.25 07/15/27                                                           | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38420.98     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA1                                                                | STACR 2022-HQA1 M2                                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1035296.40   | 0.34%             | 2042-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                          | SMYREA 8.875 11/15/31 144A                                                  | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63944.82     | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                             | PFGC 5.625 03/01/34 144A                                                    | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38622.76     | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                                     | R 5.3 03/15/27 MTN                                                          | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33218.61     | 0.01%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                          | RIG 7.875 10/15/32 144A                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $64114.44     | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                                | FOUR 6.75 08/15/32 144A                                                     | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1964.60      | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                                    | OI 6.625 05/13/27 144A                                                      | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15039.92     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 6.125 08/01/30 144A                                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70681.80     | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                 | ASCRES 5.875 06/30/29 144A                                                  | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77977.89     | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                       | BCULC 6.125 06/15/29 144A                                                   | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $52873.02     | 0.02%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                              | CMC 6 12/15/35 144A                                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34528.66     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                             | DKL 8.625 03/15/29 144A                                                     | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    693000 | PA      | $717057.62    | 0.24%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                                                              | BSPDF 2026-FL3 A                                                            | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500402.85    | 0.17%             | 2043-09-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                                  | J 5.375 03/03/36                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    634000 | PA      | $618457.29    | 0.20%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 L                                                                    | PSTAT 2024-3A A2R                                                           | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $324794.28    | 0.11%             | 2032-08-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                                         | MSAIC 2020-2A A                                                             | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34336 | PA      | $29058.34     | 0.01%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 2.45 11/15/31                                                           | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443684.26    | 0.15%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                                    | CLH 5.125 07/15/29 144A                                                     | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148245.93    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXXI LTD                                                                                     | MAGNE 2021-31A A1R                                                          | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249375.00    | 0.08%             | 2034-07-17      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BOFAS RE-REMIC TRUST 2026-FRR8                                                                         | BOFAS 2026-FRR8 D746                                                        | CUSIP: 05620FBQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $234401.34    | 0.08%             | 2054-04-27      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                                                     | MUSA 4.75 09/15/29                                                          | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34543.18     | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                                    | VIAV 3.75 10/01/29 144A                                                     | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37510.79     | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 6.44 01/26/36 144A                                                     | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $210904.00    | 0.07%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.5 05/01/32                                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $106159.13    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                                     | TIGO 4.5 04/27/31 144A                                                      | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $182620.00    | 0.06%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                                     | BX 2025-ARIA C                                                              | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499058.55    | 0.17%             | 2042-12-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                           | ENTG 4.75 04/15/29 144A                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346172.75    | 0.11%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP / Superior General Partner Inc                                                        | SPBCN 4.5 03/15/29 144A                                                     | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $334779.48    | 0.11%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2020-5 A15                                                            | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114875 | PA      | $99705.40     | 0.03%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 365 C9                                                                  | CUSIP: 31325XWS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1537594 | PA      | $310186.23    | 0.10%             | 2049-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Great American Outdoors (Bass Pro Shops)                                                               | Great American Outdoors (Bass Pro Shops) Term Loan B 325 2032-01-12         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     50000 | PA      | $49973.20     | 0.02%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Carlisle Companies Inc.                                                                                | CSL 3.75 12/01/27                                                           | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28658.75     | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 4517 KI                                                                 | CUSIP: 3137BLSR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1538260 | PA      | $9200.95      | 0.00%             | 2043-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                             | DKL 7.125 06/01/28 144A                                                     | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200386.86    | 0.07%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-23 MT                                                              | CUSIP: 38381RPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2233041 | PA      | $32067.81     | 0.01%             | 2042-03-20      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2015-20 CI                                                              | CUSIP: 38379JJF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1689961 | PA      | $74383.78     | 0.02%             | 2030-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2019-4                                                                          | SEMT 2019-4 A19                                                             | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63558 | PA      | $57697.52     | 0.02%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                                   | NOVHOL 6.625 04/15/29 144A                                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130312.55    | 0.04%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CPI CG Inc.                                                                                            | CPICAR 10 07/15/29 144A                                                     | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26405.13     | 0.01%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                             | DKL 7.375 06/30/33 144A                                                     | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67500.69     | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                       | MRK 3.85 09/15/27                                                           | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19977.55     | 0.01%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                        | IEP 10 11/15/29 144A                                                        | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6904.75      | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                                       | HES 7.125 03/15/33                                                          | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $399116.66    | 0.13%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 5.375 11/15/29                                                          | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61763.49     | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                                    | CLH 6.375 02/01/31 144A                                                     | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40632.44     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                                     | IRM 6.25 01/15/33 144A                                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94782.29     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                       | DUK 4.85 01/05/27                                                           | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34155.64     | 0.01%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS XI ISSUER LLC                                                                           | SNVA 2023-A A                                                               | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340873 | PA      | $308292.91    | 0.10%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2022-R06 1M2                                                            | CUSIP: 20754NAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $513826.80    | 0.17%             | 2042-05-27      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                                | AAP 7.375 08/01/33 144A                                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35457.28     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP / ALLIANCE RESOURCE FINANCE CORP                               | ARLP 8.625 06/15/29 144A                                                    | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $363870.15    | 0.12%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Stl Holding Company Llc                                                                                | DSLDHM 8.75 02/15/29 144A                                                   | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775334.25    | 0.26%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prime Securities Services Borrower, LLC and Prime Finance, Inc.                                        | PRSESE 3.375 08/31/27 144A                                                  | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340806.13    | 0.11%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INVESCO U.S CLO 2026-1 LTD                                                                             | INVCO 2026-1A C                                                             | CUSIP: 46091DAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399783.20    | 0.13%             | 2039-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                                | AAP 7 08/01/30 144A                                                         | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29283.53     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Midas Opco Holdings LLC                                                                                | STGW 5.625 08/15/29 144A                                                    | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $56186.40     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                                                                       | CALCOL 7.625 01/30/32 144A                                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39897.00     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                             | CZR 6 10/15/32 144A                                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110533.14    | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                             | LHX 5.4 01/15/27                                                            | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33265.13     | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                           | FOCS 6.75 09/15/31 144A                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    248000 | PA      | $246995.60    | 0.08%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Perenti Finance Pty Ltd.                                                                               | ASLAU 7.5 04/26/29 144A                                                     | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $359529.89    | 0.12%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                                                  | SYMP 2015-16A ARR                                                           | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |     45108 | PA      | $45130.85     | 0.01%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                                 | FAIRIC 4 06/15/28 144A                                                      | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339895.33    | 0.11%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2019-1                                                                      | JPMMT 2019-1 A3                                                             | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32892 | PA      | $30789.00     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-5                                                                        | JPMMT 2019-5 A3                                                             | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26384 | PA      | $24869.72     | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 4.25 02/15/29 144A                                                     | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112836.61    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4120 JS                                                                 | CUSIP: 3137AVDU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1035434 | PA      | $54072.81     | 0.02%             | 2032-10-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                                         | AMSIND 6.375 03/15/33 144A                                                  | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35198.70     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | FHMR 2021-P011 X1                                                           | CUSIP: 3137H2NR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1045026 | PA      | $105737.05    | 0.03%             | 2045-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 5.5 05/01/28 144A                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117034.27    | 0.04%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 LLC                                                 | ARCREN 2025-FL1 A                                                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399452.10    | 0.13%             | 2043-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4                                                                | STACR 2022-DNA4 M1B                                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $408746.28    | 0.14%             | 2042-05-27      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                                               | BX Trust 2026-RISE                                                          | CUSIP: 05595AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750937.50    | 0.25%             | 2041-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS 2017-1 LLC                                                                          | MSAIC 2018-1A A                                                             | CUSIP: 61946FAA3<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     21127 | PA      | $19931.64     | 0.01%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2015-42 IY                                                              | CUSIP: 38379LAN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     83541 | PA      | $2290.50      | 0.00%             | 2039-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                           | ENTG 5.95 06/15/30 144A                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75496.73     | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                                 | FAIRIC 6 05/15/33 144A                                                      | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19636.89     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-HULA                                                                                     | FS 2026-HULA A                                                              | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500635.40    | 0.17%             | 2041-03-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-65CB                                                                       | CWALT 2005-65CB 2A4                                                         | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29183 | PA      | $19276.66     | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                                | TLN 6.25 02/01/34 144A                                                      | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64308.89     | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                                           | GAM 2022-FRR3 DK47                                                          | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10804 | PA      | $10611.46     | 0.00%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                                | ATI 4.875 10/01/29                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246807.78    | 0.08%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                                    | CHILE 4.95 01/05/36                                                         | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    246125 | PA      | $243604.68    | 0.08%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                                     | LADR 7 07/15/31 144A                                                        | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103432.90    | 0.03%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                 | OCPMR 6.75 05/02/34 144A                                                    | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $208177.15    | 0.07%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                                    | PEER USA LLC                                                                | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |     15000 | PA      | $14889.84     | 0.00%             | 2032-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                                        | NORMID 6.75 07/15/32 144A                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $60183.54     | 0.02%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4.125 02/15/36                                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1206100 | PA      | $1188291.19   | 0.39%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                            | CRGYFN 7.625 04/01/32 144A                                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44670.03     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUNRUN XANADU ISSUER 2019-1 LLC                                                                        | SUNRN 2019-1A A                                                             | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194894 | PA      | $187458.52    | 0.06%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                         | GT 6.625 07/15/30                                                           | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34163.43     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC 4.15 12/15/32                                                          | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485159.33    | 0.16%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                                       | AETUNI 7.5 10/01/29 144A                                                    | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $203458.52    | 0.07%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                           | GAP 3.875 10/01/31 144A                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76910.68     | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                                 | OTEXCN 4.125 02/15/30 144A                                                  | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $56202.07     | 0.02%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                             | CZR 7 02/15/30 144A                                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70900.48     | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 7.875 12/15/29 144A                                                    | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35808.50     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                                  | VIRT 7.5 06/15/31 144A                                                      | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41127.76     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                      | MCAIRH 6.5 03/26/31 144A                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    318000 | PA      | $333209.43    | 0.11%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                                     | LADR 5.5 08/01/30                                                           | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350786.80    | 0.12%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 441 C2                                                                  | CUSIP: 31424VDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2547637 | PA      | $243123.32    | 0.08%             | 2039-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc / Hfc Prestige Prods Inc / Hfc Pretige Intl U S LLC                                           | COTY 6.625 07/15/30 144A                                                    | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1385612.76   | 0.46%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J2                                                                                 | PMTLT 2025-J2 A3                                                            | CUSIP: 69392TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    898809 | PA      | $895024.20    | 0.30%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                                          | REXR 2.15 09/01/31                                                          | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $2685253.27   | 0.89%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE GP                                                                                  | WMB 4 04/01/27                                                              | CUSIP: 66775VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36865.59     | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                                           | ADSK 3.5 06/15/27                                                           | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35592.93     | 0.01%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 367 2                                                                   | CUSIP: 3136FCD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1954564 | PA      | $342672.32    | 0.11%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                       | YUM 3.625 03/15/31                                                          | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58210.50     | 0.02%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 2.3 02/01/32                                                           | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    350000 | PA      | $300094.41    | 0.10%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                        | BBDBCN 6.75 06/15/33 144A                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206802.80    | 0.07%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP                                                                                  | RWORKS 8.25 11/15/28 144A                                                   | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250785.90    | 0.08%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                           | SNPS 4.55 04/01/27                                                          | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35029.79     | 0.01%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11 LTD                                                                                   | AREIT 2025-CRE11 A                                                          | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501359.75    | 0.17%             | 2043-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                                   | NOVHOL 6.75 04/15/32 144A                                                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12331.68     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LLC                                                                        | BEACN 2021-1A A                                                             | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200417 | PA      | $1118284.97   | 0.37%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | Fannie Mae REMICS                                                           | CUSIP: 3136AHC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2944807 | PA      | $264442.01    | 0.09%             | 2044-01-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 1.6 08/15/30                                                            | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    926000 | PA      | $815544.84    | 0.27%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| The Connecticut Light and Power Company                                                                | ES 3.2 03/15/27 A                                                           | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36648.43     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International Inc                                                                    | WLSC 4.625 08/15/28 144A                                                    | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    565000 | PA      | $556000.68    | 0.18%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 6 11/15/33 144A                                                         | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253111.00    | 0.08%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5013 IP                                                                 | CUSIP: 3137FWFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1004291 | PA      | $120417.83    | 0.04%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                               | WYNFIN 6.25 03/15/33 144A                                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59377.88     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 20                                                                    | SMB 2022-C A1A                                                              | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1214708 | PA      | $1203828.44   | 0.40%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                | FHR 5138 IB                                                                 | CUSIP: 3137H2JD7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |  17593980 | PA      | $3695901.32   | 1.22%             | 2050-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2022-3 LTD                                                                                 | OAKCL 2022-3A CR                                                            | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350444.85    | 0.12%             | 2037-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Rehlko (formerly Kohler Energy)                                                                        | Rehlko (formerly Kohler Energy) Term Loan B 300 2031-05-01                  | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |     50000 | PA      | $50000.00     | 0.02%             | 2031-05-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 3.75 04/15/27                                                          | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28823.78     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                                                                              | TGNA 7.25 09/15/27                                                          | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $362000.80    | 0.12%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc                   | PK 7 02/01/30 144A                                                          | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    572000 | PA      | $579170.59    | 0.19%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                          | STACR 2026-DNA2 M2                                                          | CUSIP: 35564UDR5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1001713.20   | 0.33%             | 2046-03-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6 04/15/30 144A                                                      | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43816.94     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                                  | PRIME 2007-1 A4                                                             | CUSIP: 74162FAD7<br>LEI: 549300FSD8T39P5Q0O47 | Long             | ABS-O            | CORP              | US        |      5004 | PA      | $4452.23      | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                        | WYNMAC 5.625 08/26/28 144A                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $739096.88    | 0.24%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                             | PPC 4.25 04/15/31                                                           | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1338222.48   | 0.44%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BXMT 2026-FL6 LTD                                                                                      | BXMT 2026-FL6 A                                                             | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500657.30   | 0.50%             | 2043-08-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.75 01/31/34 144a                                                      | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93263.62     | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-144 SC                                                             | CUSIP: 3136ABHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2183686 | PA      | $219764.40    | 0.07%             | 2043-01-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                        | LLY 4.15 08/14/27                                                           | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17028.45     | 0.01%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-29 SB                                                              | CUSIP: 3136ARQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4385217 | PA      | $458570.66    | 0.15%             | 2046-05-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                             | CZR 4.625 10/15/29 144A                                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33683.43     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                 | COLOM 3.125 04/15/31                                                        | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $171062.00    | 0.06%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 6.5 03/15/33                                                            | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15257.51     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT                                             | WMALT 2006-AR6 2A                                                           | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110899 | PA      | $65059.11     | 0.02%             | 2046-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 407 C8                                                                  | CUSIP: 3136FG5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2514349 | PA      | $508844.62    | 0.17%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES V6.35 08/15/56 B                                                         | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2048385.28   | 0.68%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                | MPLX 4.125 03/01/27                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34912.30     | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                                     | CIFR 7.125 11/15/30 144A                                                    | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $59122.12     | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V4.715 03/27/28 GMTN                                                     | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $34132.44     | 0.01%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Creative Planning                                                                                      | Creative Planning Term Loan B 200 2031-05-05                                | CUSIP: 1261MAAE0<br>LEI: 254900A9E6SC2CI8V842 | Long             | LON              | CORP              | US        |     24390 | PA      | $24251.36     | 0.01%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-67 IL                                                              | CUSIP: 3136AFGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1504194 | PA      | $191057.98    | 0.06%             | 2043-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                                           | FREMOR 12.25 10/01/30 144A                                                  | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    423000 | PA      | $456364.13    | 0.15%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                        | GEHC 5.65 11/15/27                                                          | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127516.98    | 0.04%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                                           | USFOOD 7.25 01/15/32 144A                                                   | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259650.75    | 0.09%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                                       | ACOM 4.25 06/01/28 144A                                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212561.67    | 0.07%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc                   | PK 4.875 05/15/29 144A                                                      | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    128000 | PA      | $122942.46    | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                       | AEP 3.2 11/13/27                                                            | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92311.57     | 0.03%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                                                       | BANK5 2026-5YR21 B                                                          | CUSIP: 06644BAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $516285.45    | 0.17%             | 2059-04-17      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2020-A-GS                                                                | CBSLT 2020-AGS A                                                            | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19247 | PA      | $17306.87     | 0.01%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2020-2 LLC                                                                          | LPSLT 2020-2GF A                                                            | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49823 | PA      | $41574.11     | 0.01%             | 2047-07-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES LTD                                                                                | BMCAUS 4.75 01/15/28 144A                                                   | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    138000 | PA      | $136507.99    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Adams Homes Inc                                                                                        | AHOMES 9.25 10/15/28 144A                                                   | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $161128.66    | 0.05%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| The Manitowoc Company, Inc.                                                                            | MTW 9.25 10/01/31 144A                                                      | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365811.60    | 0.12%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 6.875 02/15/33 144A                                                    | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74630.85     | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                              | RRX 6.4 04/15/33                                                            | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369937.29    | 0.12%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2018-B-GS                                                                | CBSLT 2018-BGS B                                                            | CUSIP: 20268MAC0<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     18999 | PA      | $16376.28     | 0.01%             | 2045-09-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 389 C32                                                                 | CUSIP: 31325YRK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18791984 | PA      | $1081828.20   | 0.36%             | 2037-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                                           | PSDO 7.5 06/01/31 144A                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32816.42     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXII LTD                                                                          | MDPK 2016-22A CR2                                                           | CUSIP: 55819XBN1<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498500.00    | 0.16%             | 2038-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment S.A.S.                                                                           | BANIJA 8.125 05/01/29 144A                                                  | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $773364.00    | 0.26%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 6.875 11/01/29 144A                                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    606000 | PA      | $605141.48    | 0.20%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                      | HLT 5.75 09/15/33 144A                                                      | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94623.04     | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                                                        | JPMMT 2016-4 A13                                                            | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310449 | PA      | $282895.92    | 0.09%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 5.5 04/15/34 144A                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59372.88     | 0.02%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                                                             | SNDPT 2020-3A A1R                                                           | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    173220 | PA      | $173456.67    | 0.06%             | 2032-01-26      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Primo Brands (BlueTriton Brands/Nestl Waters NA)                                                       | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 275 2031-03-15 | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     50000 | PA      | $50140.50     | 0.02%             | 2031-03-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                                                | AZURIA WATER SOLUTIONS INC                                                  | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |      5882 | PA      | $5832.10      | 0.00%             | 2033-01-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                                                | ST 4 04/15/29 144A                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $337938.44    | 0.11%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                                      | SLB 2.65 06/26/30 144A                                                      | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1300005.21   | 0.43%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LSB Industries Inc                                                                                     | LXU 6.25 10/15/28 144A                                                      | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347970.04    | 0.12%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                       | CYH 5.25 05/15/30 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55617.17     | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2005-AR13 A1C3                                                         | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11123 | PA      | $10781.26     | 0.00%             | 2045-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                                    | PODD 6.5 04/01/33 144A                                                      | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112090.00    | 0.04%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                                | BKH 3.05 10/15/29                                                           | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1113619.36   | 0.37%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                          | BDX 3.7 06/06/27                                                            | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34720.56     | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Idaho Power Company                                                                                    | IDA 4.85 03/01/36                                                           | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7837.80      | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                                               | DELL 7.1 04/15/28                                                           | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26240.60     | 0.01%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                    | SIRI 4 07/15/28 144A                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144842.45    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                                         | WBD 4.279 03/15/32 *                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    108000 | PA      | $95275.44     | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                                   | ELV 3.65 12/01/27                                                           | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43518.15     | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                              | CWALT 2007-2CB 2A1                                                          | CUSIP: 02149HAR1<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |     91346 | PA      | $34573.04     | 0.01%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                                               | TPC 11.875 04/30/29 144A                                                    | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164414.85    | 0.05%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                             | BLDR 6.375 06/15/32 144A                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78946.44     | 0.03%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                                | ETR 5 09/01/33                                                              | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84590.93     | 0.03%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                              | Florida Power & Light Co. 0% CP 06/04/2026                                  | CUSIP: 34108BD69<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998735.80   | 0.66%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                                | EQH 5 03/27/30 144A                                                         | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504306.28    | 0.17%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 5.9 01/07/35                                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    393000 | PA      | $400483.91    | 0.13%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6.25 04/15/32 144A                                                   | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30024.14     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                                     | BAUSCH + LOMB CORP                                                          | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     50000 | PA      | $50172.00     | 0.02%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV2                                                                     | JPMMT 2019-LTV2 B3                                                          | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384021 | PA      | $370491.17    | 0.12%             | 2049-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                            | MTCHII 5.625 02/15/29 144A                                                  | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    492000 | PA      | $486370.49    | 0.16%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                                        | BALTA 2005-7 21A1                                                           | CUSIP: 07386HVR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14743 | PA      | $11441.25     | 0.00%             | 2035-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4596 DI                                                                 | CUSIP: 3137BQNR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1756075 | PA      | $315520.43    | 0.10%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2022-L8                                                                 | MSC 2022-L8 AS                                                              | CUSIP: 61774LBN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1369619.40   | 0.45%             | 2055-04-16      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5095 BI                                                                 | CUSIP: 3137FYR32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5658344 | PA      | $668841.75    | 0.22%             | 2041-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                       | MS V5.504 05/26/28 BKNT                                                     | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252881.76    | 0.08%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP (DELAWARE)                                                                            | LAMR 4 02/15/30                                                             | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52494.77     | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 5.05 03/30/29                                                          | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351818.84    | 0.12%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                                                | KRG 4 10/01/26                                                              | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453771.87    | 0.15%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                       | DUK 3.15 08/15/27                                                           | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40391.28     | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES                                                                 | WFMBS 2007-AR7 A1                                                           | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7720 | PA      | $7036.55      | 0.00%             | 2037-12-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                                                | AZURIA WATER SOLUTIONS INC                                                  | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     44118 | PA      | $43786.77     | 0.01%             | 2033-01-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Pro Mach                                                                                               | Pro Mach Term Loan B 275 2032-10-04                                         | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    100000 | PA      | $99893.80     | 0.03%             | 2032-10-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-14 AI                                                              | CUSIP: 3136B8VB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2651272 | PA      | $460939.65    | 0.15%             | 2050-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                                  | DTV 8.875 02/01/30 144a                                                     | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $289491.20    | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                                             | SEM 6.25 12/01/32 144A                                                      | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42703.46     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                                  | CAH 3.41 06/15/27                                                           | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36571.03     | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                            | TENINC 8 11/17/28 REGS                                                      | CUSIP: 000000000<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49834.10     | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST                                                  | WFMBS 2006-AR4 2A4                                                          | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4998 | PA      | $4982.53      | 0.00%             | 2036-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST 2021-HB1                                                                           | RATE 2021-HB1 A31                                                           | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392583 | PA      | $324374.12    | 0.11%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-3Inv                                                                      | FSMT 2018-3INV A3                                                           | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269716 | PA      | $252086.00    | 0.08%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 6.375 09/15/27                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493865.12    | 0.16%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                                     | IR 5.197 06/15/27                                                           | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35318.07     | 0.01%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3879 SL                                                                 | CUSIP: 3137ACP94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    239299 | PA      | $9127.45      | 0.00%             | 2041-01-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| New Home Company Inc                                                                                   | NWHM 9.25 10/01/29 144A                                                     | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1414084.00   | 0.47%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.375 03/01/29 144A                                                     | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142316.16    | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-J1                                                                                      | CIM 2019-J1 B2                                                              | CUSIP: 12556MCQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357285 | PA      | $337852.57    | 0.11%             | 2049-08-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 3.375 01/15/31 144A                                                  | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     88000 | PA      | $78910.96     | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 5.75 07/15/27 144a                                                      | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349657.77    | 0.12%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD                                                                                      | ARES 2021-60A AR2                                                           | CUSIP: 04018FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249463.00    | 0.08%             | 2034-07-18      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                                                 | OPCH 4.375 10/31/29 144A                                                    | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337440.01    | 0.11%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                             | GWT 2024-WOLF A                                                             | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500385.25    | 0.17%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-2                                                                          | SEMT 2025-2 A19                                                             | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432287 | PA      | $433431.72    | 0.14%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B3 COMMERCIAL MORTGAGE TRUST                                                            | BMARK 2018-B3 D                                                             | CUSIP: 08161BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $701221.00    | 0.23%             | 2051-04-12      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Angi Group Llc                                                                                         | ANGI 3.875 08/15/28 144A                                                    | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $94466.42     | 0.03%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                                         | PEG 5.75 05/15/35 144A                                                      | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438000 | PA      | $445118.67    | 0.15%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 4.125 03/16/27                                                           | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26986.84     | 0.01%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2008-36 YI                                                              | CUSIP: 31397LJK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    414169 | PA      | $30257.28     | 0.01%             | 2036-07-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN 5.875 03/15/34 144A                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78163.22     | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                                               | BLURAC 7.25 07/15/32 144A                                                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155842.35    | 0.05%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC                                                   | HLF 12.25 04/15/29 144A                                                     | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $266733.50    | 0.09%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                                 | GLP 8.25 01/15/32 144A                                                      | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    538000 | PA      | $558374.60    | 0.18%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Academy Ltd / Academy Finance Corp.                                                                    | ACALTD 6 11/15/27 144A                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40159.56     | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EG Group                                                                                               | EG Group Term Loan B 325 2031-01-25                                         | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     50000 | PA      | $50125.00     | 0.02%             | 2031-01-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                         | C V3.887 01/10/28                                                           | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31849.82     | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                            | COR 4.625 12/15/27                                                          | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18072.15     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-1                                                                         | HMBT 2004-1 2A                                                              | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8128 | PA      | $8010.61      | 0.00%             | 2029-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.625 03/01/32 144A                                                     | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110227.28    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.5 02/28/31                                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44300 | PA      | $43448.61     | 0.01%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                               | CC 7.875 03/15/34 144A                                                      | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110071.32    | 0.04%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                                | STACR 2021-HQA4 B1                                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |    600000 | PA      | $609760.80    | 0.20%             | 2041-12-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                                        | CMLTI 2007-10 22AA                                                          | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18663 | PA      | $17741.92     | 0.01%             | 2037-09-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd.                                                                              | CIFC 2023-2A AR                                                             | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499047.00    | 0.17%             | 2037-01-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                                    | AXL 7.75 10/15/33 144A                                                      | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    197000 | PA      | $190853.60    | 0.06%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XX LTD                                                                                    | SYMP 2018-20A AR2                                                           | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    105736 | PA      | $105922.60    | 0.04%             | 2032-01-16      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                                            | KEYS 4.6 04/06/27                                                           | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36043.17     | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                                 | MU 5.8 01/15/35                                                             | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    133000 | PA      | $141665.97    | 0.05%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                                            | STCITY 6.5 01/15/28 144A                                                    | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    245000 | PA      | $242711.70    | 0.08%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                                                | PTC 4 02/15/28 144A                                                         | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487368.90    | 0.16%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Bacchus Issuer 2025-1 LLC                                                                       | SUNRN 2025-1A A2A                                                           | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592352 | PA      | $594701.09    | 0.20%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                                  | BWXT 4.125 04/15/29 144A                                                    | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96166.92     | 0.03%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                 | BOCA 2025-BOCA A                                                            | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $751701.23    | 0.25%             | 2042-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 365 C57                                                                 | CUSIP: 31325XWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1681534 | PA      | $335465.07    | 0.11%             | 2048-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-30 SA                                                              | CUSIP: 3136A5WG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4628046 | PA      | $400485.90    | 0.13%             | 2042-04-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 5.75 07/15/29 144A                                                      | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349796.44    | 0.12%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARTIN MIDSTREAM PARTNERS LP                                                                           | MMLP 11.5 02/15/28 144A                                                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $355567.43    | 0.12%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 5.75 07/15/27 144A                                                      | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359130.13    | 0.12%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-71 AI                                                              | CUSIP: 3136AE4R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    515456 | PA      | $10179.73     | 0.00%             | 2028-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 6.1 06/01/29                                                           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362600.03    | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-8                                                                        | JPMMT 2018-8 A13                                                            | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90570 | PA      | $84471.59     | 0.03%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Simmons Foods Inc / Simmons Prepared Foods Inc / Simmons Pet Food Inc / Simmons Feed (Ingredients Inc) | SIMFOO 4.625 03/01/29 144A                                                  | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64427.92     | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PELICAN PIPELIN 03/23/33                                                                               | PELICAN PIPELIN 03/23/33                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50093.75     | 0.02%             | 2033-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                              | RRX 6.3 02/15/30 *                                                          | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366895.76    | 0.12%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                                                | LGENSO 5.25 04/02/31 144A                                                   | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $498960.00    | 0.16%             | 2031-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                              | WIN 8.25 10/01/31 144A                                                      | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365934.45    | 0.12%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.5 08/15/30 144A                                                      | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $129033.05    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4                                                            | CGCMT 2016-P4 C                                                             | CUSIP: 29429EAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $680530.31    | 0.23%             | 2049-07-12      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4120 CS                                                                 | CUSIP: 3137AVAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1283919 | PA      | $66867.97     | 0.02%             | 2032-10-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                        | LLY 5.5 03/15/27                                                            | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36505.26     | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P5                                                            | CGCMT 2016-P5 B                                                             | CUSIP: 17325DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $183756.12    | 0.06%             | 2049-10-13      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                            | TRACTC 5.875 03/01/31 144A                                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33719.13     | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-1 LTD                                                                           | PLMRS 2021-1A BR                                                            | CUSIP: 69701WAQ9<br>LEI: 549300O6Q3S8TEDA9I81 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248470.25    | 0.08%             | 2038-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXXI LTD                                                                                     | MAGNE 2021-31A DR                                                           | CUSIP: 55952FAS7<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238986.00    | 0.08%             | 2034-07-17      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                                 | GLP 6.875 01/15/29                                                          | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350446.95    | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTAINMENT INC                                                                     | PRKS 5.25 08/15/29 144A                                                     | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    247000 | PA      | $235974.78    | 0.08%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                                     | HNDA 4.55 07/09/27                                                          | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13009.73     | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                                                 | STENA 7.625 02/15/31 144A                                                   | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    299000 | PA      | $306586.53    | 0.10%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                       | CFELEC 6.45 01/24/35 144A                                                   | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $349246.62    | 0.12%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                                                | XPO 7.125 02/01/32                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258018.25    | 0.09%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2021-1                                                                         | MSAIC 2021-1A B                                                             | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41820 | PA      | $32783.36     | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                                           | KSS 10 06/01/30 144A                                                        | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    265000 | PA      | $280160.65    | 0.09%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AAR Corp.                                                                                              | AIR 6.75 03/15/29 144A                                                      | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50926.03     | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD                                                              | NEUB 2017-25A CR2                                                           | CUSIP: 64131JBA3<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001258.00   | 0.33%             | 2038-07-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8                                                            | CGCMT 2017-P8 AS                                                            | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $474023.40    | 0.16%             | 2050-09-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 8 02/15/31 144A                                                         | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    291000 | PA      | $286403.66    | 0.09%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                                                     | CCK 5.875 06/01/33                                                          | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40015.75     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-B-GS                                                                | CBSLT 2017-BGS A1                                                           | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     13873 | PA      | $13110.49     | 0.00%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 8.5 06/01/28 144A                                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    299000 | PA      | $308712.42    | 0.10%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                        | ACHC 5 04/15/29 144A                                                        | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340813.52    | 0.11%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2015-60 PI                                                              | CUSIP: 38379LRE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4582872 | PA      | $858006.83    | 0.28%             | 2045-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Great CDN Gaming Corp/Raptor Co-Issuer LLC                                                             | GCCN 8.75 11/15/29 144A                                                     | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $341667.94    | 0.11%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 5.95 01/08/34 144A                                                     | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204471.20    | 0.07%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 4.875 03/15/28                                                         | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41562.31     | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                                  | RCL 5.375 07/15/27 144A                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     31000 | PA      | $31120.47     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                                         | SISETI 8.375 01/23/33 144A                                                  | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $996570.00    | 0.33%             | 2033-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                                                      | NMRK 7.5 01/12/29                                                           | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $367134.25    | 0.12%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVI                                                                                       | APID 2021-36A CR                                                            | CUSIP: 03769LAY4<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499881.50    | 0.17%             | 2039-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association Cincinnati Ohio                                                  | FITB V4.967 01/28/28                                                        | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250831.54    | 0.08%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                                      | SCI 4.625 12/15/27                                                          | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99020.91     | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | FHR 5091 IL                                                                 | CUSIP: 3137FYMM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  15521404 | PA      | $3550299.29   | 1.17%             | 2051-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA                                                             | WFALT 2007-PA2 2A1                                                          | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7702 | PA      | $6778.12      | 0.00%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC and PBF Finance Corp.                                                          | PBFENE 7.875 09/15/30 144A                                                  | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358962.28    | 0.12%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                                                | TIHLLC 7.125 06/01/31 144A                                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $380409.84    | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                             | LAD 4.625 12/15/27 144A                                                     | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98966.53     | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4153 IB                                                                 | CUSIP: 3137AXRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    282232 | PA      | $3479.13      | 0.00%             | 2028-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.375 05/31/33 144A                                                     | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69655.85     | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 5.6 06/01/29                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1486410.83   | 0.49%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                                   | AMNTEC 7.25 08/01/32 144A                                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56954.70     | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                                               | HUDAUT 8 05/15/32 144A                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $362572.35    | 0.12%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST                                                                          | COMM 2018-COR3 A3                                                           | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245353.63    | 0.08%             | 2051-05-12      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                                | SMB 2021-A A2B                                                              | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1140168 | PA      | $1056382.47   | 0.35%             | 2053-01-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                               | HHH 4.125 02/01/29 144A                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378651.14    | 0.13%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 2.8 04/01/31                                                           | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314327.35    | 0.10%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                             | EMECLI 6.625 12/15/30 144A                                                  | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79432.08     | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHMS K-1518 X1                                                              | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1255527 | PA      | $71358.82     | 0.02%             | 2035-10-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                                  | DTV 5.875 08/15/27 144A                                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $200610.34    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                          | SMYREA 6 11/01/28 144A                                                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141918.51    | 0.05%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                       | PARA 6.875 04/30/36                                                         | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43896.17     | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                           | AM 5.375 06/15/29 144A                                                      | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29916.18     | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                                 | GFLCN 4.75 06/15/29 144A                                                    | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98147.89     | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                        | ACHC 5.5 07/01/28 144A                                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    214000 | PA      | $213252.69    | 0.07%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                             | NOG 8.75 06/15/31 144A                                                      | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    219000 | PA      | $227792.41    | 0.08%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gci Llc                                                                                                | GCILLC 4.75 10/15/28 144A                                                   | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16370.94     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 6.25 11/01/34 144A                                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128006.86    | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 6.25 10/15/34 144A                                                     | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63710.41     | 0.02%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                                           | AR 5.375 03/01/30 144A                                                      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351940.75    | 0.12%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 5.375 03/01/29 144A                                                     | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    106000 | PA      | $101451.31    | 0.03%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PCY TRUST 2026-FCMT                                                                                    | PCY 2026-FCMT A                                                             | CUSIP: 704929AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $754968.45    | 0.25%             | 2041-04-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Papa John's International Inc.                                                                         | PZZA 3.875 09/15/29 144A                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333391.28    | 0.11%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc                                                                               | DAR 5.25 04/15/27 144A                                                      | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97270.00     | 0.03%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                              | ATSG 7.25 03/15/32 144A                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62579.94     | 0.02%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                               | EA 8.75 07/01/34 144A                                                       | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52439.41     | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                               | ST 3.75 02/15/31 144A                                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69412.81     | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                                     | STT V4.543 04/24/28                                                         | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36079.61     | 0.01%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 239 S30                                                                 | CUSIP: 31282YNU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115801 | PA      | $14985.87     | 0.00%             | 2036-08-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                    | SIRI 5 08/01/27 144A                                                        | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48961.34     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                                   | ALPGEN 6.75 10/15/32 144A                                                   | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43470.21     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES 2.55 03/15/31                                                            | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451226.36    | 0.15%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                               | SNAP 6.875 03/15/34 144A                                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    216000 | PA      | $203290.04    | 0.07%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                                                         | CONCEN 6.875 07/15/32 144A                                                  | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    638000 | PA      | $660446.75    | 0.22%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                            | TENINC 8 11/17/28 144A                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    356000 | PA      | $354818.76    | 0.12%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA SOL III ISSUER LLC                                                                             | SNVA 2021-1 A                                                               | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73513 | PA      | $62880.25     | 0.02%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                                                    | CNH 3.85 11/15/27 MTN                                                       | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     61000 | PA      | $60415.00     | 0.02%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                              | RTX 7.2 08/15/27                                                            | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38452.09     | 0.01%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A                                                       | NAVSL 2019-A A2A                                                            | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2347 | PA      | $2343.04      | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                                 | MSI 5 04/15/29                                                              | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    273000 | PA      | $276744.40    | 0.09%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                          | MIDCAP 5.625 01/15/30                                                       | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $326481.75    | 0.11%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 5 03/15/27                                                             | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2813000 | PA      | $2751926.99   | 0.91%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                            | KEDRIM 6.5 09/01/29 144A                                                    | CUSIP: 49272YAB9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339254.29    | 0.11%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                    | SIRI 5.875 04/15/32 144A                                                    | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49711.63     | 0.02%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-5                                                                        | JPMMT 2017-5 B2                                                             | CUSIP: 46590YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573679 | PA      | $566066.71    | 0.19%             | 2048-10-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                                                    | GFLCN 5.5 02/01/34 144A                                                     | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $61895.35     | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                                         | RCM 6.875 11/15/31 144A                                                     | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $31828.36     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DBWF 2015-LCM MORTGAGE TRUST                                                                           | DBWF 2015-LCM D                                                             | CUSIP: 23306NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1022650.00   | 0.34%             | 2034-06-12      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2019-13 IB                                                              | CUSIP: 3136B4GR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    978288 | PA      | $195878.43    | 0.06%             | 2039-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                        | GNR 2019-78 IC                                                              | CUSIP: 38381WSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1977639 | PA      | $439951.90    | 0.15%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 4.75 04/01/28 144A                                                      | CUSIP: 053773BG1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    488000 | PA      | $476408.00    | 0.16%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 2.35 01/15/27                                                         | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37463.72     | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                                                                  | TNOORD 8.75 03/01/30 144A                                                   | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    350000 | PA      | $357796.95    | 0.12%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-1                                                                         | MSAIC 2018-2GS B                                                            | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16064 | PA      | $14595.26     | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                               | EA 7.25 07/01/33 144A                                                       | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51903.84     | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                        | ACRISU 7.5 11/06/30 144A                                                    | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63271.40     | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                         | DGX 4.6 12/15/27                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89410.56     | 0.03%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2024-IND2                                                                                   | ARES1 2024-IND2 A                                                           | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501741.80   | 0.50%             | 2034-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                                                  | ESI 3.875 09/01/28 144A                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341001.78    | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                                 | GFLCN 4.375 08/15/29 144A                                                   | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    283000 | PA      | $274740.42    | 0.09%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2019-5                                                                          | SEMT 2019-5 A7                                                              | CUSIP: 81743AAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278902 | PA      | $252274.41    | 0.08%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods, Inc.                                                                                  | THS 7.75 02/11/33 144A                                                      | CUSIP: 456142AA6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35190.40     | 0.01%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                 | ASCRES 9 11/01/27 144A                                                      | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1639407.00   | 0.54%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST                                                            | SOFI 2018-D A2FX                                                            | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5362 | PA      | $5335.02      | 0.00%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                                                                    | EIGI 11.75 04/30/29                                                         | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1050322.00   | 0.35%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C15                                                                          | BBCMS 2022-C16 A5                                                           | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $481188.53    | 0.16%             | 2055-06-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                                        | CVI 5.75 02/15/28 144A                                                      | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346577.21    | 0.11%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                                 | NYC 2025-77C B                                                              | CUSIP: 67123LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496731.40    | 0.16%             | 2036-01-10      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                                         | UNIT 4.75 04/15/28 144A                                                     | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $348251.51    | 0.12%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                  | QUIKHO 6.375 03/01/32 144A                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    211000 | PA      | $214008.65    | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Tidal Trust IV

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial Officer