# EDGAR Filing Document

**Accession Number:** 0000914243
**File Stem:** 0001193125-26-246862
**Filing Date:** 2026-5
**Character Count:** 247943
**Document Hash:** 7e1a94f29360157ebae474dc155af83a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-246862.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-246862

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TOUCHSTONE FUNDS GROUP TRUST
- **CENTRAL INDEX KEY:** 0000914243

**ORGANIZATION NAME:**
- **EIN:** 680325521
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08104
- **FILM NUMBER:** 261040277

**BUSINESS ADDRESS:**
- **STREET 1:** 303 BROADWAY
- **STREET 2:** SUITE 1100
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45202
- **BUSINESS PHONE:** 5133628000

**MAIL ADDRESS:**
- **STREET 1:** 303 BROADWAY
- **STREET 2:** SUITE 1100
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CONSTELLATION FUNDS
- **DATE OF NAME CHANGE:** 20040412

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALPHA SELECT FUNDS
- **DATE OF NAME CHANGE:** 19981216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIP INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19971205

## Series and Classes Contracts Data

### Touchstone Active Bond Fund (Series ID: S000056166)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000176882 | Class A       | TOBAX           |
| C000176883 | Class C       | TODCX           |
| C000176884 | Class Y       | TOBYX           |
| C000176885 | Institutional | TOBIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Touchstone Funds Group Trust

- **b. Investment Company Act file number:** 811-08104

- **c. CIK number of Registrant:** 0000914243

- **d. LEI of Registrant:** 5493006SE4K8V7N8TJ90

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

  - **Street Address 1:** 303 Broadway

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45202

  - **Telephone number:** 8006388194

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

- **a. Name of Series:** Touchstone Funds Group Trust-Touchstone Active Bond Fund

- **b. EDGAR series identifier (if any):** S000056166

- **c. LEI of Series:** 549300B1CVL6UPC9WQ59

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $278758403.88

**Total Liabilities:** $2401411.13

**Net Assets:** $276356992.75

**Cash Not Reported:** $21.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3636.109402809314 | **1-Year:** 6589.136601495853 | **5-Year:** 31695.366893851373 | **10-Year:** 39599.061893975321 | **30-Year:** 22849.951269615626

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

- **3-Month:** 104.862903745038 | **1-Year:** 957.615518696681 | **5-Year:** 1750.362170917738 | **10-Year:** 362.725133744243 | **30-Year:** 106.655807886237

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000176882 | 0.31%                | 1.41%                | -2.03%               |
| Class ID C000176883 | 0.40%                | 1.29%                | -2.09%               |
| Class ID C000176884 | 0.33%                | 1.43%                | -2.02%               |
| Class ID C000176885 | 0.44%                | 1.34%                | -1.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1132902.43             | $1085303.56                                |
| Month 2  | $272707.70               | $2632878.73                                |
| Month 3  | $-364738.08              | $-5866402.48                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Short-Term Invts T                                                                                     | Short-Term Invts T INVSCO GOVT INST                 | CUSIP: 825252885<br>LEI: 549300UJV6OHYATSFU27 | Long             | STIV             | RF                | US        |   1961966 | NS      | $1961966.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                                      | SMPINF 3.25 01/15/32 144A                           | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1097782.49   | 0.40%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN 5.875 03/15/34 144A                             | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22740.05     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                                                  | TIAAGL 3.3 05/15/50 144A                            | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1077861.82   | 0.39%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 6.125 10/01/28                                  | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91125.67     | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                               | DE 5.1 04/11/34 MTN                                 | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    865000 | PA      | $881282.99    | 0.32%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 5.5 11/15/32 144A                               | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31692.81     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIT Home Equity Loan Trust 2002-2                                                                      | CITHE 2002-1 AF5                                    | CUSIP: 12558MAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       360 | PA      | $361.03       | 0.00%             | 2033-02-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                                          | MAGN 4.75 11/15/29 144A                             | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24346.11     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Terex Corporation                                                                                      | TEX 5 05/15/29 144A                                 | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11821.81     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust                                                                                             | CSMC 2014-OAK1 B4                                   | CUSIP: 12649GAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242916 | PA      | $236166.88    | 0.09%             | 2044-11-25      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                                | AQNCN V4.75 01/18/82                                | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $66135.55     | 0.02%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2005-A1 2A1                                   | CUSIP: 466247LK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8913 | PA      | $8777.14      | 0.00%             | 2035-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                                      | TEX 6.25 10/15/32 144A                              | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40144.40     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                               | EGYPT 5.8 09/30/27 144A                             | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $197373.34    | 0.07%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital LLC                                                                     | CSMC 2015-WIN1 B3                                   | CUSIP: 12649KAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500767 | PA      | $483955.67    | 0.18%             | 2044-12-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                                 | CMS V4.75 06/01/50                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1466713.70   | 0.53%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2006-A4 2A2                                   | CUSIP: 46628LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12679 | PA      | $8514.45      | 0.00%             | 2036-06-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Wabash National Corporation                                                                            | WNC 4.5 10/15/28 144A                               | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37650.26     | 0.01%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2003-32 BZ                                      | CUSIP: 31393BKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     45743 | PA      | $46722.49     | 0.02%             | 2032-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                                             | CSMC 2015-1 B3                                      | CUSIP: 12649NAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553897 | PA      | $534828.45    | 0.19%             | 2045-01-25      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Xhr LP                                                                                                 | XHR 6.625 05/15/30 144A                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9087.11      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 5.75 02/01/29 144A                           | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23662.75     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2015-IVR2 B3                                  | CUSIP: 46644CAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337516 | PA      | $338471.68    | 0.12%             | 2045-01-25      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                                            | WMT 4.5 09/09/52                                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    686000 | PA      | $592333.45    | 0.21%             | 2052-09-09      | Fixed         | 4.50%                 | 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        |     14000 | PA      | $13622.98     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Csmc Trust 2015-2                                                                                      | CSMC 2015-2 B4                                      | CUSIP: 12649RAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629888 | PA      | $599485.43    | 0.22%             | 2045-02-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                                              | XIFR 8.625 03/15/33 144A                            | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29531.54     | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 8.375 11/01/33 144A                          | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23995.12     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  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        |     43000 | PA      | $42489.52     | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006 Ar2 Trust                                                  | WFMBS 2021-RR1 A3                                   | CUSIP: 95003JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773523 | PA      | $700880.77    | 0.25%             | 2050-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2018-8 B3                                     | CUSIP: 46650MBH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782829 | PA      | $718612.50    | 0.26%             | 2049-01-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                                              | DHR 3.25 11/15/39                                   | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    884000 | PA      | $710043.92    | 0.26%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                                    | ONCRTX 5.9 03/15/56 144A                            | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1116854.98   | 0.40%             | 2056-03-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Magnera Corp.                                                                                          | MAGN 7.25 11/15/31 144A                             | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37629.39     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Wendys Funding Llc                                                                                     | WEN 2021-1A A2II                                    | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1523986 | PA      | $1347948.83   | 0.49%             | 2051-06-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                             | DCP 6.75 09/15/37                                   | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1141613.67   | 0.41%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                                           | NYLIFE 4.55 01/28/33 144A                           | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    802000 | PA      | $790247.55    | 0.29%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 6.375 03/15/29 144A                             | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15258.39     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                                     | DELL 4.85 02/01/35                                  | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    658000 | PA      | $636935.62    | 0.23%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 6.375 09/15/27                                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28133.36     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 6.625 03/15/32 144A                             | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15344.70     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co. / Diamond Finance LLC                                                        | DO 8.5 10/01/30 144A                                | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      9000 | PA      | $9508.65      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 6.625 05/15/32                                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14337.39     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 6.375 03/15/33 144A                             | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9148.77      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EverBank Mortgage Loan Trust                                                                           | EVER 2018-1 B2                                      | CUSIP: 29978CCC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    978504 | PA      | $897251.67    | 0.32%             | 2048-02-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 8.5 06/01/28 144A                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13415.13     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 5.5 04/15/34 144A                               | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4935.24      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EverBank Mortgage Loan Trust                                                                           | EVER 2018-1 B3                                      | CUSIP: 29978CCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    896066 | PA      | $820941.20    | 0.30%             | 2048-02-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                                | DTV 10 02/15/31 144A                                | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $50003.43     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                                     | NXST 5.625 07/15/27 144A                            | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40980.26     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A46590                                           | CUSIP: 3128K7KB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15106 | PA      | $15209.29     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                                     | NXST 6.5 09/15/33 144A                              | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41331.97     | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A64971                                           | CUSIP: 3128KVQY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1669 | PA      | $1719.78      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                                   | ENTERP 4.2 11/01/46 144A                            | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    982000 | PA      | $794821.09    | 0.29%             | 2046-11-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC.                                                                                  | NEFINA 8 04/15/30 144A                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6192.52      | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G02184                                           | CUSIP: 3128LXM98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4796 | PA      | $4843.37      | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                           | NSC 4.837 10/01/41                                  | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    692000 | PA      | $637328.67    | 0.23%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G05733                                           | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84533 | PA      | $85534.21     | 0.03%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A21415                                           | CUSIP: 31296XSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2418 | PA      | $2425.34      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                                                 | NWMLIC 3.85 09/30/47 144A                           | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1022292 | PA      | $778206.02    | 0.28%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  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        |     20000 | PA      | $19988.86     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc                                                                                             | DVA 6.875 09/01/32 144A                             | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21425.94     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AD6193                                           | CUSIP: 31418T3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19938 | PA      | $19809.48     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                                                   | NCX 8.5 11/15/28 144A                               | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $32219.57     | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 7.875 12/01/30 144A                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22960.85     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc                                                                                             | DVA 6.75 07/15/33 144A                              | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16267.26     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AE1568                                           | CUSIP: 31419BW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36564 | PA      | $35288.60     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A35682                                           | CUSIP: 31297RJ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5878 | PA      | $5908.47      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | 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        |     31000 | PA      | $29752.96     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 7 06/15/32 144A                                | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6149.76      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ESAB Corp.                                                                                             | ESAB 5.625 04/01/31 144A                            | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14099.57     | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)                    | AER 6.15 09/30/30                                   | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    783000 | PA      | $822826.00    | 0.30%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AE2497                                           | CUSIP: 31419CX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180596 | PA      | $178722.54    | 0.06%             | 2040-09-01      | Fixed         | 4.50%                 | 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        |     16000 | PA      | $16190.10     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                       | GEL 8.875 04/15/30                                  | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32369.59     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 931535                                           | CUSIP: 31412P4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57600 | PA      | $57277.17     | 0.02%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)                    | AER 4.75 01/15/33                                   | CUSIP: 00774MBU8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1596000 | PA      | $1552367.18   | 0.56%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AE5441                                           | CUSIP: 31419GBK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22697 | PA      | $22937.42     | 0.01%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A36523                                           | CUSIP: 31297SG82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3226 | PA      | $3244.55      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                                           | GUARDN 4.327 10/06/30 144A                          | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    585000 | PA      | $578179.65    | 0.21%             | 2030-10-06      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AA3467                                           | CUSIP: 31416LZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60518 | PA      | $59890.51     | 0.02%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Augusta Spinco Corp.                                                                                   | WAT 4.656 03/23/31                                  | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    902000 | PA      | $897584.94    | 0.32%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 5.5 03/01/32                                    | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1052223.21   | 0.38%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AA4584                                           | CUSIP: 31416NCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94984 | PA      | $93999.17     | 0.03%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                                        | BANK 2020-BN26 A4                                   | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $886871.29    | 0.32%             | 2063-03-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gci Llc                                                                                                | GCILLC 4.75 10/15/28 144A                           | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62543.10     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                                             | VLCYVG 8 06/01/29 144A                              | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $38281.90     | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS0779                                           | CUSIP: 3138W92M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223669 | PA      | $216041.32    | 0.08%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6.875 05/15/34 144A                          | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18558.64     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AB1800                                           | CUSIP: 31416XAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23388 | PA      | $22577.38     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc.                                                                                          | SVELEV 1.8 02/10/31 144A                            | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1327866.07   | 0.48%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| XPO Inc                                                                                                | XPO 7.125 02/01/32                                  | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56725.79     | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2019-INV1 A15                                 | CUSIP: 46591DAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136497 | PA      | $128511.50    | 0.05%             | 2049-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FN MA4128                                           | CUSIP: 31418DSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    678350 | PA      | $600650.82    | 0.22%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                       | GWCN 6.5 01/15/31 144A                              | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5067.65      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                                                                   | YPFDAR 6.95 07/21/27 144A                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     35000 | PA      | $35124.55     | 0.01%             | 2027-07-21      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 640291                                           | CUSIP: 31390AKC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3826 | PA      | $4013.91      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                                                                    | AMN 6.5 01/15/31 144A                               | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23450.95     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 3.1 01/12/32                                     | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    866000 | PA      | $777003.57    | 0.28%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 670402                                           | CUSIP: 31391LX75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6643 | PA      | $6865.97      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 5.8 03/13/56                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316794.96    | 0.11%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                      | DINO 5 02/01/28                                     | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1010883.82   | 0.37%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 745257                                           | CUSIP: 31403C5S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50287 | PA      | $52749.79     | 0.02%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 5.95 03/13/66                                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    506000 | PA      | $508715.27    | 0.18%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 6.625 06/15/29 144A                             | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15242.30     | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 748895                                           | CUSIP: 31403G7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14698 | PA      | $14662.75     | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                             | AMT 5.9 11/15/33                                    | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    876000 | PA      | $917828.51    | 0.33%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corporation                                                                                | ACCO 4.25 03/15/29 144A                             | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29385.86     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 7 06/15/30 144A                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21531.51     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 810049                                           | CUSIP: 31406G5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24700 | PA      | $24824.05     | 0.01%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                             | AMGN 2.3 02/25/31                                   | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1440957.46   | 0.52%             | 2031-02-25      | Fixed         | 2.30%                 | 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        |     20000 | PA      | $19852.86     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 5.75 03/15/31 144A                              | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13780.15     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 819297                                           | CUSIP: 31406TGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15638 | PA      | $16354.78     | 0.01%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                                                 | AMKR 5.875 10/01/33 144A                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33869.10     | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                        | ACHC 5 04/15/29 144A                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15567.25     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 6 03/15/34 144A                                 | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13529.83     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 881279                                           | CUSIP: 31409XCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389496 | PA      | $393334.39    | 0.14%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                                      | AMCR 2.63 06/19/30                                  | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $972649.55    | 0.35%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                        | ACHC 7.375 03/15/33 144A                            | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26643.97     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Home Depot Inc.                                                                                        | HD 5.95 04/01/41                                    | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    481000 | PA      | $506933.44    | 0.18%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA9306                                           | CUSIP: 3140QHKU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938182 | PA      | $826855.86    | 0.30%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                        | ADAHEA 4.625 08/01/29 144A                          | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19038.28     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                                                    | JPMBB 2014-C25 AS                                   | CUSIP: 46643PBJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $499550.00    | 0.18%             | 2047-11-18      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB3606                                           | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879061 | PA      | $806706.72    | 0.29%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                        | ADAHEA 5.125 03/01/30 144A                          | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18203.34     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V3.509 01/23/29                                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    831000 | PA      | $817524.39    | 0.30%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM6031                                           | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2204317 | PA      | $1778374.68   | 0.64%             | 2051-02-01      | Fixed         | 2.00%                 | 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        |     20000 | PA      | $19668.20     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V2.956 05/13/31                                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1009105.78   | 0.37%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM6559                                           | CUSIP: 3140XAJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2179749 | PA      | $1758717.97   | 0.64%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 8.25 01/15/30 144A                              | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15089.10     | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                                   | JPM V4.946 10/22/35                                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    774000 | PA      | $765602.93    | 0.28%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM9907                                           | CUSIP: 3140XEAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780855 | PA      | $661434.13    | 0.24%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 8.375 06/15/32 144A                             | CUSIP: 053773BK2<br>LEI: 529900E95812SYWMCE44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9945.77      | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Altagas Ltd                                                                                            | ALACN V7.2 10/15/54 144A                            | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $57788.60     | 0.02%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2017-1 B2                                     | CUSIP: 46648CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249348 | PA      | $1135265.47   | 0.41%             | 2047-01-25      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 889060                                           | CUSIP: 31410GWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11709 | PA      | $12532.87     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                               | AXP V5.282 07/27/29                                 | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1127103.52   | 0.41%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                                                 | VISANT 8.375 12/01/31 144A                          | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8383.19      | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                                       | BMO V3.803 12/15/32                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $762112.00    | 0.28%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 6.484 10/23/45                                 | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    602000 | PA      | $555954.89    | 0.20%             | 2045-10-23      | Fixed         | 6.48%                 | 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        |     10000 | PA      | $9474.01      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2021-11 A3                                    | CUSIP: 46654KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1011996 | PA      | $840463.71    | 0.30%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 889061                                           | CUSIP: 31410GWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25382 | PA      | $26627.82     | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                                          | CCSI 6.5 10/15/28 144A                              | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59436.97     | 0.02%             | 2028-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                               | DUK 4.15 12/01/44                                   | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $912226.77    | 0.33%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                      | BK V5.834 10/25/33 MTN                              | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    862000 | PA      | $913824.25    | 0.33%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                            | ETN 4.5 03/06/33                                    | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    925000 | PA      | $912706.00    | 0.33%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                                   | EIX 4.125 03/15/28                                  | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    614000 | PA      | $603679.70    | 0.22%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                        | GEN 6.75 09/30/27 144A                              | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35025.69     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 895657                                           | CUSIP: 31410SB22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       845 | PA      | $846.14       | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                          | ENBCN V8.25 01/15/84 NC5                            | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $81207.51     | 0.03%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET V7.125 PERP G                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11186.86     | 0.00%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                       | CP 3 12/02/41                                       | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1074000 | PA      | $789569.10    | 0.29%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET V8 05/15/54                                      | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30382.40     | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET 6.3 01/15/56                                     | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1095525.13   | 0.40%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 905049                                           | CUSIP: 31411DQA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48738 | PA      | $49868.29     | 0.02%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Maryland Capital I                                                                               | MTB F 01/15/27                                      | CUSIP: 320808AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $659658.88    | 0.24%             | 2027-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                               | T 4.5 05/15/35                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    536000 | PA      | $508409.76    | 0.18%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Firstcash Inc                                                                                          | FCFS 4.625 09/01/28 144A                            | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18636.25     | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc                                                                        | CPXCN 6.189 06/01/35 144A                           | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664000 | PA      | $680270.32    | 0.25%             | 2035-06-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                               | T 3.8 12/01/57                                      | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $768370.57    | 0.28%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 7.875 04/01/33 144A                          | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4688.79      | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-1                                                                        | AOMT 2024-1 A1                                      | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-O            | CORP              | US        |    588916 | PA      | $587881.73    | 0.21%             | 2068-08-25      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 6.875 05/01/31 144A                          | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11220.03     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 928553                                           | CUSIP: 31412LTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128131 | PA      | $131358.60    | 0.05%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-6                                                                        | AOMT 2024-6 A1                                      | CUSIP: 034944AA6<br>LEI: 254900CUFQFG8E3KJ978 | Long             | ABS-O            | CORP              | US        |    678801 | PA      | $675344.05    | 0.24%             | 2067-11-25      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                       | GEL 7.875 05/15/32                                  | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19540.46     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                                      | ABIBB 4.9 02/01/46 *                                | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    934000 | PA      | $843341.47    | 0.31%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 6.75 08/01/29 144A                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16242.60     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016 P6                                                            | CGCMT 2017-P8 AS                                    | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $288778.00    | 0.10%             | 2050-09-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                                   | ASUCOR 8 12/31/32 144A                              | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41429.30     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 7 08/01/32 144A                                  | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26488.15     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                                         | AMSIND 4.625 05/15/30 144A                          | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32608.79     | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 20.                                                                    | BRAVO 2024-NQM8 A1A                                 | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757822 | PA      | $745420.40    | 0.27%             | 2053-08-25      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 6.625 04/15/34 144A                              | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36007.27     | 0.01%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V4.516 01/21/32                                  | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1593560.19   | 0.58%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                        | CI 4.5 09/15/30                                     | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1590868.56   | 0.58%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Sensata Technologies Inc                                                                               | ST 3.75 02/15/31 144A                               | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30517.21     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                                        | CVI 7.5 02/15/31 144A                               | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41306.31     | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                                 | TFC F 05/15/27 A                                    | CUSIP: 86787XAA3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1606500.92   | 0.58%             | 2027-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                        | CVS 5.125 07/20/45                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    661000 | PA      | $582746.40    | 0.21%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                          | UVN 8 08/15/28 144A                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20278.68     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                                                | CSV 4.25 05/15/29 144A                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $49306.51     | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                            | CQP 3.25 01/31/32                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    671000 | PA      | $611533.24    | 0.22%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                          | UVN 8.5 07/31/31 144A                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46224.48     | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                                         | WBD 5.05 03/15/42 *                                 | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33098.00     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                                                           | CMPR 7.375 09/15/32 144A                            | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148242.65    | 0.05%             | 2032-09-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cyprium Corp./Cyprium Holdings Luxembourg S.a r.l.                                                     | VGNT 6.125 04/15/31 144A                            | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4946.25      | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cyprium Corp./Cyprium Holdings Luxembourg S.a r.l.                                                     | VGNT 6.375 04/15/34 144A                            | CUSIP: 23292NAB4<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4866.69      | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                                         | AMSIND 6.375 03/15/33 144A                          | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21101.68     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corporation                                                                             | SEM 6.25 12/01/32 144A                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19908.75     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Ashtead Capital Inc.                                                                                   | AHTLN 4 05/01/28 144A                               | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1037086.25   | 0.38%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                                                 | SRE V4.125 04/01/52                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67102.89     | 0.02%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                                  | BWXT 4.125 06/30/28 144A                            | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62088.01     | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Jpmccmst 2016-Nine                                                                                     | JPMCC 2016-NINE B                                   | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528000 | PA      | $523397.79    | 0.19%             | 2038-09-09      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                        | TMHC 5.125 08/01/30 144A                            | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25683.02     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                                | DTV 8.875 02/01/30 144A                             | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28864.86     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                                         | JEFCAP 8.25 05/15/30 144A                           | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20806.94     | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                        | TMHC 5.75 11/15/32 144A                             | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9002.26      | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG C90986                                           | CUSIP: 3128P7CX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        72 | PA      | $75.54        | 0.00%             | 2026-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                      | MCAIRH 6.4 03/26/29 144A                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1047000 | PA      | $1084692.69   | 0.39%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Winnebago Industries Inc.                                                                              | WGO 6.25 07/15/28 144A                              | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4982.45      | 0.00%             | 2028-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A96485                                           | CUSIP: 312945F29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24428 | PA      | $24204.97     | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                     | MGY 6.875 12/01/32 144A                             | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66877.14     | 0.02%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 561741                                           | CUSIP: 31386FBJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3198 | PA      | $3272.66      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | 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        |     40000 | PA      | $41757.04     | 0.02%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AH1135                                           | CUSIP: 3138A2HM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63058 | PA      | $63726.01     | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                              | MARS 5.2 03/01/35 144A                              | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    728000 | PA      | $735406.78    | 0.27%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AH6622                                           | CUSIP: 3138A8LC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175756 | PA      | $169745.14    | 0.06%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                       | MRSH 5.35 11/15/44                                  | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    774000 | PA      | $733412.37    | 0.27%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL0150                                           | CUSIP: 3138EGEY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171876 | PA      | $165880.59    | 0.06%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL0211                                           | CUSIP: 3138EGGV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32056 | PA      | $32395.89     | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management Funds                                                               | Dreyfus Government Cash Management Funds SH BEN INT | CUSIP: 262006208<br>LEI: 549300F7IDB6WRO7VJ11 | Long             | STIV             | RF                | US        |   1214950 | NS      | $1214950.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-2                                                                    | DRIVE 2025-2 D                                      | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $895462.56    | 0.32%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR SD1436                                           | CUSIP: 3132DNSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693128 | PA      | $671066.39    | 0.24%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-51 KC                                      | CUSIP: 3136APJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      5095 | PA      | $4901.12      | 0.00%             | 2045-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2017-37 AY                                      | CUSIP: 3136AWGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1420000 | PA      | $1111430.17   | 0.40%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FNR 2019-35 KB                                      | CUSIP: 3136B5GY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1800000 | PA      | $1491423.84   | 0.54%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 4424                                             | CUSIP: 36202E4H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426118 | PA      | $434092.37    | 0.16%             | 2039-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2023-9 BZ                                       | CUSIP: 3136BPZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    545556 | PA      | $496300.89    | 0.18%             | 2053-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                                                 | GILCN 4.7 10/07/30 144A                             | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    724000 | PA      | $716396.70    | 0.26%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNW 2001-W2 AF6                                     | CUSIP: 313920XZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       364 | PA      | $363.75       | 0.00%             | 2031-10-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 4.875 11/15/35                                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1109047.78   | 0.40%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                                                 | GILCN 5.4 10/07/35 144A                             | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    608000 | PA      | $593016.25    | 0.21%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                                                                            | MD 5.375 02/15/30 144A                              | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $57169.39     | 0.02%             | 2030-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                                          | MLM 2.4 07/15/31                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1562986.54   | 0.57%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc.                                                                                | MIK 8.5 03/15/33 144A                               | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24337.77     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GoEasy Limited                                                                                         | GSYCN 9.25 12/01/28 144A                            | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $51048.59     | 0.02%             | 2028-12-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 5.75 09/15/31 144A                             | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12018.97     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                                           | MALT 2004-7 10A1                                    | CUSIP: 576434TN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13576 | PA      | $13548.89     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                        | MSFT 2.525 06/01/50                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $890540.37    | 0.32%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GoEasy Limited                                                                                         | GSYCN 7.625 07/01/29 144A                           | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $11402.91     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 7.875 12/15/29 144A                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15337.50     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  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        |     15000 | PA      | $14662.75     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mid-State Capital Corp.                                                                                | MDST 2005-1 M2                                      | CUSIP: 595481AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58531 | PA      | $58579.55     | 0.02%             | 2040-01-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| GoEasy Limited                                                                                         | GSYCN 6.875 05/15/30 144a                           | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $15682.63     | 0.01%             | 2030-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 7.125 11/15/30 144A                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14894.42     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MELLO MTG CAP ACCP 2022-INV2                                                                           | MELLO 2022-INV2 A15                                 | CUSIP: 58549JBU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668858 | PA      | $575400.68    | 0.21%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications/Midcontinent Communications Finance Corp                                   | MIDCON 8 08/15/32 144A                              | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27912.54     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp.                                                                                     | ADT 5.875 10/15/33 144A                             | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57128.01     | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V3.705 04/24/28                                 | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    647000 | PA      | $642078.87    | 0.23%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-169 AW                                     | CUSIP: 38377RL60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    283059 | PA      | $282959.58    | 0.10%             | 2040-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                       | PM 5.375 02/15/33                                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1180100.68   | 0.43%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                                    | MTH 3.875 04/15/29 144A                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1205340.56   | 0.44%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                                                  | MWXCAP 4.625 04/01/29 144A                          | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $982380.81    | 0.36%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust 2005-8                                                                  | ARMT 2004-4 3A1                                     | CUSIP: 007036DN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       712 | PA      | $705.83       | 0.00%             | 2035-03-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.687 04/22/32                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    672000 | PA      | $608972.40    | 0.22%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2012-147 IO                                     | CUSIP: 38378B3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2608085 | PA      | $20535.28     | 0.01%             | 2054-04-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                                | MOH 4.375 06/15/28 144A                             | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39629.59     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RXO Inc.                                                                                               | RXO 6.375 05/15/31 144A                             | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48920.77     | 0.02%             | 2031-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                             | OXY 7.95 06/15/39                                   | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    887000 | PA      | $1035481.14   | 0.37%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                                | MOH 3.875 05/15/32 144A                             | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20739.14     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                         | C V6.174 05/25/34                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569540.81    | 0.21%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V5.511 01/24/36                                 | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    862000 | PA      | $879491.95    | 0.32%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2016-113 IO                                     | CUSIP: 38379UH41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1098328 | PA      | $65184.79     | 0.02%             | 2058-02-16      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                                | MOH 6.25 01/15/33 144A                              | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10635.08     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| S&S Holdings LLC                                                                                       | SSACTI 8.375 10/01/31 144A                          | CUSIP: 78525CAA3<br>LEI: 25490047QJT06H3Z7U34 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19412.90     | 0.01%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 4 09/15/30                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11739.52     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                                | MOH 6.5 02/15/31 144A                               | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14742.45     | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                         | C V4.542 09/19/30                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1499990.95   | 0.54%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                           | CARGIL 4.76 11/23/45 144A                           | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    966000 | PA      | $856731.29    | 0.31%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2016-140 IO                                     | CUSIP: 38379UQ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6923018 | PA      | $236855.13    | 0.09%             | 2058-05-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Moog Inc.                                                                                              | MOGA 4.25 12/15/27 144A                             | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41973.36     | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Science Applications International Corp.                                                               | SAIC 5.875 11/01/33 144A                            | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44868.63     | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 3.875 09/15/28                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18055.56     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V2.484 09/16/36                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1093743.04   | 0.40%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-Pj3                                                           | GSMBS 2020-PJ3 A14                                  | CUSIP: 36258WAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235339 | PA      | $205573.70    | 0.07%             | 2050-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 6.125 02/15/33 144A                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10101.47     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | GNR 2016-83 PB                                      | CUSIP: 38379XJA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1650000 | PA      | $1305609.20   | 0.47%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V4.493 01/16/32                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1592543.32   | 0.58%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                              | STX 5.75 12/01/34 144a                              | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     10000 | PA      | $9966.52      | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 6.625 05/15/29                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15014.54     | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | 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        |     41000 | PA      | $39397.54     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                                                                                 | JBPOIN 8.75 12/15/31 144A                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48632.79     | 0.02%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 5.875 06/15/31 144A                             | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     70000 | PA      | $70862.60     | 0.03%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-112 YC                                     | CUSIP: 38380YBD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2500000 | PA      | $2015057.25   | 0.73%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                                        | SBGI 8.125 02/15/33 144A                            | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9149.09      | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 3.875 04/15/30                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2519559.08   | 0.91%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 7.125 09/15/32                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10830.68     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                    | SIRI 4 07/15/28 144A                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24125.53     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                               | JANEST 6.75 05/01/33 144A                           | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16242.53     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 5.75 08/01/32 144A                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $74979.75     | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2022-200 PL                                     | CUSIP: 38383LNT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    350000 | PA      | $355144.16    | 0.13%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                                                     | TRK 4.875 11/01/27 144A                             | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $75689.48     | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 6.5 03/15/33                                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22864.31     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 5.75 01/15/54                                  | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    472000 | PA      | $453005.28    | 0.16%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                                      | IM 4.75 05/15/29 144A                               | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59057.50     | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                                               | PPL V0 03/30/67 A                                   | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87801.68     | 0.03%             | 2067-03-30      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                                | LVLT 7 03/31/34 144A                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     33232 | PA      | $33971.41     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 5.125 05/01/29 144A                             | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $9914.25      | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TreeHouse Foods, Inc.                                                                                  | THS 7.75 02/11/33 144A                              | CUSIP: 456142AA6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32145.28     | 0.01%             | 2033-02-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                         | PRAA 8.375 02/01/28 144A                            | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10068.37     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                                 | AYR 5 09/15/30 144A                                 | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    666000 | PA      | $664403.09    | 0.24%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | GOOGL 5.5 02/15/46                                  | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    848000 | PA      | $842016.19    | 0.30%             | 2046-02-15      | Fixed         | 5.50%                 | 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        |      2000 | PA      | $1902.91      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                         | PRAA 8.875 01/31/30 144A                            | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49490.95     | 0.02%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                                                              | MSCI 3.875 02/15/31 144A                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1521829.22   | 0.55%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                                    | AXL 6.375 10/15/32 144A                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4930.12      | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FH 1Q0339                                           | CUSIP: 3128S4LU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26688 | PA      | $27435.05     | 0.01%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 6.75 02/01/32 144A                             | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     21000 | PA      | $20818.75     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 4.625 04/15/30 144A                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23999.07     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                                            | AKERBP 5.125 10/01/34 144A                          | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1070000 | PA      | $1047768.45   | 0.38%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                                    | AXL 7.75 10/15/33 144A                              | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4840.93      | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 5.875 01/15/31 144A                            | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9656.64      | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 6.5 03/15/36 144A                              | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22515.19     | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                                  | NLSN 9.29 04/15/29 144A                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75129.38     | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust 2013-7                                                                                      | CSMC 2013-7 B3                                      | CUSIP: 12647PAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201273 | PA      | $196385.23    | 0.07%             | 2043-08-25      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FSPC T-20 A5                                        | CUSIP: 3133TMFY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     72498 | PA      | $75380.90     | 0.03%             | 2029-12-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 6.25 09/15/33 144A                             | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4827.32      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                                    | TGE 9 08/01/29 144A                                 | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30972.66     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)       | ACI 5.625 03/31/32 144A                             | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43309.21     | 0.02%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Csmc 2018-J1 Trust                                                                                     | CSMC 2018-J1 B2                                     | CUSIP: 12653TBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    674326 | PA      | $620018.71    | 0.22%             | 2048-02-25      | Variable      | 3.58%                 | Yes           |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                                                  | NBLY 2021-1A A2                                     | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1143000 | PA      | $1095214.03   | 0.40%             | 2051-04-30      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| SBL Holdings Inc.                                                                                      | SECBEN V9.508 PERP 144A                             | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45829.84     | 0.02%             | N/A             | Floating      | 9.51%                 | Yes           |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                                  | NLSN 10.375 05/15/31 144A                           | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19155.23     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: —       |
| CSMC 2020-West                                                                                         | CSMC 2021-B33 A1                                    | CUSIP: 12658WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1307612 | PA      | $1238961.23   | 0.45%             | 2043-10-13      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 9.25 02/01/29 144A                           | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47806.99     | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                                         | OTEXCN 3.875 02/15/28 144A                          | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $26941.99     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2013-5                                                                          | SEMT 2013-5 B1                                      | CUSIP: 81745AAE7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-O            | CORP              | US        |     49893 | PA      | $49022.01     | 0.02%             | 2043-05-25      | Variable      | 3.49%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                                     | ALCSW 3.8 09/23/49 144A                             | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    777000 | PA      | $578768.55    | 0.21%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                                                   | CROSIN 6.5 10/01/30 144A                            | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16173.51     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                                         | OTEXCN 3.875 12/01/29 144A                          | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $25014.65     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                                         | SEMT 2013-10 B2                                     | CUSIP: 81745GAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60313 | PA      | $58953.91     | 0.02%             | 2043-08-25      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                           | ROCKIE 7.5 07/15/38 144A                            | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15661.70     | 0.01%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 4.8 09/01/28                                    | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    837000 | PA      | $840999.47    | 0.30%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                                            | GSMS 2017-FARM B                                    | CUSIP: 36254XAE4<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1568094.33   | 0.57%             | 2043-01-12      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 4.7 09/27/34                                   | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    612000 | PA      | $558926.15    | 0.20%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                                 | TXN 5.1 05/23/35                                    | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    764000 | PA      | $773772.39    | 0.28%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                                   | ALPGEN 6.25 01/15/34 144A                           | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23554.38     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 4.9 09/01/29                                    | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1985830.68   | 0.72%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 5.95 09/26/55                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    658000 | PA      | $554557.57    | 0.20%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | TII 2.375 02/15/56                                  | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11676770 | PA      | $10874918.76  | 3.94%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                                                               | TPB 7.625 03/15/32 144A                             | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100232.15    | 0.04%             | 2032-03-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                            | CRGYFN 7.625 04/01/32 144A                          | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22322.92     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Jack in the Box Inc.                                                                                   | JACK 2022-1A A2I                                    | CUSIP: 466365AD5<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |   1058000 | PA      | $1027266.16   | 0.37%             | 2052-02-25      | Fixed         | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Option Care Health Inc                                                                                 | OPCH 4.375 10/31/29 144A                            | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21196.32     | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Securities Corp.                                                            | WMALT 2005-9 2A4                                    | CUSIP: 93934FEQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36574 | PA      | $34095.82     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                                    | BNS V4.813 02/02/34                                 | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1596000 | PA      | $1574091.77   | 0.57%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                                   | MCMLT 2016-1 B2                                     | CUSIP: 59980TAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1038917.33   | 0.38%             | 2057-04-25      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                                         | PACLIF 4.375 02/03/31 144A                          | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1584229.07   | 0.57%             | 2031-02-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                         | WES 5.25 02/01/50                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    827000 | PA      | $698016.65    | 0.25%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-3                                                                         | VERUS 2022-3 A1                                     | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705247 | PA      | $673789.38    | 0.24%             | 2067-02-25      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2018-2                                                                   | MCMLT 2018-3 M3                                     | CUSIP: 59980XAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    947979 | PA      | $846686.34    | 0.31%             | 2058-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                                            | BRKHEC 5.75 04/01/37                                | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    738000 | PA      | $730425.65    | 0.26%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                           | BACR V5.088 06/20/30                                | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1596000 | PA      | $1601919.90   | 0.58%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                           | SHW 4.5 06/01/47                                    | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    683000 | PA      | $568883.15    | 0.21%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                                                   | RLJ 3.75 07/01/26 144A                              | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48757.47     | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  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        |     25000 | PA      | $24527.57     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                            | RIOLN 5.25 03/14/35                                 | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    524000 | PA      | $532535.76    | 0.19%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                           | BACR V2.894 11/24/32                                | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1282000 | PA      | $1144929.93   | 0.41%             | 2032-11-24      | Fixed         | 2.89%                 | 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        |     26000 | PA      | $26795.42     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 6.5 08/01/29 144A                               | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16178.18     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 7.125 02/01/32 144A                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42251.16     | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                                  | BZH 7.25 10/15/29                                   | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20903.78     | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 6.5 08/15/32 144A                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8002.18      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 6.25 08/01/33 144A                           | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17750.01     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                                  | BZH 7.5 03/15/31 144A                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14726.46     | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 3.375 01/15/31 144A                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18817.58     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                           | SWK V6.707 03/15/60                                 | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61511.38     | 0.02%             | 2060-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 4.75 03/01/30 144A                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $107038.13    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| State Enterprise Navoiyuran                                                                            | NAVYUR 6.7 07/02/30 144A                            | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $200099.64    | 0.07%             | 2030-07-02      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 4.25 02/01/31 144A                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $80142.48     | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 6.375 09/01/29 144A                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21062.88     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                          | CHTR 7.375 03/01/31 144A                            | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45705.59     | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Cascades Inc.                                                                                          | CASCN 5.375 01/15/28 144A                           | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19798.67     | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                                             | BECN 6.75 04/30/32 144A                             | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59984.77     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                       | GEL 6.75 03/15/34                                   | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4976.56      | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                                  | SO 5.95 02/01/39                                    | CUSIP: 373334JN2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    566000 | PA      | $584524.46    | 0.21%             | 2039-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                                    | GPN 5.2 11/15/32                                    | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $990027.30    | 0.36%             | 2032-11-15      | Fixed         | 5.20%                 | 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        |     47000 | PA      | $48806.68     | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PNC Capital Trust C                                                                                    | PNC F 06/01/28                                      | CUSIP: 69349AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1118709.95   | 0.40%             | 2028-06-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                                           | PII 5.6 03/01/31                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1361870.09   | 0.49%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                                         | SEMT 2017-2 A1                                      | CUSIP: 81746KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442581 | PA      | $405798.51    | 0.15%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                           | TMO 5.404 08/10/43                                  | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    708000 | PA      | $701372.18    | 0.25%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc New                                                                                      | TDW 9.125 07/15/30 144A                             | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42570.20     | 0.02%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| The Timken Company                                                                                     | TKR 4.5 12/15/28                                    | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1194749.02   | 0.43%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.375 03/01/29 144A                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26397.64     | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                                        | TDG 6.625 03/01/32 144A                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39755.55     | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.25 01/31/34 144A                              | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5053.36      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UNH 3.5 08/15/39                                    | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    911000 | PA      | $737547.30    | 0.27%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                                                                         | ZD 4.625 10/15/30 144A                              | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58283.92     | 0.02%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mc Brazil Downstream Trading Sarl                                                                      | MCBRAC 7.25 06/30/31 144A                           | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    544607 | PA      | $487353.60    | 0.18%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                                 | BWY 7.875 04/15/30 144A                             | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41874.00     | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                                                    | MEDIND 3.875 04/01/29 144A                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1492431.72   | 0.54%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Company                                                                                     | AEP 2.9 10/01/51 R                                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    959000 | PA      | $575166.96    | 0.21%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                                      | UPBD 6.375 02/15/29 144A                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44570.22     | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sesi, L.L.C.                                                                                           | SPN 7.875 09/30/30 144A                             | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50991.55     | 0.02%             | 2030-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2026-4                                                                          | SEMT 2026-4 A5                                      | CUSIP: 81750QAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1188347.64   | 0.43%             | 2056-03-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2017-1                                                                                  | TPMT 2017-1 B1                                      | CUSIP: 89173FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $936221.50    | 0.34%             | 2056-10-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017 4                                                                       | TPMT 2017-4 B1                                      | CUSIP: 89173UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $696568.72    | 0.25%             | 2057-06-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                              | TPMT 2019-4 A2                                      | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $731386.32    | 0.26%             | 2059-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                         | MEX 3.771 05/24/61                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    878000 | PA      | $523024.60    | 0.19%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                          | USB V4.967 07/22/33 MTN                             | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    684000 | PA      | $676547.51    | 0.24%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                                           | VAL 8.375 04/30/30 144A                             | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     36000 | PA      | $37302.44     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                                 | US 5YR NOTE (CBT) JUN26                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       158 | NC      | $21797.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                                 | US ULTRA BOND CBT JUN26                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         5 | NC      | $-327.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-Gc46                                                          | CGCMT 2020-GC46 A5                                  | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $766152.67    | 0.28%             | 2053-02-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                             | AAPL 4.65 02/23/46                                  | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1081661.67   | 0.39%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corporation                                                                           | CLW 4.75 08/15/28 144A                              | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37195.00     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                                    | BMW 4.5 08/11/30 144A                               | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1014459.09   | 0.37%             | 2030-08-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                              | TIBX 8.25 06/30/32 144A                             | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52020.26     | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-5C10 MORTGAGE TRUST                                                                           | BMO 2025-5C10 B                                     | CUSIP: 05615BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $910453.69    | 0.33%             | 2058-05-17      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Tibco Software Inc                                                                                     | TIBX 6.5 03/31/29 144A                              | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $55626.92     | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                                                 | BXC 6 11/15/29 144A                                 | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69702.26     | 0.03%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bristow Group Inc                                                                                      | VTOL 6.75 02/01/33 144A                             | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39402.01     | 0.01%             | 2033-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 3.419 04/15/33                                 | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1157089.43   | 0.42%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                       | BNSF 5.75 05/01/40                                  | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    853000 | PA      | $886881.95    | 0.32%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                                 | CB 4.9 08/15/35                                     | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1572066.70   | 0.57%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                         | GT 5.625 04/30/33                                   | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20160.65     | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                      | HSBC V4.675 03/10/32                                | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1134000 | PA      | $1118452.04   | 0.40%             | 2032-03-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                            | HST 3.375 12/15/29 H                                | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1515686.26   | 0.55%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                                           | HPP 4.65 04/01/29                                   | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18751.87     | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares Incorporated                                                                     | HBAN V4.623 01/28/32                                | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1572834.24   | 0.57%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                                | HYNMTR 5.35 03/19/29 144A                           | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    847000 | PA      | $862448.64    | 0.31%             | 2029-03-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                              | INVH 4.15 04/15/32                                  | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1209076.53   | 0.44%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                                     | IRM 4.5 02/15/31 144A                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23467.75     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                                | LVLT 6.875 06/30/33 144A                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     24392 | PA      | $24834.01     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                                           | BBCP 7.5 02/01/32 144A                              | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $44442.64     | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                                            | BRKHEC V7.375 09/15/55                              | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59835.53     | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                            | BRKHEC V7.125 08/15/56                              | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19835.37     | 0.01%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | CRM 5.55 03/15/36                                   | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1154789.71   | 0.42%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                           | UBS V4.588 08/10/32 144A                            | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1214000 | PA      | $1192935.84   | 0.43%             | 2032-08-10      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                                   | POLAND 5.5 03/18/54 30Y                             | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    736000 | PA      | $680289.55    | 0.25%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                           | ROCKIE 4.8 05/15/30 144A                            | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4794.39      | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Roller Bearing Company of America Inc.                                                                 | RBC 4.375 10/15/29 144A                             | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42714.78     | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V4.969 08/02/30 GMTN                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $951898.32    | 0.34%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                                     | STT F 06/15/47                                      | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1343526.10   | 0.49%             | 2047-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                                    | RRR 4.625 12/01/31 144A                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27058.93     | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                              | ATSG 7.25 03/15/32 144A                             | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29122.63     | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust 2017 C1                                                                  | UBSCM 2017-C1 AS                                    | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $332963.05    | 0.12%             | 2050-06-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                                                          | VERCOR 8.5 08/15/30 144A                            | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48861.36     | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Venture Global LNG Inc.                                                                                | VENLNG 8.125 06/01/28 144A                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82835.87     | 0.03%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Videotron LTD/ Videotron LTEE                                                                          | QBRCN 3.625 06/15/29 144A                           | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1404000 | PA      | $1358829.25   | 0.49%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                                     | EVRI 9.25 07/01/32 144A                             | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69559.07     | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                            | ABBV 4.45 05/14/46                                  | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    692000 | PA      | $595085.59    | 0.22%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                                    | AVTR 3.875 11/01/29 144A                            | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27213.51     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A97897                                           | CUSIP: 312946X27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157590 | PA      | $156149.25    | 0.06%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A12886                                           | CUSIP: 31296MF38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3910 | PA      | $3953.09      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG A13842                                           | CUSIP: 31296NHT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29753 | PA      | $30359.66     | 0.01%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4991 HB                                         | CUSIP: 3137FUUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2085000 | PA      | $1525067.62   | 0.55%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V3.691 06/05/28                                  | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    454000 | PA      | $449970.34    | 0.16%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V2.615 04/22/32                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $925514.99    | 0.33%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                               | GPI 4 08/15/28 144A                                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46436.01     | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                               | GPI 6.375 01/15/30 144A                             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11068.93     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Agate Bay Mortgage Trust 2015-7                                                                        | ABMT 2015-7 B1                                      | CUSIP: 00842CAS4<br>LEI: 549300LK2ZDVY7I44B84 | Long             | ABS-O            | CORP              | US        |    676391 | PA      | $648938.19    | 0.23%             | 2045-10-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| HONO MORTGAGE TRUST 2021-LULU                                                                          | HONO 2021-LULU B                                    | CUSIP: 40390MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $755575.97    | 0.27%             | 2036-12-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE V0 10/01/66                                     | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32339.71     | 0.01%             | 2066-10-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2015-7                                                                        | ABMT 2015-7 B2                                      | CUSIP: 00842CAT2<br>LEI: 549300LK2ZDVY7I44B84 | Long             | ABS-O            | CORP              | US        |   1054116 | PA      | $1009634.08   | 0.37%             | 2045-10-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2004-Ar14                                                             | RAST 2006-A1 1A3                                    | CUSIP: 45660L6K0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135152 | PA      | $56808.27     | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGPL Pipe Co LLC                                                                                       | NGPLCO 7.768 12/15/37 144A                          | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    660000 | PA      | $764552.09    | 0.28%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 7 01/15/31 144A                              | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40179.16     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ingles Markets, Incorporated                                                                           | IMKTA 4 06/15/31 144A                               | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32624.81     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE 4.4 03/01/31                                    | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1581510.47   | 0.57%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                                     | UNSEAM 7.875 02/15/31 144A                          | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31960.69     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-MINN                                         | JPMCC 2018-MINN A                                   | CUSIP: 46650GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1109360.88   | 0.40%             | 2035-11-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                             | PFGC 6.125 09/15/32 144A                            | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42066.57     | 0.02%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                              | ALSN 4.75 10/01/27 144A                             | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41739.64     | 0.02%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| The Kroger Co.                                                                                         | KR 5 04/15/42                                       | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    536000 | PA      | $497974.74    | 0.18%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                                      | PETRPE 4.75 06/19/32 144A                           | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    100000 | PA      | $79250.00     | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| The Allstate Corporation                                                                               | ALL V0 08/15/53 B                                   | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100968.75    | 0.04%             | 2053-08-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                                      | LYB 5.875 01/15/36                                  | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    534000 | PA      | $536094.43    | 0.19%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                                      | PETRPE 5.625 06/19/47 144A                          | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    100000 | PA      | $70125.00     | 0.03%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                                       | AAL 5.75 04/20/29 144A                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     19872 | PA      | $19762.95     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| B.A.T. Capital Corporation                                                                             | BATSLN 2.259 03/25/28                               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    938000 | PA      | $900217.30    | 0.33%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 5 03/15/27                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25414.45     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corporation                                                                          | TXT V0 02/15/42 144A                                | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1745453.90   | 0.63%             | 2042-02-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                                   | AMNTEC 7.25 08/01/32 144A                           | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9311.27      | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                                 | BRK 4.25 01/15/49                                   | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    522000 | PA      | $429110.03    | 0.16%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 4.875 03/15/28                                 | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9438.48      | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.75 02/15/45                                     | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $211649.02    | 0.08%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                    | CATMED 4.187 10/01/49                               | CUSIP: 20268JAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    723000 | PA      | $554179.20    | 0.20%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                | SORT 2020-1 A1                                      | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    926471 | PA      | $776243.58    | 0.28%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 7.875 06/15/32                                 | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8911.55      | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.75 08/15/55                                     | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1355000 | PA      | $1323877.34   | 0.48%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                                              | CACC 9.25 12/15/28                                  | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $38337.14     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 6.379 07/15/32                                   | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27138.90     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                                                | SSNC 5.5 09/30/27 144A                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20013.18     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.625 11/15/55                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $814273.44    | 0.29%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                                              | CACC 6.625 03/15/30                                 | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $25255.55     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 7.2 11/15/33                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41570.02     | 0.02%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Venture Global LNG Inc.                                                                                | VENLNG 7 01/15/30 144A                              | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26541.87     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.625 11/15/45                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $860101.56    | 0.31%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                                          | EFNCN 5.037 03/25/30 144A                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1094000 | PA      | $1104452.07   | 0.40%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Century Communities Inc                                                                                | CCS 6.625 09/15/33 144A                             | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27411.90     | 0.01%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG V9 PERP 144a                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63706.27     | 0.02%             | N/A             | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Notes                                                                           | T 3.5 01/31/28                                      | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14255000 | PA      | $14172588.28  | 5.13%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                                   | ELV 4.75 02/15/33                                   | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    795000 | PA      | $783188.96    | 0.28%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                                     | KO 2.5 03/15/51                                     | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $952510.46    | 0.34%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.75 04/15/28                                     | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6210000 | PA      | $6201024.62   | 2.24%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG C62740                                           | CUSIP: 31287NBH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6351 | PA      | $6668.95      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                                                | CMCO 7.125 02/01/33 144A                            | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7958.11      | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4 05/31/30                                        | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6975000 | PA      | $6999521.45   | 2.53%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG C72254                                           | CUSIP: 31288AQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4025 | PA      | $4164.72      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 4 03/01/48                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    673000 | PA      | $496234.89    | 0.18%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4 11/15/35                                        | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14350000 | PA      | $14009187.50  | 5.07%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNW 2004-W15 2AF                                    | CUSIP: 31394B2B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     21238 | PA      | $21042.65     | 0.01%             | 2044-08-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.625 12/31/30                                    | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14550000 | PA      | $14353916.05  | 5.19%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                                               | FERG 4.35 03/15/31                                  | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1099514.99   | 0.40%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                                        | WESODA 9.5 10/06/28 144A                            | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199217.15    | 0.07%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GALTON FD MTG TR 2019-1                                                                                | GFMT 2019-1 A22                                     | CUSIP: 36418WAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12559 | PA      | $11938.82     | 0.00%             | 2059-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd Bermuda                                                                  | WFRD 6.75 10/15/33 144A                             | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15316.04     | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                                    | GHANA 0 07/03/26 144A                               | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3200 | PA      | $3137.92      | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                                    | WFCM 2025-5C4 B                                     | CUSIP: 949931AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1078263.08   | 0.39%             | 2058-05-17      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                                    | GHANA 5 07/03/29 144A                               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     84700 | PA      | $80636.67     | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                      | WFC V4.96 01/23/37                                  | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1304405.80   | 0.47%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                                    | GHANA 0 01/03/30 144A                               | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     16711 | PA      | $14065.76     | 0.01%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                                           | WLAKE 2025-3A C                                     | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $874517.09    | 0.32%             | 2031-07-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| HNI Corp                                                                                               | HNI 5.125 01/18/29 144a                             | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49753.66     | 0.02%             | 2029-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                        | WHR 6.5 06/15/33                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26501.24     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Mattel, Inc.                                                                                           | MAT 5.45 11/01/41                                   | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    842000 | PA      | $762581.90    | 0.28%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                                         | PDCN 6.875 01/15/29 144A                            | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55395.29     | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                                            | SJI 5.02 04/15/31                                   | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68140.00     | 0.02%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| VEGAS TR 2024-TI                                                                                       | VEGAS 2024-TI A                                     | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1402886.24   | 0.51%             | 2039-11-14      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                         | NSANY 6.125 09/30/30 144A                           | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23007.98     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                                       | PARA 7.875 07/30/30                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40709.11     | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kaspi.Kz JSC                                                                                           | JSCKSP 6.25 03/26/30 144A                           | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $200926.12    | 0.07%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminium Corporation                                                                           | KALU 5.875 03/01/34 144A                            | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35342.44     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                                    | KNTK 5.875 06/15/30 144A                            | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38137.37     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                      | LNW 6.25 10/01/33 144A                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37228.22     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                             | LAD 5.5 10/01/30 144A                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27362.74     | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                                  | LOW 4.5 04/15/30                                    | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    802000 | PA      | $802063.59    | 0.29%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                                                           | MENTOR 10.5 12/15/30 144A                           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47485.85     | 0.02%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC V5.25 04/20/46                                 | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30002.07     | 0.01%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC 4.05 02/09/29 D                                | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1585196.45   | 0.57%             | 2029-02-09      | Fixed         | 4.05%                 | 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        |     37000 | PA      | $35248.79     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Owens Brockway Glass Container Inc.                                                                    | OI 7.375 06/01/32 144A                              | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17982.27     | 0.01%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                                                                        | SBUX 3.35 03/12/50                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    568000 | PA      | $383305.47    | 0.14%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                                    | STOR 4.625 03/15/29                                 | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    635000 | PA      | $628256.80    | 0.23%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                                    | STOR 2.7 12/01/31                                   | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    834000 | PA      | $725336.44    | 0.26%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                                 | UAL 4.625 04/15/29 144A                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1094176.06   | 0.40%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                                            | UPS 5.95 05/14/55                                   | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    972000 | PA      | $980241.16    | 0.35%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                                   | URI 5.375 11/15/33 144A                             | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11666.53     | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| VERDELITE STATIC CLO 2024-1 LTD/LLC                                                                    | BVSTAT 2024-1A B                                    | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    800000 | PA      | $800195.20    | 0.29%             | 2032-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 2.987 10/30/56                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    932000 | PA      | $548760.56    | 0.20%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 5.875 11/30/55                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    550000 | PA      | $535735.15    | 0.19%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Lp                                                                                      | VNO 5.75 02/01/33                                   | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14722.15     | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-22

**Name of Applicant:** Touchstone Funds Group Trust

**Signature:** Terri Lucas

**Name of Signer:** Terri Lucas

**Title:** Controller & Treasurer