# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001752724-23-046832
**Filing Date:** 2023-2
**Character Count:** 517582
**Document Hash:** b49478d0fc689b98f12117cd37fb17d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046832.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046832

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSGA Active Trust
- **CENTRAL INDEX KEY:** 0001516212
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 23683393

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 617-664-1465

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active Trust
- **DATE OF NAME CHANGE:** 20141208

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active ETF Trust
- **DATE OF NAME CHANGE:** 20110322

## Series and Classes Contracts Data

### SPDR DoubleLine Total Return Tactical ETF (Series ID: S000046314)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000144728 | SPDR DoubleLine Total Return Tactical ETF | TOTL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SSGA Active Trust

- **b. Investment Company Act file number:** 811-22542

- **c. CIK number of Registrant:** 0001516212

- **d. LEI of Registrant:** 549300MAXSRPQ75ICU67

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** SPDR DoubleLine Total Return Tactical ETF

- **b. EDGAR series identifier (if any):** S000046314

- **c. LEI of Series:** 549300BX4XYYCFT9AP37

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2319702040.00

**Total Liabilities:** $1470968.39

**Net Assets:** $2318231071.61

**Delayed Delivery Securities:** $316372.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -613.60000000 | **1-Year:** -23446.86000000 | **5-Year:** -64845.13000000 | **10-Year:** -83286.52000000 | **30-Year:** -37160.25000000

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

- **3-Month:** -1144.97000000 | **1-Year:** -22598.47000000 | **5-Year:** -68133.67000000 | **10-Year:** -49345.53000000 | **30-Year:** -9746.97000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144728 | -1.71%               | 3.25%                | -0.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11191147.08            | $-30043936.34                              |
| Month 2  | $-16132748.09            | $77368966.60                               |
| Month 3  | $-3211681.55             | $-12905659.12                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184142.20    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                         | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3060552.30   | 0.13%             | 2026-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                     | Cemex SAB de CV                                                                     | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $833625.00    | 0.04%             | 2026-06-08      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114000000 | PA      | $114623437.50 | 4.94%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                      | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $3552324.10   | 0.15%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                       | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $863898.40    | 0.04%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Catamaran CLO Ltd                                   | Catamaran CLO 2018-1 Ltd                                                            | CUSIP: 14900CAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $918600.00    | 0.04%             | 2031-10-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                   | Brown & Brown Inc                                                                   | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1219840.00   | 0.05%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                          | Trident TPI Holdings, Inc. 2021 Incremental Term Loan                               | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     60538 | PA      | $58278.77     | 0.00%             | 2028-09-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $489909.60    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming, Inc.                          | Penn National Gaming, Inc. 2022 Term Loan B                                         | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74625 | PA      | $74008.22     | 0.00%             | 2029-05-03      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers Clo 40 Ltd                                           | CUSIP: 64134JAG8<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1382953.50   | 0.06%             | 2033-04-16      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                                 | Endure Digital Inc. Term Loan                                                       | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    122269 | PA      | $110347.71    | 0.00%             | 2028-02-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point CLO XXVIII Ltd                                                          | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3641820.00   | 0.16%             | 2032-01-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                             | Banco Internacional del Peru SAA Interbank                                          | CUSIP: 000000000<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   1200000 | PA      | $1086180.00   | 0.05%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                | Colombia Government International Bond                                              | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    900000 | PA      | $617247.00    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                       | LFS Topco LLC                                                                       | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $318152.75    | 0.01%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc. | Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     41053 | PA      | $40214.54     | 0.00%             | 2029-07-06      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                               | AssuredPartners, Inc. 2020 Term Loan B                                              | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    321131 | PA      | $312635.65    | 0.01%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                 | CNT Holdings I Corp 2020 Term Loan                                                  | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216700 | PA      | $210295.43    | 0.01%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                | Colombia Government International Bond                                              | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1700000 | PA      | $1020629.00   | 0.04%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                            | Acuris Finance US Inc / Acuris Finance SARL                                         | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $379054.75    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                  | Everi Holdings Inc                                                                  | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    580000 | PA      | $499844.00    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings, Inc.                            | Prometric Holdings, Inc. 1st Lien Term Loan                                         | CUSIP: 80358TAC0<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    293910 | PA      | $259744.65    | 0.01%             | 2025-01-29      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust               | PRPM 2022-1 LLC                                                                     | CUSIP: 693582AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15473743 | PA      | $14467999.20  | 0.62%             | 2027-02-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings, LLC                       | First Advantage Holdings, LLC 2021 Term Loan B                                      | CUSIP: 78477MAF8<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    275666 | PA      | $271186.92    | 0.01%             | 2027-01-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                     | MED ParentCo LP 1st Lien Term Loan                                                  | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    186624 | PA      | $160103.18    | 0.01%             | 2026-08-31      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                        | UPL Corp Ltd                                                                        | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $155714.86    | 0.01%             | 2030-06-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                   | Expedia Group Inc                                                                   | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1387016.00   | 0.06%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                     | Informatica LLC 2021 USD Term Loan B                                                | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    327525 | PA      | $322120.84    | 0.01%             | 2028-10-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $325545.65    | 0.01%             | 2026-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                        | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176650.55    | 0.01%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                        | State Street Institutional US Government Money Market Fund                          | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  90237657 | NS      | $90237657.39  | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                | Glencore Funding LLC                                                                | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $736011.50    | 0.03%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                | Glencore Funding LLC                                                                | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $933738.30    | 0.04%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                             | Brighthouse Financial Global Funding                                                | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    665000 | PA      | $625432.50    | 0.03%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                                  | UEP Penonome II SA                                                                  | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    323147 | PA      | $235894.40    | 0.01%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                            | Spirit Aerosystems, Inc. 2022 Term Loan                                             | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |     79800 | PA      | $79276.51     | 0.00%             | 2027-01-15      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140J2MR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $7940433.80   | 0.34%             | 2030-12-01      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                                | Bioceanico Sovereign Certificate Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    136993 | PA      | $93097.53     | 0.00%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WORKDAY INC                                         | Workday Inc                                                                         | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    865000 | PA      | $793464.50    | 0.03%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140LEPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $8145314.00   | 0.35%             | 2031-12-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                         | Embarq Corp                                                                         | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $132544.95    | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38383DAL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47263313 | PA      | $5337186.04   | 0.23%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                        | GAIA Aviation Ltd                                                                   | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1166806 | PA      | $965236.63    | 0.04%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                           | Pike Corp                                                                           | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $489496.00    | 0.02%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FENIX POWER PERU SA                                 | Fenix Power Peru SA                                                                 | CUSIP: 000000000<br>LEI: 549300VBTI7WLU4G4642 | Long             | DBT              | CORP              | PE        |    298824 | PA      | $273862.80    | 0.01%             | 2027-09-20      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Greystone Select Financial LLC                      | Greystone Select Financial LLC Term Loan B                                          | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88338 | PA      | $85246.63     | 0.00%             | 2028-06-16      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point CLO XXVI Ltd                                                            | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $443807.00    | 0.02%             | 2034-07-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                    | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1769233.00   | 0.08%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136BAR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9080460 | PA      | $7839965.72   | 0.34%             | 2046-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                | DBUBS 2017-BRBK Mortgage Trust                                                      | CUSIP: 23305JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463000 | PA      | $408088.42    | 0.02%             | 2034-10-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                            | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $466450.00    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                | Colombia Government International Bond                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $520205.00    | 0.02%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point CLO XXXIII Ltd                                                          | CUSIP: 83616KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    700000 | PA      | $584430.00    | 0.03%             | 2035-04-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                         | Exelon Corp                                                                         | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    255000 | PA      | $202708.68    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                             | OneDigital Borrower LLC 2021 Term Loan                                              | CUSIP: 68277FAE9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    362133 | PA      | $343121.25    | 0.01%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                       | CommScope Inc                                                                       | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    470000 | PA      | $379553.20    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                          | NetApp Inc                                                                          | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1405394.25   | 0.06%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137H1NH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  81960747 | PA      | $1114861.23   | 0.05%             | 2051-08-25      | Floating      | 0.32%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                              | Brazilian Government International Bond                                             | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1200000 | PA      | $952692.00    | 0.04%             | 2047-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                     | LaserShip, Inc. 2021 Term Loan                                                      | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138250 | PA      | $100173.19    | 0.00%             | 2028-05-07      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2020-NET                                                                       | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2384659 | PA      | $2145495.54   | 0.09%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132QWWF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3101745 | PA      | $2871274.52   | 0.12%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                              | Santander Holdings USA Inc                                                          | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1755032.40   | 0.08%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                  | AmWINS Group, Inc. 2021 Term Loan B                                                 | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    310897 | PA      | $305771.76    | 0.01%             | 2028-02-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    310000 | PA      | $225621.10    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Tire Distributors Holdings, Inc.           | American Tire Distributors Holdings, Inc. 2021 Term Loan B                          | CUSIP: 03021BAL8<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |    164175 | PA      | $151041.00    | 0.01%             | 2028-10-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                      | Grupo Aval Ltd                                                                      | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $243762.00    | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                                 | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $312010.00    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138EQB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12327742 | PA      | $11166035.69  | 0.48%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WBD93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258026 | PA      | $254921.29    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.            | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan              | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    296807 | PA      | $297852.91    | 0.01%             | 2025-02-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation             | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4                       | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734765 | PA      | $703894.69    | 0.03%             | 2036-12-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                    | AMC Entertainment Holdings, Inc. 2019 Term Loan B                                   | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     48594 | PA      | $26569.99     | 0.00%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                             | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                          | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    325000 | PA      | $215195.50    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center, Inc.                                 | Rent-A-Center, Inc. 2021 First Lien Term Loan B                                     | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    167025 | PA      | $161387.91    | 0.01%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6372187.50   | 0.27%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                            | Hillman Group Inc. (The) 2021 Delayed Draw Term Loan                                | CUSIP: 43162TAT7<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |     28669 | PA      | $27885.78     | 0.00%             | 2028-07-14      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                  | Mativ Holdings Inc                                                                  | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218695.00    | 0.01%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                            | C&W Senior Financing DAC                                                            | CUSIP: 000000000<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $417712.50    | 0.02%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B24 Mortgage Trust                                                   | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3384485 | PA      | $207626.97    | 0.01%             | 2054-03-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC            | Amentum Government Services Holdings LLC Term Loan B                                | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    293784 | PA      | $288030.35    | 0.01%             | 2027-01-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                            | Indofood CBP Sukses Makmur Tbk PT                                                   | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $164548.32    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust              | Velocity Commercial Capital Loan Trust 2020-1                                       | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2445972 | PA      | $2013514.15   | 0.09%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                             | CUSIP: 35564KRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $8990495.05   | 0.39%             | 2042-02-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                | Redstone Holdco 2 LP 2021 Term Loan                                                 | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94861 | PA      | $66131.55     | 0.00%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                | Banff Merger Sub Inc 2021 USD Term Loan                                             | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    176289 | PA      | $169198.24    | 0.01%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                              | Marriott International Inc/MD                                                       | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1786248.45   | 0.08%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                   | Vedanta Resources Finance II PLC                                                    | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $903826.00    | 0.04%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $281002.40    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                      | BCAP LLC 2010-RR4-I Trust                                                           | CUSIP: 05532XDU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6003103 | PA      | $5163347.28   | 0.22%             | 2037-01-26      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-VOLT                                              | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1923000 | PA      | $1789230.85   | 0.08%             | 2036-09-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                      | Air Lease Corp                                                                      | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1429163.05   | 0.06%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                              | CHL Mortgage Pass-Through Trust 2007-12                                             | CUSIP: 17025LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2144849 | PA      | $1297063.44   | 0.06%             | 2037-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                       | Global Medical Response, Inc. 2020 Term Loan B                                      | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    121298 | PA      | $85743.12     | 0.00%             | 2025-10-02      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                | Octagon Investment Partners 40 Ltd                                                  | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $431000.00    | 0.02%             | 2035-01-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                             | Sasol Financing USA LLC                                                             | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $649424.00    | 0.03%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA2                                                     | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1768564 | PA      | $1453200.29   | 0.06%             | 2046-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38380R4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  56944266 | PA      | $3592703.17   | 0.15%             | 2063-05-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-21M                                               | CUSIP: 05609CAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140418 | PA      | $1934765.03   | 0.08%             | 2036-10-15      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                                | Metis Merger Sub LLC                                                                | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $177576.00    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                               | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $367772.00    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                     | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21222571 | PA      | $248192.24    | 0.01%             | 2058-07-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38383PQQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3948642 | PA      | $568985.25    | 0.02%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                   | Magnetite Xxix Ltd                                                                  | CUSIP: 55955JAA5<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $446040.00    | 0.02%             | 2034-01-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140QB3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3580803 | PA      | $3145365.10   | 0.14%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                      | GOGO Intermediate Holdings LLC Term Loan B                                          | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168494 | PA      | $167266.10    | 0.01%             | 2028-04-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382WHG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8562313 | PA      | $400033.00    | 0.02%             | 2051-01-20      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                    | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2659302.40   | 0.11%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp II                                                      | CUSIP: 36192CAG0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2635418 | PA      | $102.94       | 0.00%             | 2046-02-10      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                  | SunCoke Energy Inc                                                                  | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    510000 | PA      | $435065.70    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                    | CUSIP: 3132DWBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18028080 | PA      | $15902042.27  | 0.69%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                            | Olympus Water US Holding Corp                                                       | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $303956.00    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                           | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315153.45    | 0.01%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                               | eG Global Finance PLC                                                               | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $388701.45    | 0.02%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                 | Callon Petroleum Co                                                                 | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    455000 | PA      | $417699.10    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2015-GS1                                               | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |  25232018 | PA      | $457420.40    | 0.02%             | 2048-11-10      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                             | Equate Petrochemical BV                                                             | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $609000.00    | 0.03%             | 2028-04-28      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                           | PRA Health Sciences, Inc. US Term Loan                                              | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |     37226 | PA      | $37160.69     | 0.00%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                     | AdaptHealth LLC                                                                     | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $766008.00    | 0.03%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                               | Scripps Escrow II Inc                                                               | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $138310.30    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                    | Trans Union, LLC 2021 Term Loan B6                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    137562 | PA      | $136443.83    | 0.01%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2018-TWR                                          | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $514745.14    | 0.02%             | 2031-07-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                 | Minejesa Capital BV                                                                 | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $176114.00    | 0.01%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                   | Vantage Specialty Chemicals, Inc. 2017 1st Lien Term Loan                           | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    280996 | PA      | $275059.84    | 0.01%             | 2024-10-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                        | Mitchell International, Inc. 2021 2nd Lien Term Loan                                | CUSIP: 000000000<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     40000 | PA      | $33425.00     | 0.00%             | 2029-10-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                             | ASP Unifrax Holdings Inc                                                            | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    590000 | PA      | $475121.10    | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer, LLC                               | Illuminate Buyer, LLC 2021 Term Loan                                                | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    371884 | PA      | $357008.45    | 0.02%             | 2027-06-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Hayfin Kingsland X Ltd                              | Hayfin Kingsland X Ltd                                                              | CUSIP: 42086VAL4<br>LEI: 549300USIN4WRU31TE81 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1957564.00   | 0.08%             | 2031-04-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| AVATION CAPITAL SA                                  | AVATION CAPITAL SA                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      4550 | NS      | $1641.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                        | Mitchell International, Inc. 2021 Term Loan B                                       | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    243879 | PA      | $225462.38    | 0.01%             | 2028-10-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38383Y6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  46395608 | PA      | $6385330.15   | 0.28%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                       | CQP Holdco LP 2021 Term Loan B                                                      | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    273634 | PA      | $272779.32    | 0.01%             | 2028-06-05      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                         | CUSIP: 61762XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11141485 | PA      | $18737.30     | 0.00%             | 2046-10-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2016-LC24                                     | CUSIP: 95000HBM3<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1636876.43   | 0.07%             | 2049-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                 | Altice Financing SA                                                                 | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $193963.20    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    220000 | PA      | $114067.80    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                   | Expedia Group Inc                                                                   | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2134489.50   | 0.09%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                             | American Airlines, Inc. 2017 1st Lien Term Loan                                     | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    215600 | PA      | $205204.85    | 0.01%             | 2027-01-29      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                     | CUSIP: 94989HAZ3<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |   6748801 | PA      | $118730.58    | 0.01%             | 2048-05-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                              | BBVA Bancomer SA/Texas                                                              | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $179950.00    | 0.01%             | 2033-01-18      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2018-TWR                                          | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $540394.27    | 0.02%             | 2031-07-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $889363.30    | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS RIALTO                                                                           | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1915408.00   | 0.08%             | 2038-05-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc.                                 | Everi Holdings Inc. 2021 Term Loan B                                                | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |    113562 | PA      | $112805.61    | 0.00%             | 2028-08-03      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38381DDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  89243842 | PA      | $6020072.75   | 0.26%             | 2062-12-16      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2016-UBS12                                           | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47505666 | PA      | $964061.45    | 0.04%             | 2049-12-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                          | Playa Resorts Holding B.V. 2022 Term Loan B                                         | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    160000 | PA      | $156267.20    | 0.01%             | 2029-01-05      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                            | Banco do Brasil SA/Cayman                                                           | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   1100000 | PA      | $1095380.00   | 0.05%             | 2024-06-18      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CAP SA                                              | CAP SA                                                                              | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $470076.00    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates   | First Franklin Mortgage Loan Trust Series 2007-FF2                                  | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9173789 | PA      | $4782956.20   | 0.21%             | 2037-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                    | Bain Capital Credit CLO 2020-5 Ltd                                                  | CUSIP: 05683FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2335395.00   | 0.10%             | 2032-01-20      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                     | Traverse Midstream Partners LLC 2017 Term Loan                                      | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    254526 | PA      | $254366.48    | 0.01%             | 2024-09-27      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16203966 | PA      | $14252214.97  | 0.61%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                            | United Natural Foods Inc                                                            | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    455000 | PA      | $437641.75    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1339428 | PA      | $1188211.75   | 0.05%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust        | Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                               | CUSIP: 94986CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826714 | PA      | $703242.78    | 0.03%             | 2037-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                             | Quikrete Holdings, Inc. 2021 Term Loan B1                                           | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    124062 | PA      | $123257.95    | 0.01%             | 2029-03-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136AJMU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3763688 | PA      | $3331532.17   | 0.14%             | 2044-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                    | Pampa Energia SA                                                                    | CUSIP: 000000000<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    150000 | PA      | $138117.00    | 0.01%             | 2029-04-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                       | Springs Windows Fashions, LLC 2021 Term Loan B                                      | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118272 | PA      | $97190.04     | 0.00%             | 2028-10-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                  | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    895000 | PA      | $873385.75    | 0.04%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PMHC II, Inc.                                       | PMHC II, Inc. 2022 Term Loan B                                                      | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    124688 | PA      | $106016.79    | 0.00%             | 2029-04-23      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                | Townsquare Media Inc                                                                | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132183.00    | 0.01%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                              | Canyon Capital CLO 2021-2 Ltd                                                       | CUSIP: 13877EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1793150.00   | 0.08%             | 2034-04-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                 | CitiMortgage Alternative Loan Trust Series 2007-A1                                  | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3737744 | PA      | $3090042.43   | 0.13%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136ADMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611451 | PA      | $376108.24    | 0.02%             | 2043-04-25      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                         | Fertitta Entertainment, LLC 2022 Term Loan B                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    233238 | PA      | $222218.19    | 0.01%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Wheel Pros, LLC                                     | Wheel Pros, LLC 2021 Term Loan                                                      | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73051 | PA      | $49939.81     | 0.00%             | 2028-05-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC           | Oryx Midstream Services Permian Basin LLC Term Loan B                               | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    186299 | PA      | $184392.44    | 0.01%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                     | CUSIP: 95000GBC7<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |  19849000 | PA      | $800377.18    | 0.03%             | 2049-08-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                   | Southern Veterinary Partners, LLC Term Loan                                         | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     54359 | PA      | $52207.11     | 0.00%             | 2027-10-05      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                  | Getty Images, Inc. 2019 USD Term Loan B                                             | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163571 | PA      | $163469.05    | 0.01%             | 2026-02-19      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8567604 | PA      | $7689648.34   | 0.33%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                                | CWT Travel Group Inc                                                                | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1 | PA      | $0.85         | 0.00%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                        | Ecopetrol SA                                                                        | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $140000.00    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| eResearchTechnology, Inc.                           | eResearchTechnology, Inc. 2020 1st Lien Term Loan                                   | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |     29471 | PA      | $26090.98     | 0.00%             | 2027-02-04      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2017-C38                                      | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34315568 | PA      | $1123551.74   | 0.05%             | 2050-07-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                          | E.W. Scripps Company (The) 2019 Term Loan B2                                        | CUSIP: 26928BAL3<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    449559 | PA      | $442983.79    | 0.02%             | 2026-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp                                                                            | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    280000 | PA      | $238392.00    | 0.01%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                  | Scotiabank Peru SAA                                                                 | CUSIP: 000000000<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $493930.00    | 0.02%             | 2027-12-13      | Variable      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                            | Roller Bearing Co of America Inc                                                    | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    205000 | PA      | $177224.55    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136AKMP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4519869 | PA      | $4034161.92   | 0.17%             | 2044-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                       | Lendbuzz Securitization Trust 2022-1                                                | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3726669 | PA      | $3580048.41   | 0.15%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                       | Peraton Corp. Term Loan B                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    421633 | PA      | $412498.18    | 0.02%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                            | Alexandria Real Estate Equities Inc                                                 | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   3015000 | PA      | $2246355.90   | 0.10%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| K-Mac Holdings Corp                                 | K-Mac Holdings Corp 2021 Term Loan                                                  | CUSIP: 55304PAB7<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |    192319 | PA      | $183424.01    | 0.01%             | 2028-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                           | Mirion Technologies, Inc. 2021 Term Loan                                            | CUSIP: 60470HAB3<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |    243162 | PA      | $239254.88    | 0.01%             | 2028-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XLVIII Ltd                                                     | CUSIP: 55821UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $928425.00    | 0.04%             | 2033-04-19      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2016-C35                                      | CUSIP: 95000FAY2<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2543730.54   | 0.11%             | 2048-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2020-C58                                      | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19892709 | PA      | $1973483.09   | 0.09%             | 2053-07-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                     | ChaseFlex Trust Series 2007-3                                                       | CUSIP: 16165AAB0<br>LEI: 549300U1F9IQTDPULK34 | Long             | ABS-MBS          | CORP              | US        |   7808670 | PA      | $2154253.85   | 0.09%             | 2037-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382NYE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9133631 | PA      | $1334713.43   | 0.06%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V. EQUITY                            | BRIGHT BIDCO B.V. EQUITY                                                            | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | EC               | CORP              | US        |       710 | NS      | $13933.75     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Panama                                  | Panama Government International Bond                                                | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1300000 | PA      | $945880.00    | 0.04%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                             | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $935980.50    | 0.04%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                             | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1900000 | PA      | $1470068.00   | 0.06%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                               | Arrow Electronics Inc                                                               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1444677.84   | 0.06%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                  | Scripps Escrow Inc                                                                  | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $94038.00     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                            | Perrigo Investments, LLC Term Loan B                                                | CUSIP: 71429TAC4<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |    104475 | PA      | $104083.22    | 0.00%             | 2029-04-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382MZR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11873297 | PA      | $1713279.37   | 0.07%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                              | BBVA Bancomer SA/Texas                                                              | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $555348.00    | 0.02%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1646384.15   | 0.07%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                     | MVW 2021-1W LLC                                                                     | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    851943 | PA      | $761568.45    | 0.03%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                                | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134978.00    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                            | Telesat Canada / Telesat LLC                                                        | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $79667.00     | 0.00%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                    | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    184932 | PA      | $157166.31    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                            | Triton Water Holdings Inc                                                           | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $178226.40    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC           | Pediatric Associates Holding Company, LLC 2021 Term Loan B                          | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    211167 | PA      | $201049.34    | 0.01%             | 2028-12-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                    | Air Methods Corp                                                                    | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |     78000 | PA      | $4458.48      | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                       | Castle US Holding Corporation USD Term Loan B                                       | CUSIP: 14852DAC5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    313529 | PA      | $195367.56    | 0.01%             | 2027-01-29      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                           | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2860000 | PA      | $2827367.40   | 0.12%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE Inc                                                                    | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    475000 | PA      | $416057.25    | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                                      | Telesat Canada Term Loan B5                                                         | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102573 | PA      | $48392.53     | 0.00%             | 2026-12-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                 | Bausch & Lomb, Inc. Term Loan                                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    323525 | PA      | $308613.37    | 0.01%             | 2027-05-10      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2019-C50                                      | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26965642 | PA      | $1700571.22   | 0.07%             | 2052-05-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                        | Sophia, L.P. 2021 Term Loan B                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    421689 | PA      | $407986.65    | 0.02%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                            | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                  | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $224415.95    | 0.01%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                | GrafTech Finance Inc                                                                | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $160993.95    | 0.01%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                | Parker-Hannifin Corp                                                                | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    455000 | PA      | $442132.60    | 0.02%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education Inc                                                           | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    305000 | PA      | $256721.55    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 264000000 | PA      | $269280000.00 | 11.62%            | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132HQBF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3131812 | PA      | $2839636.78   | 0.12%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                    | Guara Norte Sarl                                                                    | CUSIP: 000000000<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    273171 | PA      | $230881.40    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4277660.17   | 0.18%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRPL Trust Series                                   | NRPL Trust 2019-3                                                                   | CUSIP: 62890JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3307992 | PA      | $3318939.05   | 0.14%             | 2059-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd                  | Octagon Investment Partners 51 Ltd                                                  | CUSIP: 67578JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1385000 | PA      | $1338741.00   | 0.06%             | 2034-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes              | Greystone CRE Notes 2021-FL3 Ltd                                                    | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2925000 | PA      | $2690336.03   | 0.12%             | 2039-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                          | Pretium PKG Holdings, Inc. 2021 2nd Lien Term Loan                                  | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $28068.98     | 0.00%             | 2029-10-01      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust      | CUSIP: 93934FCN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714856 | PA      | $665168.61    | 0.03%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                            | Adani Electricity Mumbai Ltd                                                        | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $288020.00    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                                | KKR Apple Bidco, LLC 2021 Term Loan                                                 | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    188100 | PA      | $185822.11    | 0.01%             | 2028-09-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                  | Connect Finco Sarl 2021 Term Loan B                                                 | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    141375 | PA      | $140034.79    | 0.01%             | 2026-12-11      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                | Octagon Investment Partners 49 Ltd                                                  | CUSIP: 67578FAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2258000.00   | 0.10%             | 2033-01-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corp Ltd                                                                        | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    395000 | PA      | $310888.70    | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                    | Bain Capital Credit CLO 2022-3 Ltd                                                  | CUSIP: 05684NAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $888600.00    | 0.04%             | 2035-07-17      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC         | BBCMS 2017-DELC Mortgage Trust                                                      | CUSIP: 05552EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $904484.67    | 0.04%             | 2036-08-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382HYM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7561301 | PA      | $817016.90    | 0.04%             | 2050-08-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                                | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    240000 | PA      | $193831.20    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                        | American Trailer World Corp. Term Loan B                                            | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |     74018 | PA      | $64334.25     | 0.00%             | 2028-03-03      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30 LTD                  | Octagon Investment Partners 30 Ltd                                                  | CUSIP: 675920AQ5<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $952506.00    | 0.04%             | 2030-03-17      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XI Ltd                                                         | CUSIP: 55818KAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $937600.00    | 0.04%             | 2029-07-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                               | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $16633.12     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                            | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $432786.00    | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                             | Aethon United BR LP / Aethon United Finance Corp                                    | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $302874.15    | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                              | CHL Mortgage Pass-Through Trust 2007-10                                             | CUSIP: 12545CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3463333 | PA      | $1617985.70   | 0.07%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                          | United Natural Foods, Inc. Term Loan B                                              | CUSIP: 91116KAB1<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     94646 | PA      | $94546.34     | 0.00%             | 2025-10-22      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                            | iHeartCommunications Inc                                                            | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63877.50     | 0.00%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                     | Envision Healthcare Corporation 2022 Third Out Term Loan                            | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    265349 | PA      | $70759.20     | 0.00%             | 2027-03-31      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7                          | CUSIP: 61690KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935428 | PA      | $36.54        | 0.00%             | 2046-02-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2005-21CB                                                    | CUSIP: 12667GKC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1692819 | PA      | $1296821.05   | 0.06%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $323501.85    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                 | Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser 2004 FR1          | CUSIP: 03072SQV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4804032 | PA      | $3360303.24   | 0.14%             | 2034-05-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                               | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $429216.00    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                  | I-Logic Technologies Bidco Limited 2021 USD Term Loan B                             | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    162500 | PA      | $160062.50    | 0.01%             | 2028-02-16      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Access CIG, LLC                                     | Access CIG, LLC 2018 1st Lien Term Loan                                             | CUSIP: 00435CAH1<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |     79149 | PA      | $77705.64     | 0.00%             | 2025-02-27      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP/FINANC                            | CSI Compressco LP / CSI Compressco Finance Inc                                      | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $266041.80    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2022-1                                                 | CUSIP: 91679WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $5985097.63   | 0.26%             | 2032-03-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5618441 | PA      | $5050535.17   | 0.22%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2015-C4 Commercial Mortgage Trust                                             | CUSIP: 12635RAZ1<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |  31619896 | PA      | $571795.54    | 0.02%             | 2048-11-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                             | Unifin Financiera SAB de CV                                                         | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $11898.00     | 0.00%             | 2025-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                 | NuStar Logistics LP                                                                 | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    510000 | PA      | $492573.30    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                       | ModivCare Inc                                                                       | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246207.00    | 0.01%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UPL Corp Ltd                                        | UPL Corp Ltd                                                                        | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |   1300000 | PA      | $1092633.22   | 0.05%             | 2028-03-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2016-GC36                                       | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19526691 | PA      | $547339.99    | 0.02%             | 2049-02-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                         | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $588099.90    | 0.03%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                             | Superior Plus LP / Superior General Partner Inc                                     | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    395000 | PA      | $339214.15    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                            | Empresas Publicas de Medellin ESP                                                   | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $770030.00    | 0.03%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                               | Nabors Industries Ltd                                                               | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    305000 | PA      | $288725.20    | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                            | Banco Mercantil del Norte SA/Grand Cayman                                           | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $165588.00    | 0.01%             | 2032-01-24      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 27, LTD.                | Octagon Investment Partners 27 Ltd                                                  | CUSIP: 67590XAS1<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $433700.00    | 0.02%             | 2030-07-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                   | Mavis Tire Express Services Corp. 2021 Term Loan B                                  | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    322387 | PA      | $308397.06    | 0.01%             | 2028-05-04      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4717625.00   | 0.20%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BJQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3102803 | PA      | $2889121.53   | 0.12%             | 2030-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                              | Discover Financial Services                                                         | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1788242.00   | 0.08%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                    | CUSIP: 3133KJ3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13533797 | PA      | $11556710.69  | 0.50%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                | PRET 2021-NPL5 LLC                                                                  | CUSIP: 74143KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4286950 | PA      | $3870545.83   | 0.17%             | 2051-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                    | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    810000 | PA      | $457990.20    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                 | Georgia-Pacific LLC                                                                 | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1810092.00   | 0.08%             | 2025-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2013-CCRE12 Mortgage Trust                                                     | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |  24543165 | PA      | $152929.69    | 0.01%             | 2046-10-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                             | PUG LLC USD Term Loan                                                               | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    311976 | PA      | $259719.98    | 0.01%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138EPF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490063 | PA      | $484165.73    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NASCAR Holdings, Inc                                | NASCAR Holdings, Inc Term Loan B                                                    | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |    205972 | PA      | $205763.25    | 0.01%             | 2026-10-19      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                             | Astra Acquisition Corp. 2021 2nd Lien Term Loan                                     | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159962 | PA      | $143965.39    | 0.01%             | 2029-10-25      | Floating      | 13.26%                | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                        | Arconic Corp                                                                        | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    860000 | PA      | $808357.00    | 0.03%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                               | Dun & Bradstreet Corp/The                                                           | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    505000 | PA      | $435163.55    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                          | VMware Inc                                                                          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1266143.90   | 0.05%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                              | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $131200.50    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Conair Holdings, LLC                                | Conair Holdings, LLC Term Loan B                                                    | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    182688 | PA      | $154599.30    | 0.01%             | 2028-05-17      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                   | Wellfleet CLO X LTD                                                                 | CUSIP: 94949WAN6<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3311350.00   | 0.14%             | 2032-07-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                            | Republic of South Africa Government International Bond                              | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    650000 | PA      | $579358.00    | 0.02%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    465000 | PA      | $378138.00    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                   | Sysco Corp                                                                          | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    920000 | PA      | $632776.00    | 0.03%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | Csail 2015-C2 Commercial Mortgage Trust                                             | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $812905.72    | 0.04%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                               | Entergy Louisiana LLC                                                               | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    580000 | PA      | $523038.20    | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                              | SWF Escrow Issuer Corp                                                              | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $95683.50     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                  | Alliant Holdings Intermediate, LLC 2021 Term Loan B4                                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    153062 | PA      | $149809.92    | 0.01%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                | Olympus Water US Holding Corporation 2021 USD Term Loan B                           | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    198000 | PA      | $190602.72    | 0.01%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140X8H67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7960187 | PA      | $6835982.88   | 0.29%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower, LLC                              | Polar US Borrower, LLC 2018 1st Lien Term Loan                                      | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    154390 | PA      | $125519.24    | 0.01%             | 2025-10-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                         | LG Chem Ltd                                                                         | CUSIP: 501955AD0<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $196427.50    | 0.01%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140HWKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10034000 | PA      | $7824608.82   | 0.34%             | 2039-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                      | Helios Software Holdings, Inc. 2021 USD Term Loan B                                 | CUSIP: 42328DAF5<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |    268821 | PA      | $264397.96    | 0.01%             | 2028-03-11      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                     | CFCRE Commercial Mortgage Trust 2016-C4                                             | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10009421 | PA      | $408016.21    | 0.02%             | 2058-05-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                         | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $873850.00    | 0.04%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                         | Southern Co/The                                                                     | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1761610.50   | 0.08%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA4                                             | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4303444.10   | 0.19%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1320076.35   | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $434933.45    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2020-L4                                              | CUSIP: 61770KAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32980989 | PA      | $1956903.22   | 0.08%             | 2053-02-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                         | Viatris Inc                                                                         | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543564.00    | 0.02%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V          | Axalta Coating Systems Dutch Holding B B.V 2022 USD Term Loan B                     | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    145000 | PA      | $145326.25    | 0.01%             | 2029-12-20      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings, Inc.                       | Autokiniton US Holdings, Inc. 2021 Term Loan B                                      | CUSIP: 05278HAB2<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132M7ME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    927653 | PA      | $917391.22    | 0.04%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $2319570.00   | 0.10%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                         | Asurion LLC 2021 Second Lien Term Loan B4                                           | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    290000 | PA      | $227132.35    | 0.01%             | 2029-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XVII Ltd                                                       | CUSIP: 55818YBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945300.00    | 0.04%             | 2030-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 31418BG42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867461 | PA      | $825742.08    | 0.04%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                             | Transocean Poseidon Ltd                                                             | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    328125 | PA      | $319715.16    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $481740.00    | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2164731 | PA      | $2067250.31   | 0.09%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                    | Kronos Acquisition Holdings Inc. 2021 Term Loan B                                   | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276506 | PA      | $263779.63    | 0.01%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                               | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $174586.00    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    420000 | PA      | $353362.80    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                              | VTR Comunicaciones SpA                                                              | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $374148.00    | 0.02%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc           | Structured Asset Mortgage Investments II Trust 2004-AR3                             | CUSIP: 86359LCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142495 | PA      | $1079435.18   | 0.05%             | 2034-07-19      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136BF4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9925961 | PA      | $8584867.54   | 0.37%             | 2041-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                              | Bunge Ltd Finance Corp                                                              | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $964534.00    | 0.04%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                               | Uber Technologies Inc                                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    380000 | PA      | $331291.60    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                       | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    420000 | PA      | $397845.00    | 0.02%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                     | Venture 39 CLO Ltd                                                                  | CUSIP: 92332TAF9<br>LEI: 549300VI1BOFEK7C6D74 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1601425.00   | 0.07%             | 2033-04-15      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2022-III Ltd                                                           | CUSIP: 12571KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1918200.00   | 0.08%             | 2035-04-21      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                         | McAfee, LLC 2022 USD Term Loan B                                                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    279300 | PA      | $260746.10    | 0.01%             | 2029-03-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                    | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    740000 | PA      | $721374.20    | 0.03%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                          | Restoration Hardware, Inc. Term Loan B                                              | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    237000 | PA      | $218691.75    | 0.01%             | 2028-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                            | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373608.00    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                | Cornerstone Building Brands Inc                                                     | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $239662.60    | 0.01%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.                  | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan                          | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |    152288 | PA      | $144809.42    | 0.01%             | 2027-11-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust 2017-SLCT                                                                  | CUSIP: 05607DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131323 | PA      | $1115935.77   | 0.05%             | 2034-07-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                              | Energizer Holdings Inc                                                              | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224152.40    | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                        | Ecopetrol SA                                                                        | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2050000 | PA      | $1385390.00   | 0.06%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 31397UPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2026977 | PA      | $176641.45    | 0.01%             | 2041-06-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                          | Gainwell Acquisition Corp. Term Loan B                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420147 | PA      | $395463.51    | 0.02%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                                  | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1744120.00   | 0.08%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                      | PAGAYA AI Debt Trust 2022-2                                                         | CUSIP: 69546VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2709273 | PA      | $2643379.29   | 0.11%             | 2030-01-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136AUSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4307452 | PA      | $4141098.55   | 0.18%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                       | Edelman Financial Center, LLC 2021 Term Loan B                                      | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    188063 | PA      | $175980.21    | 0.01%             | 2028-04-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes 2020-SFR2 Trust                                                      | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1765792.48   | 0.08%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                             | ClubCorp Holdings, Inc. 2017 Term Loan B                                            | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    153779 | PA      | $139208.91    | 0.01%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                            | Consolidated Communications Inc                                                     | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $213857.60    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                       | Coherent Corp                                                                       | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    405000 | PA      | $350418.15    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower, LLC                            | Sweetwater Borrower, LLC Term Loan B                                                | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |     84164 | PA      | $78272.67     | 0.00%             | 2028-08-07      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                 | Carrier Global Corp                                                                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $848768.10    | 0.04%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| TERVITA CORP                                        | Tervita Corp                                                                        | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    237000 | PA      | $255583.17    | 0.01%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                      | ACRE Commercial Mortgage 2021-FL4 Ltd                                               | CUSIP: 00489TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2888910.00   | 0.12%             | 2037-12-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                       | Acrisure, LLC 2021 First Lien Term Loan B                                           | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    138600 | PA      | $134499.52    | 0.01%             | 2027-02-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $8700679.73   | 0.38%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                | Monongahela Power Co                                                                | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $867285.00    | 0.04%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                         | Jazz Financing Lux S.a.r.l. USD Term Loan                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    510730 | PA      | $507019.39    | 0.02%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136ASUJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3644429 | PA      | $3398187.48   | 0.15%             | 2044-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P                            | GIP II Blue Holding, L.P Term Loan B                                                | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114422 | PA      | $113623.07    | 0.00%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                            | PECF USS Intermediate Holding III Corp                                              | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $103867.20    | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                            | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    650000 | PA      | $519759.50    | 0.02%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                        | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    265000 | PA      | $236841.10    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                         | Asurion LLC 2021 2nd Lien Term Loan B3                                              | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     70000 | PA      | $55008.10     | 0.00%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                         | Gap Inc/The                                                                         | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    405000 | PA      | $285719.40    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                              | Verscend Holding Corp. 2021 Term Loan B                                             | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    415504 | PA      | $413685.78    | 0.02%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                             | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    780000 | PA      | $696290.40    | 0.03%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                    | EAB Global, Inc. 2021 Term Loan                                                     | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    156492 | PA      | $150931.37    | 0.01%             | 2028-08-16      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                            | Indofood CBP Sukses Makmur Tbk PT                                                   | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $163063.09    | 0.01%             | 2032-04-27      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382LPU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34302453 | PA      | $3781220.08   | 0.16%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                       | Mexarrend SAPI de CV                                                                | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    282000 | PA      | $62313.54     | 0.00%             | 2024-07-24      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138YKFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6335605 | PA      | $5867751.57   | 0.25%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2020-1                                                 | CUSIP: 91679UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1938001 | PA      | $1882563.00   | 0.08%             | 2030-04-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Gulf Finance, LLC                                   | Gulf Finance, LLC 2021 Term Loan                                                    | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |    174068 | PA      | $164783.69    | 0.01%             | 2026-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $2668700.20   | 0.12%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                       | TransDigm Inc                                                                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444744.00    | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust      | Morgan Stanley Residential Mortgage Loan Trust 2020-RPL1                            | CUSIP: 61771HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749850 | PA      | $688859.92    | 0.03%             | 2060-10-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                        | Organon & Co USD Term Loan                                                          | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    534386 | PA      | $530522.45    | 0.02%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                   | Polaris Newco LLC USD Term Loan B                                                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    273557 | PA      | $250305.07    | 0.01%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                             | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                           | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $231337.05    | 0.01%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                     | MVW 2021-1W LLC                                                                     | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1419905 | PA      | $1259823.84   | 0.05%             | 2041-01-22      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                    | Freddie Mac Strips                                                                  | CUSIP: 3132HT3B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10179085 | PA      | $9182247.28   | 0.40%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                | Garda World Security Corp                                                           | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $392385.60    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                | ACE Securities Corp Home Equity Loan Trust Series 2006-FM1                          | CUSIP: 00441VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8532065 | PA      | $2218336.37   | 0.10%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                    | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    545000 | PA      | $429078.50    | 0.02%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.            | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan                   | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |         0 | PA      | $0.00         | 0.00%             | 2026-05-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                  | Finastra USA, Inc. USD 1st Lien Term Loan                                           | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    255987 | PA      | $227080.72    | 0.01%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                | Ooredoo International Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |         0 | PA      | $0.00         | 0.00%             | 2023-02-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                               | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206395.10    | 0.01%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Worldwide Express Operations, LLC                   | Worldwide Express Operations, LLC 2021 1st Lien Term Loan                           | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188575 | PA      | $173188.22    | 0.01%             | 2028-07-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                      | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    395000 | PA      | $345988.40    | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                   | Chord Energy Corp                                                                   | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247044.00    | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $652085.95    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                              | Korea Development Bank/The                                                          | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $318320.00    | 0.01%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140J7YM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4717108 | PA      | $4083628.30   | 0.18%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                | Elmwood CLO VIII Ltd                                                                | CUSIP: 29003EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1413817.50   | 0.06%             | 2034-01-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                    | Bain Capital Credit CLO 2021-6 Ltd                                                  | CUSIP: 05684PAA4<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2886300.00   | 0.12%             | 2034-10-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2020-555                                        | CUSIP: 17328EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2047000 | PA      | $1510116.67   | 0.07%             | 2041-12-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods Inc                                                                        | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    340000 | PA      | $301923.40    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                              | Empresa de Transmision Electrica SA                                                 | CUSIP: 000000000<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $162886.00    | 0.01%             | 2049-05-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                            | Diamond Sports Group LLC / Diamond Sports Finance Co                                | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $45838.10     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource Inc                                                            | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325652.00    | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                 | Macquarie Group Ltd                                                                 | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2525000 | PA      | $1933670.25   | 0.08%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                             | Astra Acquisition Corp. 2021 1st Lien Term Loan                                     | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139181 | PA      | $123523.39    | 0.01%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes 2020-SFR2 Trust                                                      | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1755206.08   | 0.08%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                 | Granite Holdings US Acquisition Co. 2021 Term Loan B                                | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    351491 | PA      | $351710.28    | 0.02%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140LDZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19500000 | PA      | $15549504.17  | 0.67%             | 2033-10-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                   | Citigroup Mortgage Loan Trust 2007-AR5                                              | CUSIP: 17311LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621661 | PA      | $510620.92    | 0.02%             | 2037-04-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                           | Titan Acquisition Limited 2018 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    283233 | PA      | $265331.57    | 0.01%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2022-JR1                                                                       | CUSIP: 12546WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11057932 | PA      | $10521227.77  | 0.45%             | 2066-10-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                            | Pioneer Natural Resources Co                                                        | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1100557.90   | 0.05%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                            | Sabine Pass Liquefaction LLC                                                        | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1206617.70   | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LoanCore 2019-CRE2 Issuer, Ltd.                     | LoanCore 2019-CRE2 Issuer Ltd                                                       | CUSIP: 53946JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2955092 | PA      | $2881832.10   | 0.12%             | 2036-05-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                             | Park River Holdings Inc Term Loan                                                   | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120573 | PA      | $105953.22    | 0.00%             | 2027-12-28      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                        | Morgan Stanley Resecuritization Trust 2014-R7                                       | CUSIP: 61764GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14219390 | PA      | $12994478.04  | 0.56%             | 2051-01-26      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2017-C4                                               | CUSIP: 90276RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20374832 | PA      | $788251.30    | 0.03%             | 2050-10-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $493745.40    | 0.02%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                            | ICON Luxembourg S.A.R.L. LUX Term Loan                                              | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    149410 | PA      | $149149.46    | 0.01%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                   | Sysco Corp                                                                          | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    855000 | PA      | $791234.10    | 0.03%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                         | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173258.25    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                    | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1635000 | PA      | $1544110.35   | 0.07%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                           | Qorvo Inc                                                                           | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645848.00    | 0.03%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                          | Start II LTD                                                                        | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    490687 | PA      | $418403.69    | 0.02%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $310858.80    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UEP PENNONOME II SA                                 | UEP Penonome II SA                                                                  | CUSIP: 000000000<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    369311 | PA      | $269593.61    | 0.01%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132QPCJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9168179 | PA      | $8499446.27   | 0.37%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                    | RALI Series 2005-QA7 Trust                                                          | CUSIP: 76110H7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1922567 | PA      | $1742599.03   | 0.08%             | 2035-07-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                         | Kenan Advantage Group, Inc. 2021 Term Loan B1                                       | CUSIP: 48853UBE9<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    378528 | PA      | $369943.33    | 0.02%             | 2026-03-24      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia/The                                                             | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3330000 | PA      | $3209054.40   | 0.14%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    880000 | PA      | $803352.00    | 0.03%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                 | Bangkok Bank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $380060.00    | 0.02%             | 2025-09-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Echo Global Logistics, Inc.                         | Echo Global Logistics, Inc. Term Loan                                               | CUSIP: 28257KAB2<br>LEI: 549300WRZ9Y84GWVYR04 | Long             | LON              | CORP              | US        |    203975 | PA      | $192246.44    | 0.01%             | 2028-11-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                   | CenturyLink, Inc. 2020 Term Loan B                                                  | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    166995 | PA      | $158898.61    | 0.01%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382LPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27689794 | PA      | $3351232.62   | 0.14%             | 2050-11-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                              | CHL Mortgage Pass-Through Trust 2005-J2                                             | CUSIP: 12669GW56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701483 | PA      | $520444.87    | 0.02%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2017-RC1                                      | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16298840 | PA      | $740220.62    | 0.03%             | 2060-01-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                 | Phoenix Services International, LLC 2022 DIP New Money Term Loan                    | CUSIP: 000000000<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     39903 | PA      | $38506.13     | 0.00%             | 2023-03-28      | Variable      | 16.32%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493813 | PA      | $443899.11    | 0.02%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5247569 | PA      | $4709830.56   | 0.20%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5194828.13   | 0.22%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                       | JSW Steel Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $790240.00    | 0.03%             | 2032-04-05      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2020-3                                   | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10622638 | PA      | $8781926.96   | 0.38%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137F5AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3058555 | PA      | $2698853.83   | 0.12%             | 2048-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                     | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan                      | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |    313880 | PA      | $310042.68    | 0.01%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                | Westpac Banking Corp                                                                | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2370000 | PA      | $1753373.40   | 0.08%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                      | Manhattan West 2020-1MW Mortgage Trust                                              | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2462000 | PA      | $2019861.98   | 0.09%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| United Mexican States                               | Mexico Government International Bond                                                | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $224895.00    | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140HRKN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11532779 | PA      | $11053405.19  | 0.48%             | 2030-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE                               | Rutas 2 and 7 Finance Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    233333 | PA      | $146029.32    | 0.01%             | 2036-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                                | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    681000 | PA      | $641883.36    | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138W6R24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2216655 | PA      | $1980720.04   | 0.09%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer    | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |    290000 | PA      | $245476.30    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $125796.45    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                    | IndyMac INDX Mortgage Loan Trust 2006-AR3                                           | CUSIP: 45660L5X3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179730 | PA      | $1019988.23   | 0.04%             | 2036-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-VOLT                                              | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1923000 | PA      | $1772449.23   | 0.08%             | 2036-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc. | Element Materials Technology Group US Holdings Inc. 2022 USD Term Loan              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     88947 | PA      | $87131.51     | 0.00%             | 2029-07-06      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                         | PepsiCo Inc                                                                         | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    550000 | PA      | $528302.50    | 0.02%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| XHR LP                                              | XHR LP                                                                              | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    265000 | PA      | $258671.80    | 0.01%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE26 Mortgage Trust                                                     | CUSIP: 12593QBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18726351 | PA      | $362044.21    | 0.02%             | 2048-10-10      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                    | Great Wolf Trust 2019-WOLF                                                          | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94195.76     | 0.00%             | 2036-12-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224444.00    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Hillman Group Inc. (The)                            | Hillman Group Inc. (The) 2021 Term Loan B1                                          | CUSIP: 43162TAR1<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |    118591 | PA      | $115351.23    | 0.00%             | 2028-07-14      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                  | Dun & Bradstreet Corporation (The) Term Loan                                        | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2017-I Ltd                                                             | CUSIP: 12551AAJ4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $959000.00    | 0.04%             | 2029-04-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382LR52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33148709 | PA      | $3907060.95   | 0.17%             | 2050-12-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                            | BCPE Empire Holdings Inc                                                            | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    435000 | PA      | $390247.20    | 0.02%             | 2027-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $110572.20    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Packers Holdings, LLC                               | Packers Holdings, LLC 2021 Term Loan                                                | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |    275168 | PA      | $242148.93    | 0.01%             | 2028-03-09      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                           | News Corp                                                                           | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140921.35    | 0.01%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2022-A                                            | CUSIP: 00834WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2850695.70   | 0.12%             | 2027-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER                               | Titan Acquisition Ltd / Titan Co-Borrower LLC                                       | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    320000 | PA      | $288963.20    | 0.01%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                    | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18156545 | PA      | $17476724.83  | 0.75%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR 2021-SFR2 Trust                                                                | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2454572.31   | 0.11%             | 2038-08-17      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    605000 | PA      | $431661.45    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                  | TIF Funding II LLC                                                                  | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4257292 | PA      | $3523121.89   | 0.15%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree Inc                                                                     | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1721763.43   | 0.07%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines Inc                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349084.00    | 0.02%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust      | CUSIP: 93935BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2554374 | PA      | $580515.87    | 0.03%             | 2036-07-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                | Oleoducto Central SA                                                                | CUSIP: 000000000<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $440885.00    | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust      | Securitized Asset Backed Receivables LLC Trust 2007-BR4                             | CUSIP: 81378EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25457289 | PA      | $15400366.74  | 0.66%             | 2037-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                             | Exxon Mobil Corp                                                                    | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1108565.50   | 0.05%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                                 | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1300000 | PA      | $943748.00    | 0.04%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                              | AngloGold Ashanti Holdings PLC                                                      | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $436625.00    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                             | AI Candelaria Spain SA                                                              | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $688707.00    | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BGJS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13909917 | PA      | $11872397.00  | 0.51%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2014-GC24                                              | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24925544 | PA      | $218710.44    | 0.01%             | 2047-09-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corporation                       | Columbus McKinnon Corporation 2021 Term Loan B                                      | CUSIP: 19933MAP8<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     31442 | PA      | $31088.29     | 0.00%             | 2028-05-14      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2015-GC33                                       | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1337560.40   | 0.06%             | 2058-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2017-CX10 Commercial Mortgage Trust                                           | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55127001 | PA      | $1484925.14   | 0.06%             | 2050-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                      | Lowe's Cos Inc                                                                      | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2047340.25   | 0.09%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $116338.75    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Coty Inc                                            | Coty Inc                                                                            | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235383.75    | 0.01%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare Corporation                        | Zelis Healthcare Corporation 2021 Term Loan                                         | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    321257 | PA      | $318346.20    | 0.01%             | 2026-09-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                              | General Motors Financial Co Inc                                                     | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $871882.80    | 0.04%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137F2JR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14585001 | PA      | $12892969.35  | 0.56%             | 2047-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings, Inc                           | Ultra Clean Holdings, Inc 2021 Term Loan B                                          | CUSIP: 90385YAD3<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |    135356 | PA      | $135017.37    | 0.01%             | 2025-08-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                    | Garda World Security Corporation 2021 Term Loan B                                   | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    289126 | PA      | $282042.72    | 0.01%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                            | Univision Communications Inc                                                        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271628.50    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO 2017-3 Ltd                                                                 | CUSIP: 92915QBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $919625.00    | 0.04%             | 2034-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                            | Weatherford International Ltd                                                       | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    240000 | PA      | $235348.80    | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                      | BANK 2021-BNK35                                                                     | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9192872 | PA      | $540941.79    | 0.02%             | 2064-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    455000 | PA      | $390717.60    | 0.02%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2018-B2 Mortgage Trust                                                    | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2545000 | PA      | $2173241.24   | 0.09%             | 2051-02-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                               | CNX Midstream Partners LP                                                           | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $454008.50    | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co                                                              | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    430000 | PA      | $367146.90    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                     | Madison IAQ LLC                                                                     | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $151324.80    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAP SA                                              | CAP SA                                                                              | CUSIP: 000000000<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    750000 | PA      | $587595.00    | 0.03%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2019-GC38                                              | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40266745 | PA      | $1780871.30   | 0.08%             | 2052-02-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                               | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167954.10    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust      | Securitized Asset Backed Receivables LLC Trust 2007-BR4                             | CUSIP: 81378EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3663529 | PA      | $2214492.62   | 0.10%             | 2037-05-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                         | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $882451.15    | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                  | THL Credit Wind River 2017-3 Clo Ltd                                                | CUSIP: 97316LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2065720.00   | 0.09%             | 2035-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                 | Phoenix Services International, LLC Term Loan                                       | CUSIP: 71913YAC6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |    335743 | PA      | $36302.22     | 0.00%             | 2025-03-01      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust                              | SOFI Alternative Trust 2021-A                                                       | CUSIP: 78472NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1980 | PA      | $1721.91      | 0.00%             | 2047-03-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| PAR PETRO LLC / FIN CORP                            | Par Petroleum LLC / Par Petroleum Finance Corp                                      | CUSIP: 69889MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240982.50    | 0.01%             | 2025-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8411821 | PA      | $7161062.13   | 0.31%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hospitality Mortgage Trust                          | HPLY Trust 2019-HIT                                                                 | CUSIP: 40443RAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2603321 | PA      | $2415670.31   | 0.10%             | 2036-11-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                             | American Airlines, Inc. 2021 Term Loan                                              | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    310000 | PA      | $309176.95    | 0.01%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                  | Braskem Idesa SAPI                                                                  | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $357375.00    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| HERTZ CORP/THE                                      | Hertz Corp/The                                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    215000 | PA      | $163066.75    | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                     | APX Group, Inc. 2021 Term Loan B                                                    | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |    138600 | PA      | $137365.77    | 0.01%             | 2028-07-10      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                            | Banco de Credito del Peru S.A.                                                      | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $363364.00    | 0.02%             | 2030-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                | Carnival Corporation 2021 Incremental Term Loan B                                   | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    293895 | PA      | $275967.67    | 0.01%             | 2028-10-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                            | Telefonica Moviles Chile SA                                                         | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $123453.00    | 0.01%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                  | Panama Government International Bond                                                | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1200000 | PA      | $890112.00    | 0.04%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | Credit Suisse Mortgage Capital Certificates                                         | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5287403 | PA      | $4847713.29   | 0.21%             | 2061-02-25      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| ExGen Renewables IV, LLC                            | ExGen Renewables IV, LLC 2020 Term Loan                                             | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    198332 | PA      | $196741.35    | 0.01%             | 2027-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                       | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                  | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    419987 | PA      | $393280.08    | 0.02%             | 2027-04-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                            | Adani International Container Terminal Pvt Ltd                                      | CUSIP: 000000000<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    750000 | PA      | $588073.70    | 0.03%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                   | DCert Buyer, Inc. 2019 Term Loan B                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     93086 | PA      | $90126.92     | 0.00%             | 2026-10-16      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust 2021-2                                          | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1357740.20   | 0.06%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                              | Millicom International Cellular SA                                                  | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $167484.60    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                             | Dealer Tire LLC / DT Issuer LLC                                                     | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $387705.50    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                         | CUSIP: 61766LBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18133107 | PA      | $488368.45    | 0.02%             | 2049-01-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                 | Clydesdale Acquisition Holdings Inc Term Loan B                                     | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    298500 | PA      | $285030.19    | 0.01%             | 2029-04-13      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $7689937.50   | 0.33%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                 | AssuredPartners Inc                                                                 | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    420000 | PA      | $348923.40    | 0.02%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                       | Welltower Inc                                                                       | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   2240000 | PA      | $1819820.80   | 0.08%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2018-TWR                                          | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $270534.37    | 0.01%             | 2031-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137ADT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2253093 | PA      | $2124942.61   | 0.09%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2019-4                                   | CUSIP: 35563PMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15938346 | PA      | $13891426.93  | 0.60%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                               | Hyland Software, Inc. 2021 2nd Lien Term Loan                                       | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $42795.00     | 0.00%             | 2025-07-07      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4316125.00   | 0.19%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                | Carnival Corporation USD Term Loan B                                                | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    141375 | PA      | $135946.91    | 0.01%             | 2025-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132L8P50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8842480 | PA      | $8444293.22   | 0.36%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                      | Galaxy Xxviii Clo Ltd                                                               | CUSIP: 36321JAL8<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $1921533.60   | 0.08%             | 2031-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2015-UBS8                                            | CUSIP: 61691ABM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23195467 | PA      | $459454.19    | 0.02%             | 2048-12-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                               | AssuredPartners, Inc. 2022 Term Loan                                                | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    104212 | PA      | $101450.87    | 0.00%             | 2027-02-12      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                            | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $243838.40    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-XL2                                               | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670793 | PA      | $2502989.81   | 0.11%             | 2038-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BMFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2968000 | PA      | $2777556.26   | 0.12%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                   | Delta TopCo, Inc. 2020 Term Loan B                                                  | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         1 | PA      | $0.70         | 0.00%             | 2027-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                            | Pathway Vet Alliance LLC 2021 Term Loan                                             | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |    191363 | PA      | $160425.03    | 0.01%             | 2027-03-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                | BANK 2017-BNK6                                                                      | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49433989 | PA      | $1312796.70   | 0.06%             | 2060-07-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20                       | CUSIP: 46642CBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2829731.43   | 0.12%             | 2047-07-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                  | Raytheon Technologies Corp                                                          | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $779110.20    | 0.03%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                  | Royalty Pharma PLC                                                                  | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2515000 | PA      | $1759167.05   | 0.08%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Waterfall Commercial Mortgage Trust                 | Waterfall Commercial Mortgage Trust 2015-SBC5                                       | CUSIP: 94132LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263106 | PA      | $1238663.26   | 0.05%             | 2022-09-14      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                              | Victoria's Secret & Co                                                              | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    385000 | PA      | $302090.25    | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                 | Radiate Holdco, LLC 2021 Term Loan B                                                | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    227080 | PA      | $185508.23    | 0.01%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PQ Corporation                                      | PQ Corporation 2021 Term Loan B                                                     | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98500 | PA      | $97207.19     | 0.00%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                 | Spectrum Brands Inc                                                                 | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    370000 | PA      | $323650.10    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                               | LD Holdings Group LLC                                                               | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $35819.40     | 0.00%             | 2028-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                             | TRTX 2021-FL4 Issuer Ltd                                                            | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $193274.20    | 0.01%             | 2038-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                            | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76553.85     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                     | MV24 Capital BV                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    256950 | PA      | $234857.44    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                       | DISH DBS Corp                                                                       | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $102597.00    | 0.00%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust             | Lendingpoint 2021-A Asset Securitization Trust                                      | CUSIP: 52607FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3794167.00   | 0.16%             | 2028-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                | Charter NEX US, Inc. 2021 Term Loan                                                 | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    299662 | PA      | $291633.04    | 0.01%             | 2027-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BJGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736840 | PA      | $713451.59    | 0.03%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136A9B49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1481569 | PA      | $1350758.54   | 0.06%             | 2042-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT LLC                          | BCP Renaissance Parent LLC 2022 Term Loan B3                                        | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    138553 | PA      | $137488.88    | 0.01%             | 2026-10-31      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                | Garda World Security Corp                                                           | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $543887.55    | 0.02%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WCCB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295544 | PA      | $291987.72    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                       | Staples, Inc. 7 Year Term Loan                                                      | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    206786 | PA      | $191764.82    | 0.01%             | 2026-04-16      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust              | Residential Asset Securitization Trust 2005-A16                                     | CUSIP: 45660L2V0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3007314 | PA      | $1236308.25   | 0.05%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                             | Massachusetts Mutual Life Insurance Co                                              | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1375525.80   | 0.06%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                             | GSR Mortgage Loan Trust 2007-AR1                                                    | CUSIP: 362290AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4317331 | PA      | $2674376.52   | 0.12%             | 2047-03-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                             | Regatta VI Funding Ltd                                                              | CUSIP: 75887NAW9<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $823395.00    | 0.04%             | 2034-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Avation Capital SA                                  | Avation Capital SA                                                                  | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |    267465 | PA      | $210631.36    | 0.01%             | 2026-10-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2015-GC27                                       | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423700 | PA      | $372246.88    | 0.02%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                        | CHG Healthcare Services Inc. 2021 Term Loan                                         | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    256750 | PA      | $251740.81    | 0.01%             | 2028-09-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                | SRS Distribution Inc                                                                | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    315000 | PA      | $281373.75    | 0.01%             | 2028-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77646.60     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140FXMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11077822 | PA      | $10038959.31  | 0.43%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-24CB                                                    | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2565392 | PA      | $1492417.86   | 0.06%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $182133.00    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc.                            | Michaels Companies, Inc. 2021 Term Loan B                                           | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     89412 | PA      | $77515.33     | 0.00%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136AT5V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1935808 | PA      | $1870365.07   | 0.08%             | 2044-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-DC1 Mortgage Trust                                                        | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644000 | PA      | $558544.35    | 0.02%             | 2048-02-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                  | Viking Cruises Ltd                                                                  | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    955000 | PA      | $779509.20    | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136ATH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3747255 | PA      | $3354322.34   | 0.14%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                               | Duke Energy Carolinas LLC                                                           | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    670000 | PA      | $506144.80    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                            | CVR Partners LP / CVR Nitrogen Finance Corp                                         | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $341494.60    | 0.01%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp/Alberta                                                               | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $249924.00    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Company                      | Pacific Gas & Electric Company 2020 Term Loan                                       | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |    210128 | PA      | $208814.99    | 0.01%             | 2025-06-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust      | CUSIP: 93936HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3878029 | PA      | $3007948.08   | 0.13%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                      | Manhattan West 2020-1MW Mortgage Trust                                              | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2462000 | PA      | $1955359.03   | 0.08%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                     | Go Daddy Operating Company, LLC 2022 Term Loan B5                                   | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     50000 | PA      | $49982.50     | 0.00%             | 2029-10-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4810376 | PA      | $4593759.02   | 0.20%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                             | Mong Duong Finance Holdings BV                                                      | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $208307.50    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                 | Dollar General Corp                                                                 | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1761091.95   | 0.08%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BMPU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5361897 | PA      | $5024934.21   | 0.22%             | 2044-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust   | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3                       | CUSIP: 25150VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3615338 | PA      | $2997892.61   | 0.13%             | 2037-06-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2021-I Ltd                                                             | CUSIP: 12563KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $447872.00    | 0.02%             | 2033-04-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                             | Gulfport Energy Corp                                                                | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173342.75    | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                       | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14895202 | PA      | $324926.76    | 0.01%             | 2049-01-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                 | Minejesa Capital BV                                                                 | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   2400000 | PA      | $1857576.00   | 0.08%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    440000 | PA      | $356426.40    | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                         | SREIT Trust 2021-MFP                                                                | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2864000 | PA      | $2702313.17   | 0.12%             | 2038-11-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2018-HCLV Mortgage Trust                                                       | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $325464.76    | 0.01%             | 2033-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                            | Brown Group Holding, LLC Term Loan B                                                | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     50704 | PA      | $49865.62     | 0.00%             | 2028-06-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                   | Owens & Minor Inc                                                                   | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    530000 | PA      | $455741.70    | 0.02%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                | Freeport-McMoRan Inc                                                                | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675087.00    | 0.03%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WBZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270809 | PA      | $267550.57    | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6956250.00   | 0.30%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                | Deephaven Residential Mortgage Trust 2022-2                                         | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5009307 | PA      | $4704388.59   | 0.20%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                            | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan                       | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    168784 | PA      | $167149.03    | 0.01%             | 2028-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                             | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $328131.00    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                        | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2896000 | PA      | $1816458.08   | 0.08%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                            | Empresa Electrica Cochrane SpA                                                      | CUSIP: 000000000<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    530880 | PA      | $490050.02    | 0.02%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Lumen Technologies Inc                                                              | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    240000 | PA      | $208485.60    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2016-C33                                      | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |  10699722 | PA      | $418390.57    | 0.02%             | 2059-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2018-TWR                                          | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $559894.14    | 0.02%             | 2031-07-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                        | JELD-WEN Inc                                                                        | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183788.00    | 0.01%             | 2025-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                      | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |    298848 | PA      | $289135.05    | 0.01%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                   | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                           | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     70000 | PA      | $64592.50     | 0.00%             | 2027-05-03      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                 | Banc of America Funding 2007-5 Trust                                                | CUSIP: 059523BE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3496256 | PA      | $2684070.68   | 0.12%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WDWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5202958 | PA      | $4851471.35   | 0.21%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 31418BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498508 | PA      | $474533.25    | 0.02%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                 | Boxer Parent Co Inc                                                                 | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34326.25     | 0.00%             | 2025-10-02      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                   | Diamond (BC) B.V. 2021 Term Loan B                                                  | CUSIP: 000000000<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |    450450 | PA      | $436091.91    | 0.02%             | 2028-09-29      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                        | Virtusa Corp                                                                        | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $118917.55    | 0.01%             | 2028-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR 2021-SFR2 Trust                                                                | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2497276.41   | 0.11%             | 2038-08-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                         | CUSIP: 61764RBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $462471.20    | 0.02%             | 2048-02-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                       | Citigroup Inc                                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3614022.05   | 0.16%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2013-I Ltd                                                             | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $916200.00    | 0.04%             | 2030-07-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                           | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    395000 | PA      | $325491.85    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                              | DirecTV Financing, LLC Term Loan                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    241453 | PA      | $235592.64    | 0.01%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                       | Univision Communications Inc. 2022 First Lien Term Loan B                           | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     44775 | PA      | $44349.64     | 0.00%             | 2029-06-24      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                 | Dollar General Corp                                                                 | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    860000 | PA      | $848820.00    | 0.04%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                    | Bank of Montreal                                                                    | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2385000 | PA      | $1810358.10   | 0.08%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                | Sonic Automotive Inc                                                                | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    515000 | PA      | $415265.10    | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                             | Aveanna Healthcare, LLC 2021 Delayed Draw Term Loan                                 | CUSIP: 05549DAK4<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      6671 | PA      | $5166.56      | 0.00%             | 2028-07-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                              | HighTower Holdings LLC 2021 Term Loan B                                             | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    331650 | PA      | $305393.27    | 0.01%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                           | Sunrun Demeter Issuer 2021-2 LLC                                                    | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2616582 | PA      | $1838485.31   | 0.08%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                               | Hightower Holding LLC                                                               | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $263683.35    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                         | Academy Ltd                                                                         | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    385000 | PA      | $369811.75    | 0.02%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382MT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  40982139 | PA      | $5293341.56   | 0.23%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                | LifePoint Health Inc                                                                | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $161347.05    | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point Clo XIV Ltd                                                             | CUSIP: 83609NAW0<br>LEI: 549300TT7IR66ASPWY89 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $962987.00    | 0.04%             | 2029-01-23      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BL6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3167725 | PA      | $3001122.50   | 0.13%             | 2044-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                         | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1345000 | PA      | $1159524.50   | 0.05%             | 2026-02-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                       | Edelman Financial Center, LLC 2018 2nd Lien Term Loan                               | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     91670 | PA      | $82887.54     | 0.00%             | 2026-07-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                         | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $122276.40    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  73675467 | PA      | $4599806.23   | 0.20%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                      | Fannie Mae-Aces                                                                     | CUSIP: 3136B87D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  99009712 | PA      | $5941658.97   | 0.26%             | 2029-07-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                                 | CUSIP: 94973VBA4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1506201.29   | 0.06%             | 2023-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132HQBE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3067711 | PA      | $2781516.34   | 0.12%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                            | Constellation Brands Inc                                                            | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1381168.75   | 0.06%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375813.90    | 0.02%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                               | United Airlines, Inc. 2021 Term Loan B                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    352430 | PA      | $348979.47    | 0.02%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136AYT45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1863071 | PA      | $1818133.71   | 0.08%             | 2042-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company, LLC           | Pediatric Associates Holding Company, LLC 2022 Delayed Draw Term Loan               | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32116 | PA      | $30577.20     | 0.00%             | 2028-12-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                      | PetSmart, Inc. 2021 Term Loan B                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296250 | PA      | $290787.15    | 0.01%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                       | Dynasty Acquisition Co., Inc. 2020 Term Loan B1                                     | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    141546 | PA      | $135287.30    | 0.01%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Rentpath, Inc.                                      | Rentpath, Inc. 2021 Stub Current Face Term Loan                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24474 | PA      | $367.12       | 0.00%             | 2028-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                       | Cedar Fair LP                                                                       | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    430000 | PA      | $387700.90    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                               | Hyland Software, Inc. 2018 1st Lien Term Loan                                       | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348161 | PA      | $344200.38    | 0.01%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                 | Hunt Oil Co of Peru LLC Sucursal Del Peru                                           | CUSIP: 000000000<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    786600 | PA      | $747859.95    | 0.03%             | 2028-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation       | PECF USS Intermediate Holding III Corporation Term Loan B                           | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    301079 | PA      | $252175.07    | 0.01%             | 2028-12-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                         | Textron Inc                                                                         | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $2651243.80   | 0.11%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST                               | FMC GMSR Issuer Trust                                                               | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2620637.40   | 0.11%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                           | Renaissance Holding Corp. 2018 2nd Lien Term Loan                                   | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    150000 | PA      | $140374.50    | 0.01%             | 2026-05-29      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $218005.00    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V.                                   | Bright Bidco B.V. 2022 Exit Term Loan                                               | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |     23325 | PA      | $20486.79     | 0.00%             | 2027-10-31      | Variable      | 12.09%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WEET2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655872 | PA      | $589003.30    | 0.03%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                            | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $649424.00    | 0.03%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                  | CUSIP: 3622AA3V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9366821 | PA      | $8145770.97   | 0.35%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain Inc                                                                   | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    185000 | PA      | $161175.70    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain Inc                                                                   | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    260000 | PA      | $214159.40    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                            | Blackstone Holdings Finance Co LLC                                                  | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2075442.75   | 0.09%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VT TOPCO, INC.                                      | VT Topco, Inc. 2021 Delayed Draw Term Loan                                          | CUSIP: 39355YAK0<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |      4287 | PA      | $4167.74      | 0.00%             | 2025-08-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                               | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $127267.05    | 0.01%             | 2027-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                | Colombia Government International Bond                                              | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1100000 | PA      | $799689.00    | 0.03%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3128MJVU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    506206 | PA      | $455039.07    | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WD5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1555280 | PA      | $1450213.01   | 0.06%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                              | Messer Industries GmbH 2018 USD Term Loan                                           | CUSIP: 000000000<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |    106864 | PA      | $106112.49    | 0.00%             | 2026-03-02      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    640000 | PA      | $585510.40    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                 | Kasikornbank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    700000 | PA      | $656250.00    | 0.03%             | 2025-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                       | Acrisure, LLC 2020 Term Loan B                                                      | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    303572 | PA      | $285601.59    | 0.01%             | 2027-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                            | Corp Financiera de Desarrollo SA                                                    | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $191652.00    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                | RP Escrow Issuer LLC                                                                | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $160603.80    | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                            | Performance Food Group Inc                                                          | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $329190.20    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada 2021 Term Loan B                                                         | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    194025 | PA      | $192357.76    | 0.01%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust             | SG Commercial Mortgage Securities Trust 2016-C5                                     | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $386033.94    | 0.02%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                 | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $174307.40    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                              | GSAA Home Equity Trust 2007-4                                                       | CUSIP: 3622EBAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5867563 | PA      | $2402555.74   | 0.10%             | 2037-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136AGQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18783079 | PA      | $16890806.71  | 0.73%             | 2038-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 31418BKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741361 | PA      | $705706.35    | 0.03%             | 2034-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                          | AbbVie Inc                                                                          | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1791316.80   | 0.08%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                   | DCert Buyer, Inc. 2021 2nd Lien Term Loan                                           | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     55000 | PA      | $50435.00     | 0.00%             | 2029-02-19      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| Grab Holdings Inc                                   | Grab Holdings Inc Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    299086 | PA      | $296094.79    | 0.01%             | 2026-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                             | Aveanna Healthcare, LLC 2021 2nd Lien Term Loan                                     | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    110000 | PA      | $66000.00     | 0.00%             | 2029-12-10      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                               | Dick's Sporting Goods Inc                                                           | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    530000 | PA      | $345151.90    | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                  | PBF Holding Co LLC / PBF Finance Corp                                               | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88502.00     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                       | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $959373.75    | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                  | CommScope Technologies LLC                                                          | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $157745.50    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                          | DOLP Trust 2021-NYC                                                                 | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $688541.76    | 0.03%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                | SRS Distribution Inc                                                                | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    355000 | PA      | $288135.75    | 0.01%             | 2029-07-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                             | AMC Entertainment Holdings Inc                                                      | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $59836.70     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource Inc                                                            | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356584.00    | 0.02%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                       | VS Buyer, LLC Term Loan B                                                           | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    505901 | PA      | $492937.52    | 0.02%             | 2027-02-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                             | Essential Utilities Inc                                                             | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $1841213.60   | 0.08%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                    | Gates Global LLC 2022 Term Loan B4                                                  | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     59850 | PA      | $59532.20     | 0.00%             | 2029-11-16      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                   | Citigroup Mortgage Loan Trust 2007-10                                               | CUSIP: 17313QAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2107192 | PA      | $1586649.94   | 0.07%             | 2037-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                        | Ecopetrol SA                                                                        | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $306532.00    | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                           | WRKCo Inc                                                                           | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1751193.10   | 0.08%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $5964109.41   | 0.26%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722200 | PA      | $653329.21    | 0.03%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    375000 | PA      | $347703.75    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 31418CDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1862564 | PA      | $1581611.68   | 0.07%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                               | Continental Resources Inc/OK                                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    635000 | PA      | $550684.70    | 0.02%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                              | Penn Entertainment Inc                                                              | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $245241.00    | 0.01%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                    | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1968879 | PA      | $1767105.54   | 0.08%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                        | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $1789173.72   | 0.08%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                            | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115920.00    | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2005-79CB                                                    | CUSIP: 12668BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3230671 | PA      | $1971068.21   | 0.09%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                   | Citigroup Mortgage Loan Trust 2007-AR4                                              | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257901 | PA      | $987325.56    | 0.04%             | 2037-03-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878652.00    | 0.04%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                                 | Grinding Media Inc. 2021 Term Loan B                                                | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    237000 | PA      | $221595.00    | 0.01%             | 2028-10-12      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                   | Jamestown CLO XII Ltd                                                               | CUSIP: 47047JAC8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971600.00    | 0.04%             | 2032-04-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                  | Sunnova Helios V Issuer LLC                                                         | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1273326 | PA      | $928311.93    | 0.04%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                 | Station Casinos LLC                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    295000 | PA      | $237737.55    | 0.01%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                            | Capital One Financial Corp                                                          | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1814794.50   | 0.08%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                 | Tecta America Corp. 2021 Term Loan                                                  | CUSIP: 87876GAF9<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |    192075 | PA      | $184872.19    | 0.01%             | 2028-04-10      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                    | Garda World Security Corporation 2022 Term Loan B                                   | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    154612 | PA      | $149201.06    | 0.01%             | 2029-02-01      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                | Artera Services, LLC Incremental Term Loan                                          | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    187076 | PA      | $153870.75    | 0.01%             | 2025-03-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                   | Trimaran Cavu 2021-3 Ltd                                                            | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1386220.50   | 0.06%             | 2035-01-18      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $306367.40    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                             | Adani Ports & Special Economic Zone Ltd                                             | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $336044.00    | 0.01%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust 2022-3                                                   | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18295525 | PA      | $17270631.97  | 0.74%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION LLC                        | Compass Power Generation LLC 2022 Term Loan B2                                      | CUSIP: 20451VAE3<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    230752 | PA      | $229358.22    | 0.01%             | 2029-04-14      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                             | Shinhan Financial Group Co Ltd                                                      | CUSIP: 824596AA8<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    900000 | PA      | $770454.00    | 0.03%             | 2026-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                     | Shenton Aircraft Investment I Ltd                                                   | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |   1972865 | PA      | $1509261.52   | 0.07%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2015-C30                                 | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22194655 | PA      | $204054.55    | 0.01%             | 2048-07-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                   | Omnicom Group Inc                                                                   | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1816364.00   | 0.08%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                | Freeport-McMoRan Inc                                                                | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93768.00     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                   | Parexel International Corporation 2021 1st Lien Term Loan                           | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    383075 | PA      | $369774.64    | 0.02%             | 2028-11-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                            | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1736759.35   | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                          | Upstart Pass-Through Trust Series 2021-ST3                                          | CUSIP: 91681PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2082907 | PA      | $1952511.00   | 0.08%             | 2027-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                         | Staples Inc                                                                         | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108037.50    | 0.00%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                    | Connecticut Avenue Securities Trust 2022-R02                                        | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $11308934.04  | 0.49%             | 2042-01-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 68 CLO Ltd                                                                   | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1389318.00   | 0.06%             | 2035-07-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                     | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2359019 | PA      | $2183607.80   | 0.09%             | 2037-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                 | Waterbridge Midstream Operating LLC Term Loan B                                     | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    166557 | PA      | $160544.99    | 0.01%             | 2026-06-22      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc. Term Loan B                                    | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238946 | PA      | $218187.69    | 0.01%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                        | Navient Corp                                                                        | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    285000 | PA      | $249275.25    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                | Scientific Games International, Inc. 2022 USD Term Loan                             | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    139300 | PA      | $137757.95    | 0.01%             | 2029-04-14      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533946.60    | 0.02%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Heartland Dental, LLC                               | Heartland Dental, LLC 2021 Incremental Term Loan                                    | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    288077 | PA      | $268416.07    | 0.01%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                       | Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2                                 | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |     76100 | PA      | $72735.12     | 0.00%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                              | Marvell Technology Inc                                                              | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1300523.70   | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                            | NGL Energy Partners LP / NGL Energy Finance Corp                                    | CUSIP: 62913TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $84876.00     | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                                    | EG Group Limited 2021 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    153205 | PA      | $143916.61    | 0.01%             | 2026-03-31      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 31335AH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6321464 | PA      | $5860372.75   | 0.25%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                           | Cyxtera DC Holdings, Inc. Term Loan B                                               | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296094 | PA      | $253808.60    | 0.01%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1000000 | PA      | $810988.00    | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                            | Primo Water Holdings Inc                                                            | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    325000 | PA      | $280683.00    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                       | Global Medical Response, Inc. 2017 Incremental Term Loan                            | CUSIP: 00169QAD1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    108585 | PA      | $77593.29     | 0.00%             | 2025-03-14      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6456328.13   | 0.28%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                          | DOLP Trust 2021-NYC                                                                 | CUSIP: 23345LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $636476.31    | 0.03%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                       | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2899000 | PA      | $2483995.19   | 0.11%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                            | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $160021.40    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                 | American Express Co                                                                 | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1700300.00   | 0.07%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ivanti Software, Inc.                               | Ivanti Software, Inc. 2021 Term Loan B                                              | CUSIP: 46583DAG4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |     72500 | PA      | $57735.59     | 0.00%             | 2027-12-01      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                           | Cablevision Lightpath LLC Term Loan B                                               | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    387100 | PA      | $371376.00    | 0.02%             | 2027-11-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                 | Banco Davivienda SA                                                                 | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    600000 | PA      | $462426.00    | 0.02%             | 2031-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co                                                              | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    410000 | PA      | $379754.30    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                                    | Spin Holdco Inc. 2021 Term Loan                                                     | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    247212 | PA      | $209759.81    | 0.01%             | 2028-03-04      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $399389.90    | 0.02%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                 | Banc of America Funding 2006 8T2 Trust                                              | CUSIP: 05951UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836480 | PA      | $1464016.03   | 0.06%             | 2036-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LLC                           | Eisner Advisory Group LLC Term Loan                                                 | CUSIP: 28259HAC5<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    158001 | PA      | $150100.83    | 0.01%             | 2028-07-28      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    555000 | PA      | $441102.90    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                          | TricorBraun Holdings, Inc. 2021 Term Loan                                           | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    324213 | PA      | $310112.84    | 0.01%             | 2028-03-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                        | CD 2017-CD4 Mortgage Trust                                                          | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13447611 | PA      | $530899.72    | 0.02%             | 2050-05-10      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BJGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14009785 | PA      | $13276507.54  | 0.57%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                             | Reliance Industries Ltd                                                             | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    800000 | PA      | $649072.00    | 0.03%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                             | Temasek Financial I Ltd                                                             | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1469821.00   | 0.06%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38381DNK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  42093521 | PA      | $2261970.30   | 0.10%             | 2061-05-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                               | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $268703.40    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WBHQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449185 | PA      | $443779.61    | 0.02%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                    | GoTo Group, Inc. Term Loan B                                                        | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    128147 | PA      | $83039.39     | 0.00%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores, Inc.                                 | Jo-Ann Stores, Inc. 2021 Term Loan B1                                               | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |    237000 | PA      | $162542.90    | 0.01%             | 2028-07-07      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                      | Freeport LNG Investments, LLLP Term Loan B                                          | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    211603 | PA      | $201698.57    | 0.01%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| KT CORP                                             | KT Corp                                                                             | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    700000 | PA      | $600936.00    | 0.03%             | 2027-01-21      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                               | Tenet Healthcare Corp                                                               | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235324.95    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                            | AI Aqua Merger Sub, Inc. 2022 Term Loan B                                           | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-07-31      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                 | Braskem Netherlands Finance BV                                                      | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1065955.00   | 0.05%             | 2081-01-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MED Trust                                           | Med Trust 2021-MDLN                                                                 | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2864000 | PA      | $2617187.41   | 0.11%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                              | Credito Real SAB de CV SOFOM ER                                                     | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $9245.00      | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136ANX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2284232 | PA      | $2141740.82   | 0.09%             | 2044-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137H84H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17979262 | PA      | $3021531.08   | 0.13%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                               | TGP Holdings III, LLC 2021 Delayed Draw Term Loan                                   | CUSIP: 87251RAL7<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     11161 | PA      | $8981.25      | 0.00%             | 2028-06-29      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                   | Vornado Realty LP                                                                   | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    685000 | PA      | $580277.20    | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2017-GS7                                               | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38729520 | PA      | $1446486.75   | 0.06%             | 2050-08-10      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                              | Chesapeake Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    415000 | PA      | $395349.75    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COTY INC                                            | Coty Inc                                                                            | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    410000 | PA      | $390799.70    | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                     | LaserShip, Inc. 2021 2nd Lien Term Loan                                             | CUSIP: 51809EAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $24400.00     | 0.00%             | 2029-05-07      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                              | TMS International Corp/DE                                                           | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $129558.60    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                            | Banco Nacional de Panama                                                            | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $240555.00    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137AGTG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592063 | PA      | $19773.83     | 0.00%             | 2041-05-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                    | COLT 2022-3 Mortgage Loan Trust                                                     | CUSIP: 12659YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10023000 | PA      | $7521672.15   | 0.32%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                        | Alliance Laundry Systems LLC Term Loan B                                            | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    116314 | PA      | $114191.55    | 0.00%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3128MJWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1939900 | PA      | $1743817.17   | 0.08%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA CONSTRUCCION SA                                  | Inversiones La Construccion SA                                                      | CUSIP: 000000000<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $734157.00    | 0.03%             | 2032-02-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                              | Endo Luxembourg Finance Co I Sarl / Endo US Inc                                     | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    215000 | PA      | $163423.65    | 0.01%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                           | Great Outdoors Group, LLC 2021 Term Loan B1                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    271211 | PA      | $261209.87    | 0.01%             | 2028-03-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                          | Cornerstone OnDemand, Inc. 2021 Term Loan                                           | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    337450 | PA      | $302861.38    | 0.01%             | 2028-10-16      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 31398NRZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1117734 | PA      | $1051065.53   | 0.05%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                              | GSAA Home Equity Trust 2007-10                                                      | CUSIP: 3622NDAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2131645 | PA      | $915494.59    | 0.04%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                    | COLT 2022-2 Mortgage Loan Trust                                                     | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17229908 | PA      | $15475434.08  | 0.67%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                 | Select Medical Corp                                                                 | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    490000 | PA      | $466989.60    | 0.02%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                    | CARLYLE US CLO 2021-1 LTD                                                           | CUSIP: 14317LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $874827.00    | 0.04%             | 2034-04-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                            | Blue Racer Midstream LLC / Blue Racer Finance Corp                                  | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $233756.85    | 0.01%             | 2025-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                  | Seasoned Credit Risk Transfer Trust Series 2020-2                                   | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6526932 | PA      | $5372653.74   | 0.23%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                        | Vontier Corp                                                                        | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2064142.40   | 0.09%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                  | Chile Electricity PEC SpA                                                           | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    500000 | PA      | $358720.00    | 0.02%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLATFELTER                                          | Glatfelter Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    325000 | PA      | $197353.00    | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                       | Horizon Therapeutics USA Inc. 2021 Term Loan B2                                     | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    256100 | PA      | $256169.15    | 0.01%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                        | Seaspan Corp                                                                        | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    325000 | PA      | $246151.75    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                          | Blackbird Capital Aircraft                                                          | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4692910 | PA      | $3534285.21   | 0.15%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                   | FREED ABS Trust 2021-2                                                              | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4614879.74   | 0.20%             | 2028-06-19      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                  | TIF Funding II LLC                                                                  | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1702917 | PA      | $1368391.44   | 0.06%             | 2046-02-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDNG/HEARTHSIDE                            | H-Food Holdings LLC / Hearthside Finance Co Inc                                     | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $215178.75    | 0.01%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BCD21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29855522 | PA      | $28544957.64  | 1.23%             | 2044-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                            | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426170.00    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services Inc                                                     | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    495000 | PA      | $386926.65    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                            | Hess Midstream Operations LP                                                        | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $339679.95    | 0.01%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                | JSW Hydro Energy Ltd                                                                | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    354000 | PA      | $295848.42    | 0.01%             | 2031-05-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                            | Installed Building Products Inc                                                     | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    435000 | PA      | $392230.80    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                            | Hess Midstream Operations LP                                                        | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $285097.70    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                            | Trident TPI Holdings Inc                                                            | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    410000 | PA      | $360877.90    | 0.02%             | 2025-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                               | Grifols Escrow Issuer SA                                                            | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    640000 | PA      | $553728.00    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                 | AllSpring Buyer LLC Term Loan B                                                     | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242122 | PA      | $239277.04    | 0.01%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                             | GSR Mortgage Loan Trust 2006-OA1                                                    | CUSIP: 362631AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13876872 | PA      | $3299850.54   | 0.14%             | 2046-08-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                             | Oversea-Chinese Banking Corp Ltd                                                    | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $629958.00    | 0.03%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2017-TIME                                                                      | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2977000 | PA      | $2427810.72   | 0.10%             | 2039-11-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                     | LSTAR Commercial Mortgage Trust 2017-5                                              | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34884848 | PA      | $714804.49    | 0.03%             | 2050-03-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                           | Anchorage Capital CLO 19 Ltd                                                        | CUSIP: 03328JAA5<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1930400.00   | 0.08%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                      | PMT Credit Risk Transfer Trust 2021-1R                                              | CUSIP: 69356UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906173 | PA      | $865450.70    | 0.04%             | 2024-02-27      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                      | Pagaya AI Debt Trust 2022-1                                                         | CUSIP: 69546MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4499405 | PA      | $4049653.83   | 0.17%             | 2029-10-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                       | Formula One Holdings Limited. Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    260000 | PA      | $260195.00    | 0.01%             | 2030-01-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2015-GC31                                       | CUSIP: 17323YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1330580.13   | 0.06%             | 2048-06-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Tamko Building Products, LLC                        | Tamko Building Products, LLC Term Loan B                                            | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |    176354 | PA      | $171284.23    | 0.01%             | 2026-06-01      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                            | Altice France Holding SA                                                            | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    430000 | PA      | $253889.20    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38381DZY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  84506102 | PA      | $5778595.70   | 0.25%             | 2063-10-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31 LTD                  | Octagon Investment Partners 31 Ltd                                                  | CUSIP: 67575XAU5<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955683.00    | 0.04%             | 2030-07-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust    | CUSIP: 93936AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4198107 | PA      | $2957625.37   | 0.13%             | 2037-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                             | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $62728.60     | 0.00%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Bill                                                         | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   8200000 | PA      | $8093091.27   | 0.35%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2017-PANW Mortgage Trust                                                       | CUSIP: 12595HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2316000 | PA      | $2119839.32   | 0.09%             | 2029-10-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                          | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan                                  | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217800 | PA      | $174707.18    | 0.01%             | 2028-10-02      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                    | WFRBS Commercial Mortgage Trust 2014-C19                                            | CUSIP: 92938VAW5<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |   6131090 | PA      | $46782.98     | 0.00%             | 2047-03-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                       | Bank Hapoalim BM                                                                    | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   1000000 | PA      | $860480.00    | 0.04%             | 2032-01-21      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                            | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $403446.00    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Access Group Inc                                    | AccessLex Institute                                                                 | CUSIP: 00432CBW0<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |    104734 | PA      | $104579.25    | 0.00%             | 2024-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 197500000 | PA      | $163739843.75 | 7.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                         | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                        | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    292622 | PA      | $278577.32    | 0.01%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                             | Lions Gate Capital Holdings LLC                                                     | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    275000 | PA      | $159183.75    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                                   | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126837.20    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                               | LD Holdings Group LLC                                                               | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $71571.15     | 0.00%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                              | Mosaic Solar Loan Trust 2018-1                                                      | CUSIP: 61946FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266812 | PA      | $245448.20    | 0.01%             | 2043-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138EKQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2255132 | PA      | $2042619.75   | 0.09%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                              | NXP BV / NXP Funding LLC / NXP USA Inc                                              | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1410000 | PA      | $1342291.80   | 0.06%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2020-B19 Mortgage Trust                                                   | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19958610 | PA      | $1526841.64   | 0.07%             | 2053-09-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                    | Movida Europe SA                                                                    | CUSIP: 000000000<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $300200.00    | 0.01%             | 2031-02-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                          | Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan                              | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      8624 | PA      | $8302.61      | 0.00%             | 2028-09-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.      | MedAssets Software Intermediate Holdings, Inc. 2021 Term Loan                       | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213388 | PA      | $181557.55    | 0.01%             | 2028-12-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                    | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    193306 | PA      | $155204.90    | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                | BANK 2017-BNK4                                                                      | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24802552 | PA      | $1073069.99   | 0.05%             | 2050-05-15      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                              | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    535000 | PA      | $437838.65    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                     | Yum! Brands Inc                                                                     | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    375000 | PA      | $344703.75    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                            | Hess Midstream Operations LP                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $643155.00    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                              | Argent Securities Trust 2006-M1                                                     | CUSIP: 04012MAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17971001 | PA      | $4800156.17   | 0.21%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428584.50    | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers, LLC                            | PetVet Care Centers, LLC 2021 Term Loan B3                                          | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    221804 | PA      | $209139.09    | 0.01%             | 2025-02-14      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                     | Madison IAQ LLC                                                                     | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $283138.40    | 0.01%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                    | Great Wolf Trust 2019-WOLF                                                          | CUSIP: 39152TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94684.85     | 0.00%             | 2036-12-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                    | CARLYLE US CLO 2022-2 LTD                                                           | CUSIP: 143119AE5<br>LEI: 635400OJLSUEGFECDT29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1916000.00   | 0.08%             | 2035-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BJGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3606560 | PA      | $3375291.32   | 0.15%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                            | Triton Container International Ltd / TAL International Container Corp               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2140000 | PA      | $1652401.00   | 0.07%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Phoenix Services International, LLC                 | Phoenix Services International, LLC 2022 DIP PIK Roll Up Term Loan                  | CUSIP: 71913LAC4<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     58989 | PA      | $56924.55     | 0.00%             | 2023-09-29      | Variable      | 16.32%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                   | Citigroup Mortgage Loan Trust 2021-JL1                                              | CUSIP: 17329CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975953 | PA      | $879156.00    | 0.04%             | 2062-02-27      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                | Constant Contact Inc Term Loan                                                      | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114612 | PA      | $101574.55    | 0.00%             | 2028-02-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                      | Microsoft Corp                                                                      | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $776603.20    | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point CLO XXIII                                                               | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $797410.00    | 0.03%             | 2034-07-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382LHS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9212316 | PA      | $469542.46    | 0.02%             | 2050-11-20      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                    | AmWINS Group Inc                                                                    | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    330000 | PA      | $283328.10    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                            | Scientific Games Holdings LP/Scientific Games US FinCo Inc                          | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $396872.70    | 0.02%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC   | LCCM 2021-FL3 Trust                                                                 | CUSIP: 50190FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2864000 | PA      | $2782728.27   | 0.12%             | 2038-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                      | Wheel Pros Inc                                                                      | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $37503.00     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                 | SAPPHIRE AVIATION FINANCE II LTD                                                    | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1119946 | PA      | $846811.32    | 0.04%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC               | Charter Communications Operating, LLC 2019 Term Loan B2                             | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    183107 | PA      | $179079.05    | 0.01%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                     | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                               | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    320142 | PA      | $308070.58    | 0.01%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust    | GoodLeap Sustainable Home Solutions Trust 2021-5                                    | CUSIP: 38237HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3166985 | PA      | $2384138.70   | 0.10%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                            | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B                                  | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    139650 | PA      | $131881.96    | 0.01%             | 2028-07-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2016-GS3                                               | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23753498 | PA      | $815235.03    | 0.04%             | 2049-10-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners LP/Suburban Energy Finance Corp                           | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $338127.90    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                            | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $220482.00    | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2021-JR2 Trust                                                                 | CUSIP: 12659NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8288430 | PA      | $7828692.08   | 0.34%             | 2061-11-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136AQ5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118056 | PA      | $116844.82    | 0.01%             | 2043-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2015-GC34                                              | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |  14812388 | PA      | $396845.51    | 0.02%             | 2048-10-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                            | TK Elevator US Newco Inc                                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    700000 | PA      | $622678.00    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2020-HR8                                             | CUSIP: 61692BBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13598763 | PA      | $1377382.26   | 0.06%             | 2053-07-15      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                              | Penn Entertainment Inc                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $561664.20    | 0.02%             | 2027-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2360997 | PA      | $2119056.71   | 0.09%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                | LLPL Capital Pte Ltd                                                                | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |   1109160 | PA      | $967120.97    | 0.04%             | 2039-02-04      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38381E8G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  82442335 | PA      | $4136300.93   | 0.18%             | 2064-07-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| NEP/NCP Holdco, Inc.                                | NEP/NCP Holdco, Inc. 2018 1st Lien Term Loan                                        | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143136 | PA      | $124111.30    | 0.01%             | 2025-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2018-TWR                                          | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $572894.27    | 0.02%             | 2031-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415175.00    | 0.02%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                      | Halliburton Co                                                                      | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    922000 | PA      | $791832.04    | 0.03%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                               | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan                              | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    277890 | PA      | $276986.84    | 0.01%             | 2026-09-18      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                            | Enterprise Products Operating LLC                                                   | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1546179.60   | 0.07%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                               | Petroleos del Peru SA                                                               | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    700000 | PA      | $535353.00    | 0.02%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                               | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $218435.40    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BJZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3542826 | PA      | $3326709.27   | 0.14%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                         | Staples Inc                                                                         | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    340000 | PA      | $292682.20    | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Monogram Food Solutions, LLC                        | Monogram Food Solutions, LLC Term Loan B                                            | CUSIP: 60976EAH6<br>LEI: 549300RKG7DLLYNXX093 | Long             | LON              | CORP              | US        |    257400 | PA      | $249034.50    | 0.01%             | 2028-08-28      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                      | PMT Credit Risk Transfer Trust 2019-2R                                              | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276172 | PA      | $1221300.32   | 0.05%             | 2023-05-27      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                           | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440215.65    | 0.02%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Surf Holdings, LLC                                  | Surf Holdings, LLC USD Term Loan                                                    | CUSIP: 86875TAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156879 | PA      | $152508.72    | 0.01%             | 2027-03-05      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132QQQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6052959 | PA      | $5611452.63   | 0.24%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-C26                                      | CUSIP: 94989CBA8<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |   7128306 | PA      | $140782.48    | 0.01%             | 2048-02-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                | Bank Leumi Le-Israel BM                                                             | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    400000 | PA      | $353952.00    | 0.02%             | 2031-01-29      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust      | Securitized Asset Backed Receivables LLC Trust 2007-BR5                             | CUSIP: 81379EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36103677 | PA      | $26769353.27  | 1.15%             | 2037-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132QPFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691648 | PA      | $1578856.82   | 0.07%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                              | Cengage Learning, Inc. 2021 Term Loan B                                             | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    340717 | PA      | $307231.26    | 0.01%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                | Smithfield Foods Inc                                                                | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1715352.40   | 0.07%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2140084.00   | 0.09%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38381DBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  84568919 | PA      | $5739427.84   | 0.25%             | 2063-08-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-DC1 Mortgage Trust                                                        | CUSIP: 12629NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6113289 | PA      | $91119.37     | 0.00%             | 2048-02-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| VIAD CORP                                           | Viad Corp Initial Term Loan                                                         | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |    167875 | PA      | $159219.37    | 0.01%             | 2028-07-30      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                             | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    460000 | PA      | $352194.40    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                             | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $19765101.20  | 0.85%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2015-C32                                 | CUSIP: 46590JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132000 | PA      | $820661.64    | 0.04%             | 2048-11-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38379AF47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1559539 | PA      | $39250.57     | 0.00%             | 2042-07-20      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                         | CUSIP: 61766NBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16951319 | PA      | $627248.62    | 0.03%             | 2049-09-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                               | Emergent BioSolutions Inc                                                           | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    240000 | PA      | $118536.00    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                      | Pagaya AI Debt Trust 2022-1                                                         | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410823 | PA      | $1345306.89   | 0.06%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                   | DexKo Global Inc. 2021 USD Term Loan B                                              | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    150697 | PA      | $135606.54    | 0.01%             | 2028-10-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                 | LBM Acquisition LLC Term Loan B                                                     | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    126295 | PA      | $110054.99    | 0.00%             | 2027-12-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                  | Dun & Bradstreet Corporation (The) 2022 Incremental Term Loan B2                    | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     69475 | PA      | $68530.83     | 0.00%             | 2029-01-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                        | Scientific Games Holdings LP 2022 USD Term Loan B                                   | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    155000 | PA      | $148194.73    | 0.01%             | 2029-04-04      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                             | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $170455.30    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                     | Envision Healthcare Corporation 2022 Second Out Term Loan                           | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    108374 | PA      | $37931.03     | 0.00%             | 2027-03-31      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Air Methods Corporation                             | Air Methods Corporation 2017 Term Loan B                                            | CUSIP: 00912YAL6<br>LEI: 54930081QGNZXVDOZF63 | Long             | LON              | CORP              | US        |    121665 | PA      | $68907.80     | 0.00%             | 2024-04-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                         | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    775000 | PA      | $719657.25    | 0.03%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                    | Leeward Renewable Energy Operations LLC                                             | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    425000 | PA      | $368071.25    | 0.02%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                               | CMG Media Corporation 2021 Term Loan                                                | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151531 | PA      | $142304.58    | 0.01%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                         | Ziggo Financing Partnership USD Term Loan I                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190000 | PA      | $185710.75    | 0.01%             | 2028-04-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38378JM66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1361730 | PA      | $1314462.99   | 0.06%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                            | Adani Electricity Mumbai Ltd                                                        | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $151558.45    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2017-C1                                               | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17341203 | PA      | $880464.20    | 0.04%             | 2050-06-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                    | Hardee's Funding LLC                                                                | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1627750 | PA      | $1497936.94   | 0.06%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                            | Empresas Publicas de Medellin ESP                                                   | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1400000 | PA      | $1113658.00   | 0.05%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                             | ModivCare Escrow Issuer Inc                                                         | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $160088.30    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                  | BX Trust 2019-OC11                                                                  | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3830000 | PA      | $2934678.21   | 0.13%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                             | Luminent Mortgage Trust 2007-1                                                      | CUSIP: 55028CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7117376 | PA      | $6300894.07   | 0.27%             | 2036-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382PMU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9401874 | PA      | $1380890.77   | 0.06%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                              | Digicel Group Holdings Ltd                                                          | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    622113 | PA      | $55990.17     | 0.00%             | 2023-01-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                  | Athene Holding Ltd                                                                  | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   2620000 | PA      | $1786001.60   | 0.08%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                | ACE Securities Corp Home Equity Loan Trust Series 2007-WM2                          | CUSIP: 00442KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2868879 | PA      | $1198884.63   | 0.05%             | 2037-02-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                               | Intelsat Jackson Holdings SA                                                        | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $215368.80    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                | Freeport-McMoRan Inc                                                                | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280422.00    | 0.01%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                  | Murphy Oil USA Inc                                                                  | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    285000 | PA      | $260361.75    | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                           | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $316153.90    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Travel Leaders Group, LLC                           | Travel Leaders Group, LLC 2018 Term Loan B                                          | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |    119056 | PA      | $109456.93    | 0.00%             | 2024-01-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                    | Simpar Europe SA                                                                    | CUSIP: 000000000<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $151166.00    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2021-B33                                                                       | CUSIP: 12658WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $532137.78    | 0.02%             | 2043-10-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point Clo XII Ltd                                                             | CUSIP: 83610CAU5<br>LEI: 549300EBWPUX52MGF160 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977600.00    | 0.04%             | 2028-10-20      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                             | EIG Pearl Holdings Sarl                                                             | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $690798.60    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                             | American Axle & Manufacturing Inc                                                   | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    155000 | PA      | $124322.40    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                              | Radiology Partners Inc 2018 1st Lien Term Loan B                                    | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    306250 | PA      | $258494.75    | 0.01%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $966912.00    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2017-PANW Mortgage Trust                                                       | CUSIP: 12595HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388000 | PA      | $1271437.26   | 0.05%             | 2029-10-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                               | SRS Distribution Inc. 2021 Term Loan B                                              | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    266625 | PA      | $255556.06    | 0.01%             | 2028-06-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 47 Ltd                                           | CUSIP: 64135DAG0<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $447250.00    | 0.02%             | 2035-04-14      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                  | Panama Government International Bond                                                | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $647050.00    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                  | CNX Resources Corp                                                                  | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110342.50    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                               | TotalEnergies Capital International SA                                              | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1120000 | PA      | $786889.60    | 0.03%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limited                     | Bain Capital Credit Clo 2019-3 Ltd                                                  | CUSIP: 05683TAW9<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $917638.00    | 0.04%             | 2034-10-21      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                  | Renaissance Home Equity Loan Trust                                                  | CUSIP: 759676AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8664451 | PA      | $3654048.14   | 0.16%             | 2036-08-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2019-C17 Commercial Mortgage Trust                                            | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29909408 | PA      | $1807311.58   | 0.08%             | 2052-09-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                               | Antero Resources Corp                                                               | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305877.00    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136ACYG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1026747 | PA      | $987765.76    | 0.04%             | 2027-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                               | Walker & Dunlop, Inc. 2021 Term Loan                                                | CUSIP: 93148QAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113850 | PA      | $111857.63    | 0.00%             | 2028-12-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings, Inc.                      | Mister Car Wash Holdings, Inc. 2019 Term Loan B                                     | CUSIP: 60646CAF4<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |    340098 | PA      | $335967.05    | 0.01%             | 2026-05-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                 | Invitation Homes Operating Partnership LP                                           | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   2435000 | PA      | $1781884.30   | 0.08%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                   | Rent-A-Center Inc/TX                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    205000 | PA      | $166072.55    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                           | Mileage Plus Holdings LLC 2020 Term Loan B                                          | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    454500 | PA      | $468305.44    | 0.02%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| CWT TRAVEL EQUITY                                   | CWT TRAVEL EQUITY                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5125 | NS      | $33312.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                            | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $319588.50    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                      | CUSIP: 93363PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3539911 | PA      | $2798459.36   | 0.12%             | 2036-11-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2014-C25                                 | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4516201 | PA      | $51540.65     | 0.00%             | 2047-11-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC                               | USASF Receivables 2020-1 LLC                                                        | CUSIP: 90353QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464140 | PA      | $463311.87    | 0.02%             | 2024-05-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                            | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                    | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $483115.25    | 0.02%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $342271.05    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                             | Guardian Life Global Funding                                                        | CUSIP: 40139LBD4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1538421.00   | 0.07%             | 2026-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kestrel Bidco Inc.                                  | Kestrel Bidco Inc. Term Loan B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    120117 | PA      | $110189.14    | 0.00%             | 2026-12-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                               | Petroleos del Peru SA                                                               | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $130130.00    | 0.01%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140QFHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19268063 | PA      | $16912560.73  | 0.73%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                             | TRTX 2019-FL3 Issuer Ltd                                                            | CUSIP: 87276VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3527000 | PA      | $3508208.14   | 0.15%             | 2034-10-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Edgewater Generation, L.L.C.                        | Edgewater Generation, L.L.C. Term Loan                                              | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    148603 | PA      | $141469.90    | 0.01%             | 2025-12-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                       | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    520000 | PA      | $488306.00    | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                      | VT Topco, Inc. 2021 Incremental Term Loan                                           | CUSIP: 39355YAJ3<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |     64260 | PA      | $62465.96     | 0.00%             | 2025-08-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                       | M/I Homes Inc                                                                       | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    365000 | PA      | $324229.50    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                   | Magnetite XXXI Ltd                                                                  | CUSIP: 55952GAA4<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $438133.50    | 0.02%             | 2034-07-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137ABA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3392618 | PA      | $297461.15    | 0.01%             | 2041-05-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                      | Bombardier Inc                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $355353.05    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                      | EG America LLC 2018 USD Term Loan                                                   | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    175280 | PA      | $165969.05    | 0.01%             | 2025-02-07      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                 | Quanta Services Inc                                                                 | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $1789988.40   | 0.08%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp/Alberta                                                               | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $364299.45    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                                  | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $322813.75    | 0.01%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                            | Moss Creek Resources Holdings Inc                                                   | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81064.80     | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2021-B33                                                                       | CUSIP: 12658WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1719814.41   | 0.07%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                    | WFRBS Commercial Mortgage Trust 2014-C21                                            | CUSIP: 92939FBA6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |  12676660 | PA      | $145427.15    | 0.01%             | 2047-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                            | Performance Food Group Inc                                                          | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    460000 | PA      | $436981.60    | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee               | VOLT XCVI LLC                                                                       | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1606564 | PA      | $1456436.59   | 0.06%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                               | WASH Multifamily Acquisition Inc                                                    | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    555000 | PA      | $523081.95    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jol Air                                             | JOL Air Ltd                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   2228440 | PA      | $1820439.49   | 0.08%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6763343.78   | 0.29%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOLIS IV BV                                         | Solis IV BV USD Term Loan B1                                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    318400 | PA      | $281755.34    | 0.01%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                   | Clean Harbors Inc                                                                   | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134420.80    | 0.01%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Atlas Purchaser, Inc.                               | Atlas Purchaser, Inc. 2021 Term Loan                                                | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |     95555 | PA      | $67664.66     | 0.00%             | 2028-05-08      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132FCDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10310559 | PA      | $9327314.91   | 0.40%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                              | Acrisure LLC / Acrisure Finance Inc                                                 | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $173029.85    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                     | Network i2i Ltd                                                                     | CUSIP: 000000000<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    600000 | PA      | $522972.00    | 0.02%             | 2026-03-03      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1727497.50   | 0.07%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                          | BCPE Empire Holdings, Inc. 2022 Incremental Term Loan                               | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     34738 | PA      | $33869.06     | 0.00%             | 2026-06-11      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                    | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $8654421.92   | 0.37%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-LC20                                     | CUSIP: 94989EAH0<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |   6354734 | PA      | $112711.12    | 0.00%             | 2050-04-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings Inc                                                 | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    815000 | PA      | $805187.40    | 0.03%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                                 | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1800000 | PA      | $1295100.00   | 0.06%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                    | SLG Office Trust 2021-OVA                                                           | CUSIP: 78449RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1989000 | PA      | $1288942.35   | 0.06%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| XHR LP                                              | XHR LP                                                                              | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    425000 | PA      | $348997.25    | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Lumen Technologies Inc                                                              | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132044.50    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                            | Indonesia Asahan Aluminium Persero PT                                               | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $167544.00    | 0.01%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust 2021-2                                          | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $931872.60    | 0.04%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $411692.40    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                              | Banco Nacional de Comercio Exterior SNC/Cayman Islands                              | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $664616.00    | 0.03%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132QPG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222788 | PA      | $1133597.58   | 0.05%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BKP38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7788939 | PA      | $7176268.87   | 0.31%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                            | QatarEnergy Trading LLC                                                             | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1000000 | PA      | $827462.00    | 0.04%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC            | Amentum Government Services Holdings LLC 2022 Term Loan                             | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     89775 | PA      | $87698.95     | 0.00%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138YHX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69583 | PA      | $62126.76     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aviation Limited                         | Castlelake Aviation Limited Term Loan B                                             | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |    342400 | PA      | $339983.88    | 0.01%             | 2026-10-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137BGEM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3793614 | PA      | $3196609.64   | 0.14%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                   | Delta TopCo, Inc. 2020 2nd Lien Term Loan                                           | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $51756.25     | 0.00%             | 2028-12-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Aimco                                               | Aimco CLO 11 Ltd                                                                    | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1933000.00   | 0.08%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                            | Constellation Brands Inc                                                            | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    560000 | PA      | $490722.40    | 0.02%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                             | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                           | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $180884.00    | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                         | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3358000 | PA      | $2750241.46   | 0.12%             | 2049-11-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                               | TGP Holdings III, LLC 2021 Term Loan                                                | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     84643 | PA      | $68113.80     | 0.00%             | 2028-06-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                  | One New York Plaza Trust 2020-1NYP                                                  | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1599000 | PA      | $1483643.77   | 0.06%             | 2036-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                   | MC Brazil Downstream Trading SARL                                                   | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $494490.00    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-43CB                                                    | CUSIP: 02149FAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2355921 | PA      | $1297636.29   | 0.06%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $304016.25    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204810.00    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                    | Ocean Trails CLO V                                                                  | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $847800.00    | 0.04%             | 2031-10-13      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    324000 | PA      | $308065.68    | 0.01%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                             | Aveanna Healthcare, LLC 2021 Term Loan B                                            | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     94301 | PA      | $73035.85     | 0.00%             | 2028-07-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                   | Triumph Group Inc                                                                   | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    147000 | PA      | $125192.55    | 0.01%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                              | Canyon Capital CLO 2017-1 Ltd                                                       | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $890500.00    | 0.04%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                                 | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $163934.00    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                  | Finastra USA, Inc. USD 2nd Lien Term Loan                                           | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    105000 | PA      | $78825.08     | 0.00%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| PMT ISSUER TRUST - FMSR                             | PMT Issuer Trust - FMSR                                                             | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1260976.34   | 0.05%             | 2026-03-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                            | SEG Holding LLC / SEG Finance Corp                                                  | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $564392.40    | 0.02%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                  | CNX Resources Corp                                                                  | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346121.25    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Limited                         | ION Trading Finance Limited 2021 USD Term Loan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    273306 | PA      | $259933.45    | 0.01%             | 2028-04-03      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                              | Castle US Holding Corp                                                              | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |    235000 | PA      | $92423.15     | 0.00%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                              | Digicel Group Holdings Ltd                                                          | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    873471 | PA      | $238151.87    | 0.01%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3128MJV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3771923 | PA      | $3390661.61   | 0.15%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9413014 | PA      | $1047151.74   | 0.05%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                              | Radiology Partners Inc                                                              | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $129342.80    | 0.01%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                     | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan                             | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    304967 | PA      | $297969.94    | 0.01%             | 2025-06-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                              | AthenaHealth Group Inc                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    555000 | PA      | $411160.65    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                    | SLG Office Trust 2021-OVA                                                           | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1989000 | PA      | $1381734.23   | 0.06%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                           | Diamond Sports Group, LLC 2022 2nd Lien Term Loan                                   | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    171496 | PA      | $22008.88     | 0.00%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                            | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272916.00    | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                      | 1375209 BC Ltd                                                                      | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     79000 | PA      | $76961.01     | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                            | SK Invictus Intermediate II Sarl                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    415000 | PA      | $341412.20    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNC Mortgage Loan Trust                             | BNC Mortgage Loan Trust 2006-1                                                      | CUSIP: 055682AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16946131 | PA      | $11306902.34  | 0.49%             | 2036-10-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2015-GC32                                              | CUSIP: 36250PAF2<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |  21309180 | PA      | $313378.77    | 0.01%             | 2048-07-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                     | Whatabrands LLC 2021 Term Loan B                                                    | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    292050 | PA      | $282923.44    | 0.01%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                             | EIG Pearl Holdings Sarl                                                             | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $419980.00    | 0.02%             | 2036-08-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                  | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $777090.50    | 0.03%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                      | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    545000 | PA      | $416995.85    | 0.02%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                  | Panama Government International Bond                                                | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $293896.00    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    340000 | PA      | $310624.00    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                      | Sinclair Television Group Inc. Term Loan B2B                                        | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    127749 | PA      | $122128.51    | 0.01%             | 2026-09-30      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                    | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                          | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    215000 | PA      | $219555.85    | 0.01%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221267.25    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RegionalCare Hospital Partners Holdings, Inc.       | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B                      | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    212714 | PA      | $201041.60    | 0.01%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                            | FWDSecuritization Trust 2019-INV1                                                   | CUSIP: 302980AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587652 | PA      | $530026.80    | 0.02%             | 2049-06-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2015-GC27                                       | CUSIP: 17323CAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2541000 | PA      | $2349771.91   | 0.10%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                         | Legacy Mortgage Asset Trust 2020-SL1                                                | CUSIP: 52475KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8492000 | PA      | $7775934.18   | 0.34%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                            | Weatherford International Ltd                                                       | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    295000 | PA      | $284866.75    | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137AYTA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4348691 | PA      | $3538664.76   | 0.15%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                     | Lehman XS Trust Series 2006-GP2                                                     | CUSIP: 525227AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5590791 | PA      | $3922386.87   | 0.17%             | 2046-06-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                            | Telesat Canada / Telesat LLC                                                        | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    170000 | PA      | $49949.40     | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                                 | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1746557.60   | 0.08%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 31418BQM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3050419 | PA      | $2817489.49   | 0.12%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                                  | CUSIP: 3137AVDX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5766920 | PA      | $5351211.84   | 0.23%             | 2032-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2014-C21                                 | CUSIP: 46642EBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055000 | PA      | $985541.36    | 0.04%             | 2047-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust               | PRPM 2020-6 LLC                                                                     | CUSIP: 693587AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3267449 | PA      | $3015027.64   | 0.13%             | 2025-11-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                    | Berry Global Inc                                                                    | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1681346.05   | 0.07%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                 | Griffon Corp                                                                        | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    960000 | PA      | $877900.80    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2015-C28                                 | CUSIP: 46644FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8175118 | PA      | $121768.14    | 0.01%             | 2048-10-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                 | Calpine Corporation 2019 Term Loan B10                                              | CUSIP: 13134MBS1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     77400 | PA      | $76543.96     | 0.00%             | 2026-08-12      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                       | AEP Texas Inc                                                                       | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1225030.30   | 0.05%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136BHSW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16598044 | PA      | $14749186.00  | 0.64%             | 2037-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY                                    | FORESIGHT ENERGY                                                                    | CUSIP: 000000000<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | EC               | CORP              | US        |       572 | NS      | $6861.36      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tempo Acquisition LLC                               | Tempo Acquisition LLC 2022 Term Loan B                                              | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    143550 | PA      | $143334.58    | 0.01%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                              | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $220566.00    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                         | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $153552.00    | 0.01%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE22 Mortgage Trust                                                     | CUSIP: 12592XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7277935 | PA      | $100113.60    | 0.00%             | 2048-03-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                           | Regatta XXIII Funding Ltd                                                           | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4342950.00   | 0.19%             | 2035-01-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                  | Wand NewCo 3, Inc. 2020 Term Loan                                                   | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    171259 | PA      | $162848.08    | 0.01%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-P2                                       | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14220623 | PA      | $309519.67    | 0.01%             | 2048-12-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3140HWYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5400000 | PA      | $4675956.12   | 0.20%             | 2029-12-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                     | CUSIP: 3138ERHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9410352 | PA      | $8446036.55   | 0.36%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                             | Global Aircraft Leasing Co Ltd                                                      | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    584188 | PA      | $497944.33    | 0.02%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC Mortgage-Backed Trust 2006-7                                                   | CUSIP: 22942KDS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1209576 | PA      | $1056145.82   | 0.05%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                            | Banco Mercantil del Norte SA/Grand Cayman                                           | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1281294.00   | 0.06%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell, Inc.                               | Cincinnati Bell, Inc. 2021 Term Loan B2                                             | CUSIP: 17187MAS9<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     69139 | PA      | $68032.97     | 0.00%             | 2028-11-22      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                   | PointClickCare Technologies, Inc. Term Loan B                                       | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    142462 | PA      | $138900.94    | 0.01%             | 2027-12-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                            | CUSIP: 38381DGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 101546792 | PA      | $5984224.55   | 0.26%             | 2063-03-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                            | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $58714.40     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                             | Victoria's Secret & Co. Term Loan B                                                 | CUSIP: 92639MAB3<br>LEI: 5493006T3O70U3UWVF17 | Long             | LON              | CORP              | US        |    207375 | PA      | $202190.63    | 0.01%             | 2028-08-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                            | Olympus Water US Holding Corp                                                       | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $491616.00    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.         | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan                 | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $53299.80     | 0.00%             | 2029-03-30      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2019-L3                                              | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55715678 | PA      | $1838594.51   | 0.08%             | 2052-11-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                                    | CDK Global, Inc. 2022 USD Term Loan B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $143937.15    | 0.01%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                              | General Motors Financial Co Inc                                                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $944240.55    | 0.04%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1732086.60   | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                      | Fannie Mae-Aces                                                                     | CUSIP: 3136B2GY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1806839 | PA      | $1782656.79   | 0.08%             | 2028-07-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $353045.00    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2016-DC2 Mortgage Trust                                                        | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14723761 | PA      | $329660.00    | 0.01%             | 2049-02-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                    | BAT Capital Corp                                                                    | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $1789847.55   | 0.08%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                              | Full House Resorts Inc                                                              | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    505000 | PA      | $446122.05    | 0.02%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                       | DTE Energy Co                                                                       | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    920000 | PA      | $905307.60    | 0.04%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                              | Korea Development Bank/The                                                          | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $628696.00    | 0.03%             | 2031-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust      | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4996198 | PA      | $3665321.68   | 0.16%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IndyMac IMJA Mortgage Loan Trust                    | IndyMac IMJA Mortgage Loan Trust 2007-A4                                            | CUSIP: 45670VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21352069 | PA      | $7553439.74   | 0.33%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                | Ascend Learning, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     64708 | PA      | $55999.35     | 0.00%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                            | Ferrellgas LP / Ferrellgas Finance Corp                                             | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $250560.75    | 0.01%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                            | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc              | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $302793.80    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                     | Madison IAQ LLC Term Loan                                                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    360438 | PA      | $336244.94    | 0.01%             | 2028-06-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                    | CUSIP: 3131XVVC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5361535 | PA      | $4812078.18   | 0.21%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae REMICS                                                                   | CUSIP: 3136AA6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20907 | PA      | $11363.78     | 0.00%             | 2043-01-25      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                             | Adani Ports & Special Economic Zone Ltd                                             | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $175027.59    | 0.01%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust          | JPMDB Commercial Mortgage Securities Trust 2016-C2                                  | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15874677 | PA      | $589921.10    | 0.03%             | 2049-06-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp                                                                    | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2734596.00   | 0.12%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                          | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3674000 | PA      | $2845806.92   | 0.12%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                | PRET 2022-RN1 LLC                                                                   | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13299002 | PA      | $12412893.16  | 0.54%             | 2051-07-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                          | Triton Water Holdings, Inc Term Loan                                                | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    296405 | PA      | $276657.14    | 0.01%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                            | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1814105.40   | 0.08%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                              | CHL Mortgage Pass-Through Trust 2007-HYB1                                           | CUSIP: 22239EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075893 | PA      | $877907.64    | 0.04%             | 2037-03-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR 2021-SFR2 Trust                                                                | CUSIP: 00179VAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1647007.64   | 0.07%             | 2038-08-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                          | ADMI Corp. 2021 Incremental Term Loan B3                                            | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-23      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                               | FMC GMSR Issuer Trust                                                               | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2125183.40   | 0.09%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| H Food Holdings LLC                                 | H Food Holdings LLC 2018 Term Loan B                                                | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |    319882 | PA      | $285774.90    | 0.01%             | 2025-05-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                    | Grace Trust 2020-GRCE                                                               | CUSIP: 38406JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147000 | PA      | $783114.28    | 0.03%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust      | Structured Adjustable Rate Mortgage Loan Trust Series 2006-8                        | CUSIP: 86361JAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200614 | PA      | $192355.13    | 0.01%             | 2036-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                               | Applied Systems, Inc. 2021 2nd Lien Term Loan                                       | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    210000 | PA      | $208818.75    | 0.01%             | 2025-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                    | Proofpoint, Inc. 1st Lien Term Loan                                                 | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    337450 | PA      | $325310.24    | 0.01%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                               | NGL Energy Operating LLC / NGL Energy Finance Corp                                  | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $244945.25    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.         | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan                          | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    287537 | PA      | $275675.99    | 0.01%             | 2028-03-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                               | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52840.20     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                | Ascend Learning, LLC 2021 Term Loan                                                 | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    358817 | PA      | $340153.04    | 0.01%             | 2028-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                            | CSX Corp                                                                            | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $1804827.45   | 0.08%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                              | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $167849.50    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                               | CUSIP: 3132QMX22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    804468 | PA      | $750859.39    | 0.03%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                        | Filtration Group Corporation 2018 1st Lien Term Loan                                | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    388250 | PA      | $385015.92    | 0.02%             | 2025-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition, LLC                              | Tiger Acquisition, LLC 2021 Term Loan                                               | CUSIP: 88675UAB8<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    116501 | PA      | $110902.32    | 0.00%             | 2028-06-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer