# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001004726-25-002511
**Filing Date:** 2025-11
**Character Count:** 498403
**Document Hash:** 900b27bf1bbcff7b7a709316c3306b4b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-002511.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001004726-25-002511

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 251528193

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $150331985.77

**Total Liabilities:** $16126680.67

**Net Assets:** $134205305.10

**Delayed Delivery Securities:** $286681.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -162.91764753 | **1-Year:** -3014.35458038 | **5-Year:** -10564.02084616 | **10-Year:** -8729.55122292 | **30-Year:** -2085.13618337

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

- **3-Month:** -40.68706023 | **1-Year:** -1312.25411445 | **5-Year:** -3115.00533250 | **10-Year:** -806.34134174 | **30-Year:** -93.80128849

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116967 | -0.23%               | 1.14%                | 1.24%                |
| Class ID C000173961 | -0.24%               | 1.20%                | 1.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-344079.81              | $-266792.63                                |
| Month 2  | $6729.31                 | $1020610.79                                |
| Month 3  | $-13491.46               | $1132667.17                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138A7FW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19558 | PA      | $19588.23     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269919.72    | 0.20%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402QPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2940 | PA      | $2976.18      | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1995.00      | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $151265.63    | 0.11%             | 2055-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                               | INTESA SANPAOLO SPA                                | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    550000 | PA      | $551339.25    | 0.41%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                               | AMER SPORTS CO                                     | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15600.00     | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73662.50     | 0.05%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                           | AMERICAN AIRLINES INC                              | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20850.00     | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING COMPANY LLC                                     | HAH GROUP HOLDING CO LLC                           | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26600.00     | 0.02%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                       | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    852795 | NS      | $852795.06    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128510 | PA      | $128687.39    | 0.10%             | 2041-05-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69563.80     | 0.05%             | 2038-03-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Pike Corporation                                                  | PIKE CORP                                          | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16031.25     | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95812 | PA      | $87291.99     | 0.07%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52062.50     | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLD                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.00      | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QBEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92930 | PA      | $90014.79     | 0.07%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LGI HOMES, INC.                                                   | LGI HOMES INC                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35055.00     | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15340.60     | 0.01%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EM4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13292 | PA      | $13460.38     | 0.01%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10175.00     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                              | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120000.00    | 0.09%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                             | HOWARD MIDSTREAM ENERGY                            | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10175.00     | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PINE STREET TRUST II                                              | PINE STREET TRUST II                               | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94534.30     | 0.07%             | 2049-02-15      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED           | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138949 | PA      | $138988.73    | 0.10%             | 2041-12-16      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $29700.00     | 0.02%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QLYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82999 | PA      | $80446.48     | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417507.78    | 0.31%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                              | LBM ACQUISITION LLC                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26156.25     | 0.02%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312946ZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30728 | PA      | $30893.81     | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QTLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.10         | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS, INC.                                              | RIOT PLATFORMS INC                                 | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $47672.11     | 0.04%             | 2030-01-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA CREDIT FUNDING 4 LTD                           | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250954.75    | 0.19%             | 2038-01-22      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING                        | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |      5000 | PA      | $4968.75      | 0.00%             | 2032-02-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FIN                            | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $4875.00      | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CLO 2019 1 LTD                         | CUSIP: 27830XAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251145.55    | 0.19%             | 2037-07-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS INC                                   | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20500.00     | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40650.00     | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                           | RETAIL PPTYS OF AMERICA                            | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22077.48     | 0.02%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26406.25     | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                  | CALIFORNIA RESOURCES CRP                           | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36487.50     | 0.03%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                         | CNX MIDSTREAM PARTNERS LP                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52525.00     | 0.04%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122471 | PA      | $122352.98    | 0.09%             | 2038-11-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| MOHEGAN ESCROW ISSUER, LLC                                        | MOHEGAN TRIBAL GAMING AUTHORITY MS DIGITAL ENTER   | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10362.50     | 0.01%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1601000 | PA      | $1606003.13   | 1.20%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L7CX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17219 | PA      | $16062.80     | 0.01%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXVI LTD                                 | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250111.64    | 0.19%             | 2038-01-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN 98 CLO LTD                                  | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250859.99    | 0.19%             | 2035-04-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.                         | CALUMET SPECIALTY PROD                             | CUSIP: 131477AW1<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35550.00     | 0.03%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS INC                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26562.50     | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                       | TRANSMONTAIGNE PARTNERS LLC                        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10412.50     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING 2025 1 LTD              | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233598 | PA      | $232058.75    | 0.17%             | 2033-02-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21180.12     | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRANDSAFWAY TERM                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     29788 | PA      | $26928.12     | 0.02%             | 2030-08-01      | Floating      | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    244256 | PA      | $202030.38    | 0.15%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99623.52     | 0.07%             | 2036-10-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                  | ALTICE FRANCE SA FRANCE                            | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $34600.00     | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                       | AVIS BUDGET CAR RENTAL                             | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15675.00     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282350 | PA      | $272771.22    | 0.20%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29847.72     | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36292EP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63648 | PA      | $65617.29     | 0.05%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8ES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.11         | 0.00%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32380 | PA      | $31513.88     | 0.02%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85655 | PA      | $77376.24     | 0.06%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | MAJORDRIVE HOLDINGS IV LLC                         | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16275.00     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109808 | PA      | $96651.61     | 0.07%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                        | CLOUD SOFTWARE GROUP INC                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62250.00     | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26812.50     | 0.02%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26570 | PA      | $24787.24     | 0.02%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15243.75     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188328.00    | 0.14%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26125.00     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                               | OWENS MINOR INC                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12375.00     | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3690000 | PA      | $3049871.49   | 2.27%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                     | VOLCAN CIA MINERA SAA                              | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     24000 | PA      | $24960.00     | 0.02%             | 2030-01-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ALBEMARLE CORPORATION                                             | ALBEMARLE CORP                                     | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       211 | NS      | $7992.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION                    | SCIENCE APPLICATIONS INTERNATIONAL CORP            | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25000.00     | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                   | ACADIA HEALTHCARE CO INC                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10387.50     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71601 | PA      | $71687.27     | 0.05%             | 2040-12-09      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                              | SIXTH STREET SPECIALTY                             | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53586.57     | 0.04%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| INVERSION ESCROW ISSUER, LLC                                      | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49125.00     | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MKS INC.                                                          | MKS INC                                            | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20882.90     | 0.02%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                          | LUMEN TECHNOLOGIES TERM                            | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      9975 | PA      | $9901.17      | 0.01%             | 2029-04-16      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11126 | PA      | $9119.34      | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $156523.14    | 0.12%             | 2039-05-15      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORPORATION.                                             | PARKLAND CORP                                      | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30675.00     | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55324 | PA      | $55170.96     | 0.04%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                          | PATRICK INDUSTRIES INC                             | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20250.00     | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OPEN TRUST                                                        | OPEN TRUST 2023 AIR                                | CUSIP: 68373BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80039.89     | 0.06%             | 2028-10-15      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10001.67     | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27796 | PA      | $29333.62     | 0.02%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707658 | PA      | $580028.81    | 0.43%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106744 | PA      | $87382.58     | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    607242 | PA      | $589633.72    | 0.44%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274982 | PA      | $236181.66    | 0.18%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 26 LTD                                | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251104.54    | 0.19%             | 2038-01-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| X.AI CORP.                                                        | X AI TERM B 1LN                                    | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $28987.50     | 0.02%             | 2030-06-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46855 | PA      | $44977.55     | 0.03%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8570 | PA      | $7771.02      | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15206.25     | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                               | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135411.45    | 0.10%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY FINANCE CORP.                                     | BEACON MOBILITY CORP                               | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15581.25     | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT                                                          | INTELSAT                                           | CUSIP: L5217E120<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25686.60     | 0.02%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                             | COLOMBIA GOVERNMENT INTERNATIONAL BOND             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $213757.20    | 0.16%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24687.50     | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $115650.00    | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20625.00     | 0.02%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO                                    | MORGAN STANLEY EATON VANCE CLO 2025 21 LTD         | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107000 | PA      | $107102.00    | 0.08%             | 2038-04-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31292LYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55383 | PA      | $50821.79     | 0.04%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     68000 | PA      | $71347.03     | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                              | MATIV HOLDINGS INC                                 | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15840.00     | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36178W7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11080 | PA      | $10221.71     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                               | GMF FLOORPLAN OWNER REVOLVING TRU                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101221.18    | 0.08%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS, LLC                                            | KEHE DIST FIN NEXTWAVE                             | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21050.00     | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES LP                               | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38600.00     | 0.03%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUE                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31537.50     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                            | VERISK ANALYTICS INC                               | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29069.80     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC.                                                | AT HOME GROUP INC                                  | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | LON              | CORP              | US        |       862 | PA      | $857.60       | 0.00%             | 2025-10-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51766.94     | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | ROYAL BANK OF SCOTLAND GROUP PLC                   | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    286000 | PA      | $280994.43    | 0.21%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42672 | PA      | $40546.68     | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES S.a r.l.                                 | ION TRADING TECHNOLOGIES SARL                      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $29494.41     | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85355 | PA      | $88667.60     | 0.07%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CANO HEALTH INC WARRANTS                                          | CANO HEALTH INC WARRANTS                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       156 | NS      | $522.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $30412.50     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                       | SAKS GLOBAL ENTERPRISES LLC                        | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     30244 | PA      | $15424.44     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                         | CHAMPION IRON CANADA INC                           | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5231.25      | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XWUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8256 | PA      | $7928.32      | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOG PART FINANCE                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31237.50     | 0.02%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46558 | PA      | $45506.90     | 0.03%             | 2040-01-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M8UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102884 | PA      | $106745.61    | 0.08%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                          | SGUS LLC                                           | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16847 | PA      | $15836.18     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA XO MGMT                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |     61000 | PA      | $59632.69     | 0.04%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85150.00     | 0.06%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35437.50     | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                                           | SIZZLING PLATTER TERM 1LN                          | CUSIP: 84862VAC6<br>LEI: 254900DZVRH41XW33M96 | Long             | LON              | CORP              | US        |     21040 | PA      | $20660.89     | 0.02%             | 2032-06-24      | Floating      | 9.16%                 | Yes           |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB, LLC                                  | BCPE FLAVOR DEBT ISSUER                            | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15618.75     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                                                   | LIFE TIME INC                                      | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25281.25     | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN PLC                                                      | ENERGEAN PLC                                       | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19875.00     | 0.01%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                      | HESS MIDSTREAM PARTNERS LP                         | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29962.50     | 0.02%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.09         | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding and Management PLC                          | AXIAN TELE HOLD                                    | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     15000 | PA      | $15356.25     | 0.01%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16556.25     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                          | UNITI GROUP LP                                     | CUSIP: 91327TAA9<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16840.00     | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15075.00     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CDO LTD                                | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378000 | PA      | $378889.90    | 0.28%             | 2037-10-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47125.00     | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437219 | PA      | $358353.52    | 0.27%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                             | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20814.84     | 0.02%             | 2029-03-30      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC.                                                         | SNAP INC                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15300.00     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898540 | PA      | $769896.48    | 0.57%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69825.00     | 0.05%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company             | ARDAGH METAL PACKAGING FINANCE USA LLC             | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |     39000 | PA      | $36075.00     | 0.03%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS LLC                                      | CLECO CORPORATE HOLDINGS                           | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121352.53    | 0.09%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80027 | PA      | $81664.87     | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ESR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6317 | PA      | $6396.41      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                     | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $16339.39     | 0.01%             | 2042-10-10      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC.                                             | GRUBHUB HOLDINGS INC                               | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18000.00     | 0.01%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING XII CLO LTD                          | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100195.63    | 0.07%             | 2038-01-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70969.12     | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                     | DISCOVERY COMMUNICATIONS LLC                       | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8575.00      | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                         | CENTURY COMMUNITIES INC                            | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15131.25     | 0.01%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99187.50     | 0.07%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INCORPORATED                                               | TRONOX INC                                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     51000 | PA      | $33150.00     | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9462.50      | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93035.56     | 0.07%             | 2032-11-05      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XSPT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7054 | PA      | $6871.72      | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8364000 | PA      | $7559291.70   | 5.63%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295PZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1317 | PA      | $1347.05      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP I                           | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15318.75     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $421093.75    | 0.31%             | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                           | CACI INTERNATIONAL INC                             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25718.75     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | THUNDERBOLT AIRCRAFT LEASE LIMITED US LLC          | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166029 | PA      | $165926.31    | 0.12%             | 2038-09-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55953UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400933.35    | 0.30%             | 2037-10-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64355 | PA      | $61957.29     | 0.05%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4623.78      | 0.00%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP FINANCE CORP                             | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5000.00      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116122 | PA      | $115304.03    | 0.09%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| OPEN TRUST                                                        | OPEN TRUST 2023 AIR                                | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6501 | PA      | $6501.02      | 0.00%             | 2028-10-15      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3303000 | PA      | $3345319.69   | 2.49%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89625.89     | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                          | WESCO DISTRIBUTION INC                             | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10350.00     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                                          | RADIOLOGY PARTNERS INC                             | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10337.50     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226728.77    | 0.17%             | 2027-01-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                        | ALTICE FRANCE HOLDINGS SA                          | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $14000.00     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS, INC.                                         | PRIMESOURCE TERM B 1LN                             | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |      5000 | PA      | $4998.75      | 0.00%             | 2032-09-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25812.50     | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86024 | PA      | $89284.00     | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6868.75      | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FIN                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30375.00     | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XLV LTD                                  | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100045.84    | 0.07%             | 2038-04-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43481.25     | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10450.00     | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10300.00     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30300.00     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4431445.29   | 3.30%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                      | FLUTTER TREASURY DAC                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     80000 | PA      | $81396.88     | 0.06%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                     | N A                                                | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94883 | PA      | $95072.67     | 0.07%             | 2041-03-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                   | BOMBARDIER INC                                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41750.00     | 0.03%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                        | EMERGENT BIOSOLUTIONS                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25497.50     | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                             | COX MEDIA GROUP                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16422 | PA      | $15671.69     | 0.01%             | 2029-06-18      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1440 | PA      | $1444.21      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES LIV CLO LTD                                   | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251178.32    | 0.19%             | 2038-07-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31893.75     | 0.02%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205241 | PA      | $175984.41    | 0.13%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50698.84     | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                                       | QUEEN MERGERCO INC                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20700.00     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                               | SOCIETE GENERALE SA                                | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203500.00    | 0.15%             | 2029-04-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LAKESIDE PARK CLO LTD                                             | LAKESIDE CLO LTD                                   | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250116.78    | 0.19%             | 2038-04-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| ACURIS FINANCE US, INC                                            | ACURIS FINANCE US INC                              | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |      4173 | PA      | $4171.01      | 0.00%             | 2028-02-16      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180NCL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28498 | PA      | $26291.04     | 0.02%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15018.75     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER, INC.                                     | MODIVCARE ESCROW ISSUER INC                        | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $6.25         | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRAND INDUSTRIAL SERVICES INC                      | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49625.00     | 0.04%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ALCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    531055 | PA      | $470379.99    | 0.35%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9962.50      | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156784 | PA      | $128507.20    | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                              | US LBM TERM                                        | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     59208 | PA      | $58922.92     | 0.04%             | 2031-06-06      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2170000 | PA      | $2194836.32   | 1.64%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289468 | PA      | $300025.80    | 0.22%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN, INC.                                           | WILLIAMS SCOTSMAN INC                              | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10250.00     | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      7000 | PA      | $6300.00      | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                          | WINDSTREAM SERVICES LLC                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29962.50     | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121671 | PA      | $120504.91    | 0.09%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                          | VIRGIN MEDIA FINANCE PLC                           | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $46067.15     | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8235.28      | 0.01%             | 2199-12-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING, LLC                                            | HIGHTOWER HOLDING LLC                              | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44437.50     | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                      | ROCKIES EXPRESS PIPELINE                           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10412.50     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                       | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15618.75     | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50500.00     | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10100.00     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30825.00     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HHC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1236 | PA      | $1250.01      | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS TERM 1LN                                             | TKC HOLDINGS TERM 1LN                              | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28001 | PA      | $28141.16     | 0.02%             | 2027-02-14      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3132DMPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235243 | PA      | $200639.52    | 0.15%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                          | WINDSTREAM ESCROW LLC                              | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46575.00     | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -2150000 | PA      | $-1732933.58  | -1.29%            | 2055-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60375.00     | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    270000 | PA      | $247808.97    | 0.18%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10475.00     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $39964.26     | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71588.38     | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $490509.80    | 0.37%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19105 | PA      | $20068.26     | 0.01%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2356 | PA      | $2288.59      | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $20700.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149375 | PA      | $155305.32    | 0.12%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39534 | PA      | $38560.78     | 0.03%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO., LTD                                  | GLOBAL AIRCRAFT LEASING CO LTD                     | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     42000 | PA      | $43155.00     | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0626A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51664.06     | 0.04%             | 2055-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES, INC.                                         | INSIGHT ENTERPRS                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15375.00     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STONEMOR INC.                                                     | STONEMOR INC                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36121.25     | 0.03%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                          | EW SCRIPPS CO THE                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9387.50      | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93375 | PA      | $89671.18     | 0.07%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240697 | PA      | $245623.12    | 0.18%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                  | TEVA PHARMACEUTICAL NE                             | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207500.00    | 0.15%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     15000 | PA      | $15300.00     | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15940.00     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68690.57     | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154959 | PA      | $155450.33    | 0.12%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PART FINANCE                       | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10200.00     | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| STRATEGY INC                                                      | MICROSTRATEGY INC                                  | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       400 | NS      | $31484.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TGS ASA                                                           | TGS ASA                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     15000 | PA      | $15393.75     | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11962.50     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99561 | PA      | $87726.08     | 0.07%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101646.27    | 0.08%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15356.25     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36250.00     | 0.03%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10614.49     | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MAYA S.A.S.                                                       | ILIAD HOLDING SASU                                 | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $25562.50     | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600526 | PA      | $514620.45    | 0.38%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                            | GFL ENVIRONMENTAL INC                              | CUSIP: 36168QAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15618.75     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36291JKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2132 | PA      | $2111.83      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136921 | PA      | $141321.44    | 0.11%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING TERM                              | CUSIP: L0178UAM8<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |      2000 | PA      | $1675.00      | 0.00%             | 2027-10-31      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| SES INTELSAT CVR                                                  | SES INTELSAT CVR                                   | CUSIP: L8176HAF7<br>LEI: N/A                  | Long             | EC               |  | LU        |        13 | NS      | $176.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24968.75     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22994 | PA      | $24299.28     | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    403902 | PA      | $346881.36    | 0.26%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41850.00     | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON, INC.                                              | KENNEDY WILSON INC                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18600.00     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99931.91     | 0.07%             | 2039-12-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282566.63    | 0.21%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274690 | PA      | $225568.80    | 0.17%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS INC                                   | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20150.00     | 0.02%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QF3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162510 | PA      | $125207.37    | 0.09%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2018 15 LTD                                | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250741.13    | 0.19%             | 2038-01-20      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30787.50     | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                                  | AUTONATION INC                                     | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $47245.25     | 0.04%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                            | NABORS INDUSTRIES LTD                              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9975.00      | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2025 44 LTD                                | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250451.50    | 0.19%             | 2038-10-24      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17201 | PA      | $14841.55     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Limited                                         | TRANSOCEAN AQUILA LTD                              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      8154 | PA      | $8357.69      | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                   | WESTERN SOUTHERN GLOBAL FUNDING                    | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36686.48     | 0.03%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25007.50     | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                               | MESQUITE ENERGY INC                                | CUSIP: 799ESCAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $40.80        | 0.00%             | 2199-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ASKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.09         | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8525.00      | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74625 | PA      | $76130.80     | 0.06%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                               | OWENS MINOR INC                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8050.00      | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10041.42     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33523 | PA      | $35316.16     | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61152.54     | 0.05%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $471787.50    | 0.35%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82837 | PA      | $83334.20     | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EMUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114041 | PA      | $113695.88    | 0.08%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | REALOGY GROUP CO ISSUER                            | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9575.00      | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201345 | PA      | $211320.91    | 0.16%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152552 | PA      | $124839.36    | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14775.00     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43522.50     | 0.03%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71486.92     | 0.05%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13425.00     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                              | ALPHA GENERATION LLC                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15487.50     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAL9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    251000 | PA      | $250898.60    | 0.19%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10012.50     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78816.10     | 0.06%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2024 1                                       | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232795 | PA      | $239808.09    | 0.18%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312944WL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18249 | PA      | $18355.12     | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                  | STANDARD BUILDING SOLUTIONS INC                    | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35393.75     | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35350.00     | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75052 | PA      | $68548.40     | 0.05%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20900.00     | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                 | IVANHOE MINES LTD                                  | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9292.50      | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPEED TERM B DD 1LN                                         | BRIGHTSPEED TERM B DD 1LN                          | CUSIP: 20752KAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $32025.00     | 0.02%             | 2031-04-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15720.00     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD.                                                 | BAUSCH HEALTH                                      | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     75000 | PA      | $73804.50     | 0.05%             | 2030-09-25      | Floating      | 10.41%                | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121085 | PA      | $120928.31    | 0.09%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57250 | PA      | $55850.62     | 0.04%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                          | NXP BV NXP FDG NXP USA                             | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    102000 | PA      | $103260.11    | 0.08%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $30000.00     | 0.02%             | 2042-10-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING LTD                                  | CUSIP: 15033XAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264000 | PA      | $264626.34    | 0.20%             | 2037-10-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31401WEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       615 | PA      | $621.01       | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99829.02     | 0.07%             | 2035-06-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CONSTANT CONTACT, INC.                                            | CONSTANT CONTACT INC                               | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      1000 | PA      | $855.00       | 0.00%             | 2029-02-10      | Floating      | 12.08%                | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                        | LAMB WESTON HOLDINGS INC                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37800.00     | 0.03%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                        | PACIFICORP                                         | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21025.00     | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                          | NXP BV NXP FDG NXP USA                             | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $35022.02     | 0.03%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SPGN MORTGAGE TRUST                                               | SPGN 2022 TFLM MORTGAGE TRUST                      | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53000 | PA      | $51956.85     | 0.04%             | 2039-02-15      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON CO                                         | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18550.00     | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53817.81     | 0.04%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                               | IHS HOLDING LTD                                    | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $24742.03     | 0.02%             | 2026-11-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WDWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39472 | PA      | $37058.80     | 0.03%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $190920.31    | 0.14%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                     | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141759.52    | 0.11%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                                        | TEAM HEALTH HOLDINGS INC                           | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15243.75     | 0.01%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 21 LTD                                | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250864.24    | 0.19%             | 2037-10-19      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10150.00     | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31050.00     | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0206A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $743906.25    | 0.55%             | 2055-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.02         | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                      | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10467.75     | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     78000 | PA      | $33716.05     | 0.03%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                          | UNITI GROUP LP UNITI GROUP FINANCE INC             | CUSIP: 91327BAA8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14062.50     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                  | TEVA PHARMACEUTICALS NE                            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      6000 | PA      | $5880.00      | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YUZN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22284 | PA      | $22722.41     | 0.02%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12558.54     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC.                                                | AT HOME GROUP INC                                  | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | LON              | CORP              | US        |      1149 | PA      | $1143.52      | 0.00%             | 2025-10-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPIN HOLDCO INC.                                                  | SPIN HOLDCO INC                                    | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     94276 | PA      | $78619.99     | 0.06%             | 2028-03-06      | Floating      | 8.39%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                 | CLARIOS GLOBAL LP CLARIOS US FINANCE CO            | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20450.00     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DREAM FINDERS HOMES, INC.                                         | DREAM FINDERS HOMES INC                            | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14087.50     | 0.01%             | 2030-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18875.00     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84328 | PA      | $84330.13     | 0.06%             | 2038-07-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5118.75      | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393328 | PA      | $302250.40    | 0.23%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $153200.00    | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP.                                               | BAYTEX ENERGY CORP                                 | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14568.75     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200381.40    | 0.15%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS, INC.                             | M2S GROUP                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33803 | PA      | $33447.67     | 0.02%             | 2031-08-22      | Floating      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15525.00     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17643.08     | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16413 | PA      | $15517.04     | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QP2A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10296 | PA      | $9490.45      | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                  | CALIFORNIA RESOURCES CORP                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4956.25      | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                       | ALLIED UNIVERSAL                                   | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20525.00     | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS, LLC                                           | ATP TOWER HOLDINGS ANDEAN TELECOM                  | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16380.00     | 0.01%             | 2030-02-03      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68250.00     | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LIGHTNING POWER, LLC                                              | LIGHTNING POWER LLC                                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15862.50     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54150.00     | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Limited                                            | AZORRA FINANCE LTD                                 | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $15618.75     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20475.00     | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9522.22      | 0.01%             | 2199-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                 | PENNYMAC FINANCIAL SERVICES INC                    | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15281.25     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                            | AMKOR TECHNOLOGY INC                               | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10062.50     | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO LTD                                   | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150069.87    | 0.11%             | 2038-04-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63142.60     | 0.05%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55650.00     | 0.04%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WOLFSPEED INC                                                     | WOLFSPEED INC                                      | CUSIP: 977852AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35158 | PA      | $35158.33     | 0.03%             | 2030-06-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QVYJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2808 | PA      | $2678.78      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| X CORP.                                                           | X CORP                                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38000 | PA      | $38089.68     | 0.03%             | 2029-10-29      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                              | ECHOSTAR CORP                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    109004 | PA      | $112137.87    | 0.08%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NEPTUNE BIDCO US INC                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54740.00     | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                           | BAIN CAPITAL CREDIT CLO LIMITED                    | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251039.13    | 0.19%             | 2038-07-18      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25843.75     | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19750.00     | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE, INC.                                                   | COREWEAVE INC                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29906.25     | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5125.00      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151464.32    | 0.11%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15337.50     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36180MYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39386 | PA      | $35736.79     | 0.03%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                           | QUIDELORTHO TERM B                                 | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     15000 | PA      | $14912.55     | 0.01%             | 2032-08-13      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NA CAPITAL                                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14343.75     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                   | BARINGS CLO LTD 2020 IV                            | CUSIP: 06762BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250593.10    | 0.19%             | 2037-10-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19236 | PA      | $18692.87     | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22000.00     | 0.02%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151718.40    | 0.11%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                          | NEW FORTRESS ENERGY                                | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    109765 | PA      | $52787.09     | 0.04%             | 2028-10-30      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74659.13     | 0.06%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15018.75     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21835.00     | 0.02%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                             | AHLSTROM HOLDING 3 OY                              | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     15000 | PA      | $14444.28     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORPORATION                                        | SUNNOVA ENERGY CORP                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $50.00        | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83597 | PA      | $79489.99     | 0.06%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP AG                                       | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    314000 | PA      | $306074.33    | 0.23%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES CLO LTD                                       | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100303.46    | 0.07%             | 2038-04-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING BRANDS INC                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9687.50      | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                          | UNITI GROUP TERM B 1LN                             | CUSIP: N/A<br>LEI: 549300KT9GVEBYCD2N29       | Long             | LON              | CORP              | US        |     30000 | PA      | $29700.00     | 0.02%             | 2032-09-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                               | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49083.90     | 0.04%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC SER A 2 PC                                  | ACRISURE HOLDINGS INC SER A 2 PC                   | CUSIP: LEI295000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $24883.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WEQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34057 | PA      | $31105.76     | 0.02%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES, INC.                                          | KOBE US MIDCO 2 INC                                | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77560 | PA      | $68543.65     | 0.05%             | 2026-11-01      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS, LP                                            | RAILWORKS HOLDINGS LP R                            | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35437.50     | 0.03%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SPGN MORTGAGE TRUST                                               | SPGN 2022 TFLM MORTGAGE TRUST                      | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103000 | PA      | $101478.41    | 0.08%             | 2039-02-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30525.00     | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES INC                                        | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24075.00     | 0.02%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                     | SABINE PASS LIQUEFACTION LLC                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230846.40    | 0.17%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                             | OPEN TEXT CORP                                     | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58350.00     | 0.04%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH TERM B 1LN                                            | TEAM HEALTH TERM B 1LN                             | CUSIP: LJH912000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9972.90      | 0.01%             | 2028-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STONEX GROUP INC.                                                 | STONEX ESCROW ISSUER LLC                           | CUSIP: 86189AAA7<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10250.00     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                   | HUDSON PACIFIC PROPERTIE                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    290000 | PA      | $270425.00    | 0.20%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155238 | PA      | $156168.09    | 0.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                         | SENSATA TECHNOLOGIES BV                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $28762.50     | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JPX49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18529 | PA      | $17899.87     | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                            | SEMPRA ENERGY                                      | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57183.67     | 0.04%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                                        | WOLVERINE WORLD WIDE INC                           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6387.50      | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8712.32      | 0.01%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69176 | PA      | $61800.92     | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                      | USA COMPRESSION PARTNERS LP                        | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16060.00     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E1F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25164 | PA      | $22983.71     | 0.02%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.06         | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                   | CORECIVIC INC                                      | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21050.00     | 0.02%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147111 | PA      | $126077.33    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING LTD                                   | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250592.50    | 0.19%             | 2038-10-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    266000 | PA      | $262997.39    | 0.20%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20862 | PA      | $17804.77     | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19400.00     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114485 | PA      | $100680.14    | 0.08%             | 2039-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14679 | PA      | $12934.04     | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                              | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25343.75     | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| X.AI CORP.                                                        | X AI TERM LOAN                                     | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4000 | PA      | $4137.84      | 0.00%             | 2030-06-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LGI HOMES, INC.                                                   | LGI HOMES INC                                      | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15618.75     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16785.00     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CAMELOT RETURN MERGER SUB INC                      | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14475.00     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295KJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1126 | PA      | $1151.91      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GSS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44175 | PA      | $42435.18     | 0.03%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115188 | PA      | $94511.07     | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114489 | PA      | $115776.06    | 0.09%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393143.01    | 0.29%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20100.00     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                             | ASTON MARTIN CAPITAL HOLDINGS LTD                  | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     25000 | PA      | $24468.75     | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                          | UNITI GROUP LP UNITI GROUP FINANCE 2019 INC CS     | CUSIP: 91327TAC5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62075.00     | 0.05%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST                        | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113842 | PA      | $113845.51    | 0.08%             | 2038-07-15      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517600 | PA      | $420642.62    | 0.31%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10149.95     | 0.01%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163762 | PA      | $166026.29    | 0.12%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                       | CAESARS ENTERTAIN INC                              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4925.00      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMMN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157897 | PA      | $141074.15    | 0.11%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES, INC.                                           | NABORS INDUSTRIES INC                              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11137.50     | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9972.00      | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                            | TACO BELL FUNDING LLC                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115592.81    | 0.09%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I, L.P.                                         | HARVEST MIDSTREAM I LP                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25562.50     | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210433 | PA      | $198963.10    | 0.15%             | 2032-11-05      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| OT MIDCO INC.                                                     | OT MIDCO INC                                       | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $15553.75     | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS, INC.                                    | HELIOS SOFTWARE HOLDINGS INC ION CORPORATE SOLUT   | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15525.00     | 0.01%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BW REAL ESTATE, INC.                                              | BW REAL ESTATE INC                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22696.19     | 0.02%             | 2199-12-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CREDIT SUISSE MORTGAGE TRUST                       | CUSIP: 12595KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $126713.33    | 0.09%             | 2030-12-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EVW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       766 | PA      | $775.02       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L7E70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13761 | PA      | $12838.22     | 0.01%             | 2040-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1871824.21   | 1.39%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VBV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24886 | PA      | $25197.89     | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                          | KODIAK GAS SERVICES LLC                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11192.50     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76342 | PA      | $62573.02     | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197208 | PA      | $161796.50    | 0.12%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                               | HILTON GRAND VAC BOR ESC                           | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15150.00     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10680 | PA      | $10633.64     | 0.01%             | 2038-03-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS LTD                                           | OHA CREDIT PARTNERS VII LTD                        | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249987.54    | 0.19%             | 2038-02-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Company                               | CIT GROUP INC                                      | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124471.32    | 0.09%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA, INC.                                            | BEAZER HOMES USA                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15225.00     | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249696.03    | 0.19%             | 2033-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335ATJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137014 | PA      | $128808.31    | 0.10%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L6BT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17326 | PA      | $16673.32     | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28331.70     | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc.                                                        | ENPRO INC                                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15356.25     | 0.01%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Enstall Group B.V.                                                | ESDEC SOLAR TERM B                                 | CUSIP: N3066KAM7<br>LEI: 724500UTJRTIU7878U15 | Long             | LON              | CORP              | NL        |     35000 | PA      | $18200.00     | 0.01%             | 2028-08-30      | Floating      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                  | AMERITEX HOLDCO INTERMEDIATE LLC                   | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15543.75     | 0.01%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18233 | PA      | $18107.12     | 0.01%             | 2046-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | 5 YEAR US TREASURY NOTE FUTURE DEC25               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       120 | NC      | $27198.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14943.75     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GM3Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40481 | PA      | $38885.72     | 0.03%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    204363 | PA      | $191730.27    | 0.14%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15131.25     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.11         | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | CLUB CAR TERM                                      | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     15858 | PA      | $15439.32     | 0.01%             | 2028-06-01      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                      | USA COM PART USA COM FIN                           | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30000.00     | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                            | LIFEPOINT HEALTH INC                               | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10475.00     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129513 | PA      | $122207.13    | 0.09%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1995.00      | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HAMLIN PARK CLO LTD                                               | HAMLIN PARK CLO LTD                                | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250370.37    | 0.19%             | 2037-10-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $18350.00     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: —       |
| TGP HOLDINGS III LLC                                              | TRAEGER GRILLS TERM B                              | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     35988 | PA      | $33532.17     | 0.02%             | 2028-06-29      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127025.91    | 0.09%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                      | MICROSTRATEGY INC                                  | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |        80 | NS      | $7764.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCE LLC                                             | JEFFERIES FINANCE LLC JFIN CO ISSUER CORP          | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30186.66     | 0.02%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60181 | PA      | $54667.25     | 0.04%             | 2040-01-16      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10550.00     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8616 | PA      | $8721.98      | 0.01%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21100.00     | 0.02%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECHNOLOGIES INC.                                        | PRINCE TERM 1LN                                    | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2029-02-03      | Floating      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPT LLC                     | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68928.64     | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17117 | PA      | $14769.46     | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. ACUTE CARE SOLUTIONS, LLC                                    | US ACUTE CARE SOLUTIONS                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37832.50     | 0.03%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    157101 | PA      | $156666.81    | 0.12%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $153671.88    | 0.11%             | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                              | CAPSTONE COPPER CORP                               | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15412.50     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                          | GS MORTGAGE SECURITIES CORP II                     | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99442.54     | 0.07%             | 2036-10-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                            | VERISK ANALYTICS INC                               | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65494.20     | 0.05%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                           | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    230000 | PA      | $218892.38    | 0.16%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100235.33    | 0.07%             | 2039-12-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                    | WILLIS ENGINE STRUCTURED TRUST VIII                | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247849 | PA      | $251213.25    | 0.19%             | 2050-06-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12845.00     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417445 | PA      | $371462.46    | 0.28%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                                  | ADAPTHEALTH LLC                                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14287.50     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY             | VOLOFIN FINANCE DESIGNATED ACTIVITY CO             | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183807 | PA      | $186800.42    | 0.14%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     88365 | PA      | $73115.99     | 0.05%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137479 | PA      | $130205.13    | 0.10%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FINANCE I LIMITED                 | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69807 | PA      | $68108.62     | 0.05%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31050.00     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FIN                               | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109168 | PA      | $108089.15    | 0.08%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINOS LLC                                               | STATION CASINOS LLC                                | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20475.00     | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96936.99     | 0.07%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1060021.62   | 0.79%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -200000 | PA      | $-204312.50   | -0.15%            | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                        | WEBER STEPHEN PRODUCTS                             | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     24825 | PA      | $24545.68     | 0.02%             | 2027-10-30      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING XV CLO LTD                           | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $388379.80    | 0.29%             | 2035-04-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FORVIA SE                                                         | FORVIA SE                                          | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15150.00     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24781.25     | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Dreyfus Treasury Securities Cash Management; Institutional Shares | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4088714 | NS      | $4088713.55   | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11303.39     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                         | CABLEVISION LIGHTPATH LLC                          | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4850.00      | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25446.09     | 0.02%             | 2199-12-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    112000 | PA      | $125440.00    | 0.09%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101380.40    | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15206.25     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6976 | PA      | $6793.31      | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24850 | PA      | $25056.70     | 0.02%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10087.50     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $68507.81     | 0.05%             | 2055-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4993.75      | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    203000 | PA      | $211273.27    | 0.16%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37852 | PA      | $37750.07     | 0.03%             | 2030-03-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE US CLO 2021 10 LTD                         | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250983.40    | 0.19%             | 2038-01-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124843.75    | 0.09%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29815.38     | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| KODIAK GAS SERVICES, LLC                                          | KODIAK GAS SERVICES LLC                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15393.75     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56238.37     | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20625.00     | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                     | LFS TOPCO LLC                                      | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27135.00     | 0.02%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TORY BURCH LLC                                                    | TORY BURCH LLC                                     | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |      9796 | PA      | $9634.97      | 0.01%             | 2028-04-17      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57565 | PA      | $58395.82     | 0.04%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66384 | PA      | $62777.01     | 0.05%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LIMITED PARTNERSHIP                             | EXCELERATE ENERGY LP                               | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8480.00      | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23017.50     | 0.02%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUE                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26593.75     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JBDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20451 | PA      | $19757.08     | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.00      | 0.01%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138548 | PA      | $133187.31    | 0.10%             | 2049-12-05      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    252000 | PA      | $199351.66    | 0.15%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2VZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100475 | PA      | $97331.69     | 0.07%             | 2046-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3650.00      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PARTNERS LP                        | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35087.50     | 0.03%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR 7 875 4 1 2030                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21000.00     | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS, INC.                                     | SURGERY CENTER HOLDINGS                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8200.00      | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15243.75     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                                           | SIZZLING PLATTER TERM DD 1LN                       | CUSIP: N/A<br>LEI: 254900DZVRH41XW33M96       | Long             | LON              | CORP              | US        |      3960 | PA      | $3889.11      | 0.00%             | 2032-06-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27300 | PA      | $27335.78     | 0.02%             | 2037-04-15      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25012.56     | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA FINANCE PLC                         | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |     21000 | PA      | $21310.99     | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    315000 | PA      | $317362.50    | 0.24%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO LTD                                       | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250986.56    | 0.19%             | 2038-01-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14025.00     | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    421000 | PA      | $412351.82    | 0.31%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                | REDFIN CORP                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50141.65     | 0.04%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15318.75     | 0.01%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH AMERICAS, INC.                                      | BASUCH HEALTH AMERICAS                             | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9900.00      | 0.01%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25125.00     | 0.02%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9787.50      | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71601 | PA      | $71726.99     | 0.05%             | 2040-12-09      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                     | DISCOVERY COMMUNICATIONS LLC                       | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9150.00      | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SILVER AIRCRAFT LEASE INVESTMENT LTD                              | PROJECT SILVER                                     | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252255 | PA      | $247093.49    | 0.18%             | 2044-07-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108526.99    | 0.08%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNFQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21308 | PA      | $20215.02     | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36804 | PA      | $38831.38     | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121100 | PA      | $120956.36    | 0.09%             | 2039-02-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99574 | PA      | $100420.98    | 0.07%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                              | SIXTH STREET CLO XX LTD                            | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251163.50    | 0.19%             | 2038-07-17      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FDC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22527 | PA      | $22805.57     | 0.02%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14925.00     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                            | UNITED PF HOLDINGS LLC                             | CUSIP: 91132UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59543 | PA      | $57111.68     | 0.04%             | 2026-12-30      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25187.50     | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                            | GENESEE WYOMING INC                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20300.00     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBY'S                                                         | SOTHEBY S                                          | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21972.50     | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                              | SHIFT4 PAYMENTS LLC SHIFT4 PAYMENTS FINANCE SUB    | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15506.25     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                       | JETBLUE AIRWAYS LOYALTY                            | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23345.00     | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22739 | PA      | $22696.74     | 0.02%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS, LLC                                                 | UWM HOLDINGS LLC                                   | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14925.00     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15156.12     | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36297AKJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34092 | PA      | $35143.65     | 0.03%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    387000 | PA      | $382672.18    | 0.29%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                            | RR 7 LTD                                           | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $421372.12    | 0.31%             | 2037-01-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LLC                                         | C S GROUP ENTERPRISES LLC                          | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22593.75     | 0.02%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16056 | PA      | $13854.15     | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    261323 | PA      | $252256.48    | 0.19%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121100 | PA      | $120954.44    | 0.09%             | 2039-02-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31769 | PA      | $27451.76     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0626B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51679.69     | 0.04%             | 2055-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A22Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15068 | PA      | $13921.16     | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS, INC.                                         | PARK RIVER HOLDINGS INC                            | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5062.50      | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4810.47      | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37606 | PA      | $39587.99     | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25906.25     | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14100.00     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24750.00     | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANKK OF AMERICA CORPORATION                       | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127990.14    | 0.10%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21179.68     | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | ALTICE USA TERM B6 1LN 01 18 2028                  | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      9974 | PA      | $9903.90      | 0.01%             | 2028-01-18      | Floating      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76892 | PA      | $76995.14     | 0.06%             | 2029-04-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49941.64     | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS, INC.                                            | AMENTUM ESCROW CORP                                | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15525.00     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT, LLC                                       | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51425.00     | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING                          | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15150.00     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2150000 | PA      | $1732933.58   | 1.29%             | 2055-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASURION, LLC                                                      | ASURION TERM                                       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     26000 | PA      | $25285.00     | 0.02%             | 2028-01-31      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | ANYWHERE REAL ESTATE GROUP LLC REALOGY CO ISSUER   | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5456.25      | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20925.00     | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| JH NORTH AMERICA HOLDINGS INC.                                    | JH NORTH AMERICA HOLDING                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6142.50      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100210.31    | 0.07%             | 2041-06-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33062.70     | 0.02%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC                              | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    107000 | PA      | $85654.78     | 0.06%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NIELSEN HOLDINGS TERM A 1LN                        | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      4987 | PA      | $4737.88      | 0.00%             | 2028-10-11      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO LTD                                    | CUSIP: 01750WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $274131.42    | 0.20%             | 2038-07-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                        | WEBER STEPHEN PRODUCTS TERM                        | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      4962 | PA      | $4947.89      | 0.00%             | 2027-10-30      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC THE                               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219343.08    | 0.16%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70834.96     | 0.05%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING VI CLO LTD                           | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $336468.60    | 0.25%             | 2034-04-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    234000 | PA      | $215073.38    | 0.16%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16000 | PA      | $16010.00     | 0.01%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46518.75     | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33617 | PA      | $29586.53     | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40944 | PA      | $41097.01     | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    140903 | PA      | $127774.35    | 0.10%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LONZA SPECIALTY INGREDIENTS TERM B                                | LONZA SPECIALTY INGREDIENTS TERM B                 | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     30850 | PA      | $27769.35     | 0.02%             | 2028-07-03      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP, INC.                                                | TRINET GROUP INC                                   | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15468.75     | 0.01%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 11 LTD                                   | CUSIP: 00140NAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250566.80    | 0.19%             | 2037-07-17      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76686.58     | 0.06%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44260 | PA      | $42848.82     | 0.03%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO, LLC                                                | SOLERA TERM B 1LN 06 02 2028                       | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     15959 | PA      | $15362.34     | 0.01%             | 2028-06-02      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23591.25     | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114634 | PA      | $110658.27    | 0.08%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                             | EG GLOBAL FINANCE PLC                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $87903.28     | 0.07%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                                    | II VI INC                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29550.00     | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    946000 | PA      | $836951.33    | 0.62%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91966.43     | 0.07%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    630000 | PA      | $606603.06    | 0.45%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1369 | PA      | $1385.59      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                 | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $14925.02     | 0.01%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15018.36     | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258746 | PA      | $212291.09    | 0.16%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98169 | PA      | $101457.17    | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124435 | PA      | $118055.35    | 0.09%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM CORPORATION                                                   | SLM CORP                                           | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14595.00     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES TERM                               | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      5000 | PA      | $4453.90      | 0.00%             | 2031-02-15      | Floating      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT TERM 1ST OUT TL                 | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      3085 | PA      | $3060.41      | 0.00%             | 2028-06-12      | Floating      | 11.47%                | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                    | CITIZENS FINANCIAL GROUP                           | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85348.80     | 0.06%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                               | PRAIRIE ACQUIROR LP                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15525.00     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0226A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1575000 | PA      | $1355484.38   | 1.01%             | 2055-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521939.76    | 0.39%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $42765.91     | 0.03%             | 2033-07-05      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC.                                               | FORESTAR GROUP INC                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20425.00     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15918.75     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13667.73     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP PARIBAS SA                                     | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    129000 | PA      | $135288.75    | 0.10%             | 2033-01-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83913 | PA      | $79329.48     | 0.06%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS, LLC                                   | JEFFERSON CAPITAL HOLDINGS LLC                     | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $23017.50     | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC.                                                        | IQVIA INC                                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32880.00     | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                 | LAMAR MEDIA CORP                                   | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24812.50     | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131388 | PA      | $113373.87    | 0.08%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                                     | GRIFOLS ESCROW ISSUER SA                           | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     10000 | PA      | $9600.00      | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                              | ECHOSTAR CORP                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     61845 | PA      | $150351.38    | 0.11%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP.                                             | WRANGLER HOLDCO CORP                               | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52062.50     | 0.04%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20814 | PA      | $20352.04     | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40058.64     | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT, LLC                                                | ONESKY FLIGHT LLC                                  | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14752.50     | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     17000 | PA      | $17059.67     | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QVXL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5602 | PA      | $5448.37      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT, INC.                                            | CONSTANT CONTACT INC                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     24772 | PA      | $22921.95     | 0.02%             | 2028-02-10      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62448.90     | 0.05%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                 | ASGN INC                                           | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9800.00      | 0.01%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ALD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2809 | PA      | $2844.14      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121100 | PA      | $120955.58    | 0.09%             | 2039-02-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57649.27     | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35000.00     | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37052 | PA      | $37860.80     | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                  | SOLSTICE ADVANCED MATERIALS INC                    | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24000.00     | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66300.00     | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28698 | PA      | $27715.03     | 0.02%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38000.00     | 0.03%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    790000 | PA      | $806775.65    | 0.60%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                     | SIXTH STREET LENDING PAR                           | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86732.27     | 0.06%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION HOLDINGS INC                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20525.00     | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74609 | PA      | $75224.56     | 0.06%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC.                                                  | GEN DIGITAL INC                                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10250.00     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239205 | PA      | $244583.49    | 0.18%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24281.25     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75949 | PA      | $76490.06     | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                             | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5247.38      | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                            | ROCKET COS INC                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56512.50     | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATIN                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76406.25     | 0.06%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21670 | PA      | $19380.74     | 0.01%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    662000 | PA      | $545322.50    | 0.41%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194675 | PA      | $195022.14    | 0.15%             | 2040-04-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106483 | PA      | $95104.68     | 0.07%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE, INC.                                                   | COREWEAVE INC                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36585.00     | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    662000 | PA      | $672905.13    | 0.50%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    141000 | PA      | $134966.19    | 0.10%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPERATING PARTNERSHIP LP                       | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15918.75     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                              | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57900.00     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD     | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15937.50     | 0.01%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39850.00     | 0.03%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CANO HEALTH LLC COMMON STOCK LINE                                 | CANO HEALTH LLC COMMON STOCK LINE                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4657 | NS      | $56349.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                    | APOLLO GLOBAL MANAGEMENT                           | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       100 | NS      | $7028.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FINASTRA TERM 1LN                                                 | FINASTRA TERM 1LN                                  | CUSIP: JWV142000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15176 | PA      | $15176.35     | 0.01%             | 2029-09-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45450.00     | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES INC                                        | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19800.00     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32029.44     | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                         | CNX RESOURCES CORP                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15000.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VTR Finance N.V.                                                  | VTR FINANCE NV                                     | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $43987.50     | 0.03%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DTP COMMERCIAL MORTGAGE TRUST                                     | DTP COMMERCIAL MORTGAGE TRUST 2023 STE2            | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102656.73    | 0.08%             | 2041-01-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36988 | PA      | $36885.37     | 0.03%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4659 | PA      | $4843.66      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41580.00     | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YVEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9248 | PA      | $8446.32      | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $37800.00     | 0.03%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                 | PENNYMAC FINANCIAL SERVICES INC                    | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15487.50     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     49000 | PA      | $50191.34     | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9048 | PA      | $7416.95      | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NORTH AMERICA CAPITAL INC                       | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15206.25     | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     49000 | PA      | $17150.00     | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, INC.                                                    | JELD WEN INC                                       | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9725.00      | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36530.66     | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKETING INC.                                  | ADVANTAGE SALES MARKETING INC                      | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21531.25     | 0.02%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP                                   | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201931.20    | 0.15%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARIBBEAN CRUISES                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     20000 | PA      | $20400.00     | 0.02%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383729 | PA      | $314841.49    | 0.23%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOHEGAN ESCROW ISSUER, LLC                                        | MOHEGAN TRIBAL GAMING AUTHORITY                    | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15656.25     | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                      | ENFRAGEN ENERGIA SUR SA ENFRAGEN SPAIN S           | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     31000 | PA      | $28791.25     | 0.02%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2025 VI LTD                           | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99872.56     | 0.07%             | 2038-10-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING PRODUCTS                      | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      5000 | PA      | $4791.65      | 0.00%             | 2028-08-01      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY TERM                                          | CONSOLIDATED ENERGY TERM                           | CUSIP: L1957LAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     19949 | PA      | $18606.49     | 0.01%             | 2030-11-15      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2666 | PA      | $2690.27      | 0.00%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                             | CMG MEDIA CORP                                     | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4600.00      | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113191.88    | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -500000 | PA      | $-421093.75   | -0.31%            | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO, LLC                             | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.00     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XTKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13604 | PA      | $13252.22     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WH BORROWER, LLC                                                  | WHP TERM B 1LN                                     | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     15000 | PA      | $14997.60     | 0.01%             | 2032-02-12      | Floating      | 8.95%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29962.50     | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                                        | SELECT MEDICAL CORP                                | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19950.00     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20825.00     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                   | TEVA PHARM FNC NL II                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $215775.00    | 0.16%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AVIATION LTD AND NAVIGATOR AVIATION LLC                 | NAVIGATOR 2025 1 AVIATION LTD                      | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249994.70    | 0.19%             | 2050-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60000.00     | 0.04%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353920.45    | 0.26%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     15000 | PA      | $15300.00     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299123 | PA      | $299396.13    | 0.22%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Limited                                  | PHOENIX AVIATION CAPITAL LTD                       | CUSIP: 71910DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     14000 | PA      | $14857.50     | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                           | LIQUID TELECOMMUNICATIONS FINANCING PLC            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $40077.50     | 0.03%             | 2026-09-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    109000 | PA      | $125302.37    | 0.09%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93847.75     | 0.07%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54037.50     | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14681.25     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                          | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10262.50     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS INC                       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41400.00     | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131129 | PA      | $123432.08    | 0.09%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31050.00     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | COPT DEFENSE PROPERTIES LP                         | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10894.00     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36204DT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55230 | PA      | $54606.90     | 0.04%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.04         | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10125.00     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                              | ASCENT RESOURCES UTICA HOLDINGS LLC                | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5075.00      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS, LLC                                       | SOTERA HEALTH HOLDINGS LLC                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15731.25     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                              | ASCENT RESOURCES ARU FIN                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10175.00     | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                    | TULLOW OIL PLC                                     | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $34747.50     | 0.03%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412QPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104274 | PA      | $109909.93    | 0.08%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123852.43    | 0.09%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18887 | PA      | $18425.75     | 0.01%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                   | NATGASOLINE TERM                                   | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     13906 | PA      | $14033.77     | 0.01%             | 2030-03-19      | Floating      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115411 | PA      | $103080.43    | 0.08%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58772.15     | 0.04%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45193 | PA      | $43344.57     | 0.03%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $32175.00     | 0.02%             | 2031-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74340.00     | 0.06%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266728 | PA      | $218626.75    | 0.16%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39991.92     | 0.03%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS, LLC                                         | LINDBLAD EXPEDITIONS LLC                           | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10187.50     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     44000 | PA      | $50041.77     | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $24986.83     | 0.02%             | 2026-05-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AHLSTROM TERM                                                     | AHLSTROM TERM                                      | CUSIP: 78475BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |     15000 | PA      | $14981.25     | 0.01%             | 2030-05-22      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113973.05    | 0.08%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                | SWISS RE FINANCE LUX                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201459.60    | 0.15%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER, INC.                                            | FIESTA PURCHASER INC                               | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5262.50      | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97265 | PA      | $99600.49     | 0.07%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38062.50     | 0.03%             | 2030-05-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147505 | PA      | $136941.70    | 0.10%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                  | PACIFIC LIFECORP                                   | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152348.00    | 0.11%             | 2043-01-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23107.98     | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70451 | PA      | $70543.84     | 0.05%             | 2039-03-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $17045.01     | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | ANYWHERE REAL EST CO ISS                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10100.00     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERNATIONAL LLC                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25343.75     | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    209000 | PA      | $205515.34    | 0.15%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                                        | ZIGGO BV                                           | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9412.23      | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101018.00    | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30477.83     | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                       | HEXION TERM 2LN                                    | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      5000 | PA      | $4927.50      | 0.00%             | 2030-03-15      | Floating      | 11.70%                | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $263354.28    | 0.20%             | 2034-04-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP                       | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59100.00     | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255005 | PA      | $254418.07    | 0.19%             | 2030-03-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.11         | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222625 | PA      | $222779.49    | 0.17%             | 2039-03-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.50     | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                    | VFH PARENT LLC VALOR CO ISSUER INC                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8250.00      | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                    | AUTOZONE INC                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197383.60    | 0.15%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Herens Holdco S.a r.l.                                            | HERENS HOLDCO SARL                                 | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $21710.63     | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312946Q25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20285 | PA      | $20394.51     | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP TALLGRASS ENERGY FI   | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58500.00     | 0.04%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107019.15    | 0.08%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188392 | PA      | $187448.07    | 0.14%             | 2034-04-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC.                                                         | SNAP INC                                           | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10137.50     | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15000.00     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| C&S WHOLESALE GROCERS, INC.                                       | WHOLESALE GROCERS TERM                             | CUSIP: N/A<br>LEI: 54930093F8X1FEZBGJ91       | Long             | LON              | CORP              | US        |     15000 | PA      | $14625.00     | 0.01%             | 2030-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15262.50     | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| RAND PARENT, LLC                                                  | RAND PARENT LLC                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54921.25     | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36067 | PA      | $35312.33     | 0.03%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26531.25     | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                          | UNITI GROUP LP                                     | CUSIP: 91327AAB8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18075.00     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LIMITED                                        | C W SENIOR FINANCE LTD                             | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $36575.00     | 0.03%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| WEX INC.                                                          | WEX INC                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15281.25     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370837 | PA      | $310192.17    | 0.23%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                    | COMMONWEALTH BANK AUST                             | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $191756.40    | 0.14%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                      | ANTERO MIDSTREAM PARTNERS LP ANTERO MIDSTREAM FI   | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9950.00      | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DESIGNATED ACTIVITY COMPANY                     | TRUENOORD CAPITAL DAC                              | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     14000 | PA      | $14875.00     | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERN                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18700.00     | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                    | SMYRNA READY MIX CONCRET                           | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21050.00     | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48063 | PA      | $39768.43     | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15037.50     | 0.01%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                        | HPS CORPORATE LENDING FUND                         | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    242000 | PA      | $244135.89    | 0.18%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                               | DOMINICAN REPUBLIC                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $258750.00    | 0.19%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TPC GROUP INC.                                                    | TPC GROUP TERM 1LN                                 | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |     25000 | PA      | $24031.25     | 0.02%             | 2031-12-16      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44498.03     | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241LP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69547 | PA      | $67994.38     | 0.05%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC PBF FINANCE CORP                | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15675.00     | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193133.48    | 0.14%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                                          | RADIOLOGY PARTNERS TERM                            | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      5000 | PA      | $4983.35      | 0.00%             | 2032-06-26      | Floating      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | 10 YEAR US TREASURY NOTE FUTURE DEC25              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        10 | NC      | $6197.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                                  | CVR ENERGY INC                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30525.00     | 0.02%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100109.38    | 0.07%             | 2041-06-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14793.75     | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LIMITED                               | SABLE INTERNATIONAL FINANCE LTD                    | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $45670.50     | 0.03%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132303.51    | 0.10%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    269000 | PA      | $272361.42    | 0.20%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $771965.04    | 0.58%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QRJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23469 | PA      | $21515.04     | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69390.88     | 0.05%             | 2038-03-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46554 | PA      | $40974.03     | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                 | TELUS CORP                                         | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15318.75     | 0.01%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC                                                | MIWD HLDCO II MIWD FIN                             | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14625.00     | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296DDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4287 | PA      | $4384.34      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16285 | PA      | $15067.84     | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING                            | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96395.90     | 0.07%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RAND PARENT, LLC                                                  | ATLAS AIR TERM B 1LN                               | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9948.20      | 0.01%             | 2030-03-17      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13104 | PA      | $13165.61     | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250734.88    | 0.19%             | 2038-01-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                            | CONNECT HOLDING II LLC                             | CUSIP: 20753PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14987.37     | 0.01%             | 2031-04-03      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER, INC.                                            | FIESTA PURCHASER INC                               | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5387.50      | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38800.00     | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QXCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5483 | PA      | $5333.45      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104315.02    | 0.08%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CENT TRUST                                                        | CENT 2025 CITY                                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101147.89    | 0.08%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                    | CALIFORNIA BUYER LTD ATLANTI                       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |     32000 | PA      | $32800.00     | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63868 | PA      | $63701.46     | 0.05%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0206B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $41304.69     | 0.03%             | 2055-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS, LLC                                                 | UWM HOLDINGS LLC                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30525.00     | 0.02%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9200.00      | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128997 | PA      | $129126.60    | 0.10%             | 2039-02-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43668.13     | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17225.00     | 0.01%             | 2031-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0226B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -325000 | PA      | $-273660.16   | -0.20%            | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0206A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -700000 | PA      | $-578593.75   | -0.43%            | 2055-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32200 | PA      | $32228.48     | 0.02%             | 2037-04-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72196 | PA      | $73571.57     | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES LLC                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75012.50     | 0.06%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67424.54     | 0.05%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     62000 | PA      | $46655.00     | 0.03%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66772.67     | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100988 | PA      | $95473.83     | 0.07%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10162.50     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    164000 | PA      | $163590.00    | 0.12%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                  | STAR HOLDING LLC                                   | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9887.50      | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     15000 | PA      | $15881.25     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5JD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    149292 | PA      | $150519.69    | 0.11%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3073624.99   | 2.29%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82287.12     | 0.06%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALTDE TRUST                                                       | ALTDE TRUST                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240491 | PA      | $244775.05    | 0.18%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                     | ACRISURE LLC FIN INC                               | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5137.50      | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                | SALLY HOLDINGS LLC SALLY CAP                       | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8290.00      | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ETM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5750 | PA      | $5822.28      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLOBAL PART GLP FINANCE                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15787.50     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56179.64     | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| X CORP.                                                           | TWITTER TERM                                       | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20972 | PA      | $20555.37     | 0.02%             | 2029-10-26      | Floating      | 10.96%                | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60952.50     | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Yinson Boronia Production B.V.                                    | YINSON BORONIA PRODUCTION BV                       | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      4905 | PA      | $5457.31      | 0.00%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Limited                                  | TRANSOCEAN INC                                     | CUSIP: 893830BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     45000 | PA      | $47250.00     | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14606.25     | 0.01%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L65K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30705 | PA      | $28645.23     | 0.02%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13875.00     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                                               | SANCHEZ ENERGY CORP                                | CUSIP: GCE744000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5889 | NS      | $1198749.22   | 0.89%             |  |  |  | No            |                  3 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15538.38     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                          | COMSTOCK RESOURCES INC                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49812.50     | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20625.00     | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52662.50     | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ACURIS FINANCE US, INC                                            | ACURIS FINANCE US INC                              | CUSIP: 00511BAA5<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.00      | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $2160146.09   | 1.61%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY, INC.                                  | CLARIOS GLOBAL LP CLARIOS US FINANCE CO            | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.00      | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9900.00      | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                             | SABRA HEALTH CARE LP                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209300.00    | 0.16%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15202.65     | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150390.30    | 0.11%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22047.08     | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING COMPANY LLC                                     | HELP AT HOME TERM                                  | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |     14975 | PA      | $13444.65     | 0.01%             | 2031-09-24      | Floating      | 9.16%                 | Yes           |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97601.90     | 0.07%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125698 | PA      | $127284.48    | 0.09%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236784 | PA      | $194126.64    | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49578 | PA      | $44290.41     | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY, INC.                                   | HAWAIIAN ELECTRIC CO INC                           | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10050.00     | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC.                                       | METHANEX US OPERATIONS INC                         | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20425.00     | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS, INC.                                          | NEW FLYER HOLDINGS                                 | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5350.00      | 0.00%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76892 | PA      | $76971.31     | 0.06%             | 2029-04-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99623.60     | 0.07%             | 2036-10-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $182231.59    | 0.14%             | 2034-04-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $177297.60    | 0.13%             | 2039-05-15      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                    | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159776.40    | 0.12%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    270000 | PA      | $272941.38    | 0.20%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                            | FAIR ISAAC CORP                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35437.50     | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON CO ORGANON FOREIGN DEBT CO ISSUER BV       | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9550.00      | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15150.00     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y67A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74041 | PA      | $77889.46     | 0.06%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    628000 | PA      | $630256.88    | 0.47%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40077.50     | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CTR PARTNERSHIP, L.P.                                             | CTR PARTNERSHIP LP CARETRUST CAPITAL CORP          | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19400.00     | 0.01%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WAND NEWCO 3, INC.                                                | WAND NEWCO 3 INC                                   | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15787.50     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OP LLC                             | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19700.00     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104830.55    | 0.08%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao S.A. - em Recuperacao Judicial                  | SAMARCO MINERACAO SA                               | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     32611 | PA      | $32774.06     | 0.02%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57834.00     | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99651.50     | 0.07%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                           | QUIKRETE HOLDINGS INC                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20675.00     | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                   | WESTERN ALLIANCE BANCORP                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19421.16     | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORPORATION                                       | REWORLD HOLDING CORP                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14137.50     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORPORATION                                                 | TELUS CORP                                         | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8440.00      | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                      | BEACH ACQUISITION BIDCO LLC                        | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54000.00     | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54660.37     | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $106134.57    | 0.08%             | 2039-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QBRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.11         | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNSS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13574 | PA      | $12878.49     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                          | UKG INC                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8230.00      | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                          | LUMEN TECHNOLOGIES                                 | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     19949 | PA      | $19802.33     | 0.01%             | 2030-04-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8250.00      | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS, INC.                                               | CLEAN HARBORS INC                                  | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5100.00      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84664.84     | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                     | FORWARD AIR CORP                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10675.00     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17012.40     | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE NEW HOME COMPANY INC.                                         | NEW HOME CO INC THE                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8250.00      | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63630 | PA      | $65846.32     | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180M2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26725 | PA      | $24655.65     | 0.02%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING, INC.                                         | CHAMPIONS FINANCING INC                            | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9575.00      | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Smyrna Ready Mix Concrete, LLC                                    | SMYRNA READY MIX CONCRETE LLC                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29887.50     | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10200.00     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15671 | PA      | $13579.93     | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23187.50     | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $160000.00    | 0.12%             | 2042-10-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    243000 | PA      | $253146.22    | 0.19%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION HOLDINGS INC                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51250.00     | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC.                                  | KRONOS ACQUISITION HOLDINGS INC                    | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19437.50     | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J92P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14476 | PA      | $13985.02     | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                     | DB MASTER FINANCE LLC                              | CUSIP: 233046AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48125 | PA      | $46923.64     | 0.03%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                       | ALLIED UNIVERSAL HOLDCO LLC                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41800.00     | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                 | NFE FINANCING LLC                                  | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $10640.00     | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     65000 | PA      | $66625.00     | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20100.00     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    447888 | PA      | $406155.28    | 0.30%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                          | NEW FORTRESS ENERGY INC                            | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |      8000 | PA      | $2000.00      | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9575.00      | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC.                                             | TALOS PRODUCTION INC                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15637.50     | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPERATING PARTNERSHIP LP                | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    288000 | PA      | $303819.26    | 0.23%             | 2028-03-15      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15712.50     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35000.00     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128295 | PA      | $131092.76    | 0.10%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                        | CLOUD SOFTWARE GROUP INC                           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10262.50     | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                 | EMERALD DEBT MERGER SUB LLC                        | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30750.00     | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $62343.76     | 0.05%             | 2033-07-05      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328358 | PA      | $322432.95    | 0.24%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141855 | PA      | $129642.83    | 0.10%             | 2051-12-05      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50934.29     | 0.04%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                          | EQUITABLE HOLDINGS INC                             | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60404.16     | 0.05%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| 1261229 B.C. LTD.                                                 | 1261229 BC LTD                                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15337.50     | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    449000 | PA      | $445008.84    | 0.33%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP, INC.                                                | AMWINS GROUP INC                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9675.00      | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34900.00     | 0.03%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QC2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.09         | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118490 | PA      | $121275.69    | 0.09%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN SA                                                       | VIRIDIEN                                           | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15450.00     | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9X55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26095 | PA      | $26159.44     | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    214000 | PA      | $219474.33    | 0.16%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US, INC                                            | ACURIS FINANCE US INC ACURIS FINANCE SARL          | CUSIP: 00511BAE7<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20825.00     | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335ASE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373498 | PA      | $366906.67    | 0.27%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $19675.04     | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                | CANACOL ENERGY LTD                                 | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $18837.50     | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     14000 | PA      | $14625.97     | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    232000 | PA      | $209796.67    | 0.16%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                 | PENNYMAC FINANCIAL SERVICES INC                    | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20675.00     | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130261 | PA      | $123375.23    | 0.09%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP                                     | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37901.37     | 0.03%             | 2199-12-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP.                                                  | ERO COPPER CORP                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29962.50     | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EZL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8880 | PA      | $8990.77      | 0.01%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -600000 | PA      | $-526875.00   | -0.39%            | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105035 | PA      | $89987.97     | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                  | SFR TERM                                           | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     24936 | PA      | $24063.60     | 0.02%             | 2028-08-15      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                  | ALTICE FRANCE SA                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $21625.00     | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| X.AI CORP.                                                        | X AI LLC X AI CO ISSUER CORP                       | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39900.00     | 0.03%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                     | HOWARD HUGHES CORP THE                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23437.50     | 0.02%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                  | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34737.50     | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58649.58     | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLOBAL PARTNERS LP GLP FINANCE CORP                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5112.50      | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                                | SYMPHONY CLO LTD                                   | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264165 | PA      | $264584.32    | 0.20%             | 2033-04-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49666.65     | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400448.40    | 0.30%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $32028.12     | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.11         | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30917 | PA      | $32602.83     | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L65D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15667 | PA      | $14615.69     | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27921 | PA      | $27988.47     | 0.02%             | 2039-12-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CANO HEALTH, LLC                                                  | CANO HEALTH LLC                                    | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     29756 | PA      | $24325.36     | 0.02%             | 2029-06-28      | Floating      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                            | ROCKET COS INC                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56925.00     | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING BRANDS TERM B                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     15000 | PA      | $14217.60     | 0.01%             | 2028-04-12      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES, INC.                                   | PRIME HEALTHCARE SERVICES INC                      | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15600.00     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC SAFEWAY INC                     | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42581.25     | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES TERM B 1LN                                 | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     14975 | PA      | $14167.82     | 0.01%             | 2029-09-10      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $7863960.90   | 5.86%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335AU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46592 | PA      | $43962.76     | 0.03%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153784 | PA      | $154097.33    | 0.11%             | 2029-04-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| AMBIENCE MERGER SUB, INC.                                         | AMBIENCE MERGER                                    | CUSIP: 04650YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30.00        | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38702 | PA      | $40221.84     | 0.03%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO XV LTD                                 | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150225.04    | 0.11%             | 2038-04-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                          | GREEN LAKES PARK CLO LLC                           | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250362.70    | 0.19%             | 2038-01-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9925.00      | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36925.00     | 0.03%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                              | AMBIPAR LUX SARL                                   | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     39000 | PA      | $6825.00      | 0.01%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410G4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10356 | PA      | $10767.01     | 0.01%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                                | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9984.88      | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| NOURISH BUYER I, INC.                                             | ACTUS NUTRITION TERM B                             | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |     20000 | PA      | $19975.00     | 0.01%             | 2032-06-26      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LYRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.11         | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72756.82     | 0.05%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27262.50     | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                               | RESIDEO FUNDING INC                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20525.00     | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79605 | PA      | $82269.93     | 0.06%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                              | UNITED RENTALS INC                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36312.50     | 0.03%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15000.00     | 0.01%             | 2027-05-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31144 | PA      | $29547.55     | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA, INC.                                               | WASTE PRO USA INC                                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10362.50     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $101007.27    | 0.08%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15584.24     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                     | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26218.75     | 0.02%             | 2029-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15525.00     | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC NEW RED FIN                             | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25281.25     | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.                         | CALUMET SPECIALTY PRODUCTS PARTNERS LP             | CUSIP: 131477AV3<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16787.50     | 0.01%             | 2027-01-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                                     | GLOBAL MEDICAL RESPONSE INC                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10262.50     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $15000.00     | 0.01%             | 2042-10-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122331 | PA      | $109485.45    | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                  | ALTICE FRANCE SA FRANCE                            | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $86500.00     | 0.06%             | 2029-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70451 | PA      | $70565.12     | 0.05%             | 2039-03-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    665000 | PA      | $656687.50    | 0.49%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65265.07     | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING                               | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8125.00      | 0.01%             | 2029-01-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PRA GROUP, INC.                                                   | PRA GROUP INC                                      | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14455.00     | 0.01%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GPD COMPANIES, INC.                                               | GPD COS INC                                        | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7600.00      | 0.01%             | 2029-12-31      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251475.00   | 0.93%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83884 | PA      | $83802.77     | 0.06%             | 2038-11-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES, INC.                                           | NABORS INDUSTRIES INC                              | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13875.00     | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QV2M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1395 | PA      | $1366.17      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                            | SEALED AIR CORP                                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3970.00      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2024 1                                       | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232795 | PA      | $240326.39    | 0.18%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34475.00     | 0.03%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33958.66     | 0.03%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25781.25     | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QS4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118501 | PA      | $124208.54    | 0.09%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3525.00      | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3103000 | PA      | $2104221.88   | 1.57%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HEXION TERM 1LN                                                   | HEXION TERM 1LN                                    | CUSIP: KUH608000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19925 | PA      | $19885.82     | 0.01%             | 2029-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEBER BLACKSTONE TERM                                             | WEBER BLACKSTONE TERM                              | CUSIP: LQC580000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $44493.75     | 0.03%             | 2032-09-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QRQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8102 | PA      | $7324.62      | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO, LLC                                                | SOLERA TERM PIK TERM 2LN 06 04 2029                | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |     10000 | PA      | $9500.00      | 0.01%             | 2029-06-04      | Floating      | 13.30%                | Yes           |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC RESTRICTED                                  | PARTY CITY HOLDCO INC RESTRICTED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71601 | PA      | $71689.25     | 0.05%             | 2040-12-09      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPERATING PARTNERSHIP LP                       | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18406.25     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $38618.75     | 0.03%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                       | CITGO PETROLEUM CORP                               | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30000.00     | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                              | US LBM TERM                                        | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      6000 | PA      | $5971.08      | 0.00%             | 2031-06-06      | Floating      | 9.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KLCL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26966 | PA      | $23014.70     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92678 | PA      | $83053.26     | 0.06%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92804 | PA      | $93040.56     | 0.07%             | 2039-02-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC                                       | APH APH2 APH23 AQUARIAN                            | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26093.75     | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| RIVIAN HOLDINGS, LLC                                              | RIVIAN HOLDINGS LLC RIVIAN LLC RIVIAN AUTOMOTIVE L | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12057.50     | 0.01%             | 2031-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3725.00      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                | CROWN AMERICAS LLC                                 | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20150.00     | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4900.00      | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63937.50     | 0.05%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QSP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43082 | PA      | $41781.47     | 0.03%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                       | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $132214.95    | 0.10%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QVXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10674 | PA      | $10248.80     | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD AVIATION LIMITED                                           | GILEAD AVIATION LLC                                | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243836 | PA      | $245647.26    | 0.18%             | 2050-03-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL, INC.                                                 | 180 MEDICAL INC                                    | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4784.19      | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     55000 | PA      | $56375.00     | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89890 | PA      | $93940.43     | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                              | LIGHT WONDER INTERNATIONAL INC                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24030.00     | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC.                                           | GRAN TIERRA ENERGY INC                             | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20250.00     | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NORTH AMERICA CAPITAL INC                       | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4962.50      | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $300864.52    | 0.22%             | 2036-10-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $747889.45    | 0.56%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $30675.00     | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    237000 | PA      | $213401.44    | 0.16%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148665 | PA      | $140442.24    | 0.10%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AJ3F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303956 | PA      | $233590.88    | 0.17%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251172.81    | 0.19%             | 2038-07-25      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32593.75     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT TERM 1ST OUT TL                 | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      5021 | PA      | $4980.19      | 0.00%             | 2028-06-12      | Floating      | 11.46%                | Yes           |                  2 | On Loan: No      |
| Horizon Midco 2 Limited                                           | THE TRAVEL CORP                                    | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GG        |     15000 | PA      | $14681.25     | 0.01%             | 2031-10-31      | Floating      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LIMITED                                 | INEOS QUATTRO TERM B 1LN                           | CUSIP: G4770MAL8<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |     30000 | PA      | $27024.90     | 0.02%             | 2029-04-02      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392586 | PA      | $388818.05    | 0.29%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93556 | PA      | $86558.55     | 0.06%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OPERATING LLC                      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22437.50     | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 TERM B 1LN                                 | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |      5000 | PA      | $5000.00      | 0.00%             | 2032-03-20      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $47880.00     | 0.04%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10229 | PA      | $10618.58     | 0.01%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       441 | PA      | $454.84       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $173812.60    | 0.13%             | 2034-04-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $389240.37    | 0.29%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172387 | PA      | $141291.91    | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1810000 | PA      | $1824776.95   | 1.36%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                          | CENTURY ALUMINUM CO                                | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15543.75     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.07         | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17350.00     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                | PLAINS ALL AMERICAN PIPELINE                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30298.67     | 0.02%             | 2199-12-31      | Fixed         | 8.58%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $16800.00     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NIELSEN HOLDINGS TERM B LN                         | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      5000 | PA      | $4754.40      | 0.00%             | 2029-04-11      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52794 | PA      | $52651.85     | 0.04%             | 2030-03-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17791 | PA      | $15351.85     | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                | NEWELL RUBBERMAID INC                              | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19850.00     | 0.01%             | 2036-04-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 DIME                                 | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000 | PA      | $98800.78     | 0.07%             | 2030-02-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.00      | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                 | SERVICE CORP INTL                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5056.25      | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0206B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -600000 | PA      | $-483421.87   | -0.36%            | 2055-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT CO LLC                          | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     24513 | PA      | $18247.20     | 0.01%             | 2028-06-12      | Floating      | 8.46%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP TALLGRASS ENERGY FIN  | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14850.00     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42928.58     | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS, INC.                               | MOSS CREEK RESOURCES HOLDINGS INC                  | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24437.50     | 0.02%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| WALKER & DUNLOP, INC.                                             | WALKER DUNLOP INC                                  | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10287.50     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674749 | PA      | $586128.84    | 0.44%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $16625.00     | 0.01%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129001.08    | 0.10%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AECOM                                                             | AECOM                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30600.00     | 0.02%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                            | BLUEBERRY PARK CLO                                 | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250594.52    | 0.19%             | 2037-10-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186315 | PA      | $176472.13    | 0.13%             | 2039-04-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    597000 | PA      | $521550.54    | 0.39%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

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

**Signature:** Monique Labbe

**Name of Signer:** Monique Labbe

**Title:** Treasurer - Principal Financial Officer