# EDGAR Filing Document

**Accession Number:** 0001501825
**File Stem:** 0001752724-23-073983
**Filing Date:** 2023-3
**Character Count:** 139039
**Document Hash:** a521a9199a8abfd21df7cb8489d7e178
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073983.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073983

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Hartford Funds Exchange-Traded Trust
- **CENTRAL INDEX KEY:** 0001501825
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23222
- **FILM NUMBER:** 23778829

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Active Exchange-Traded Fund Trust
- **DATE OF NAME CHANGE:** 20100921

## Series and Classes Contracts Data

### Hartford Short Duration ETF (Series ID: S000061914)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000200624 | Hartford Short Duration ETF | HSRT            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Hartford Funds Exchange-Traded Trust

- **b. Investment Company Act file number:** 811-23222

- **c. CIK number of Registrant:** 0001501825

- **d. LEI of Registrant:** 549300IA3XO4BB2LUL19

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Short Duration ETF

- **b. EDGAR series identifier (if any):** S000061914

- **c. LEI of Series:** 549300FUVHXM8XPJVH45

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $61848909.31

**Total Liabilities:** $541829.20

**Net Assets:** $61307080.11

**Delayed Delivery Securities:** $314750.00

**Cash Not Reported:** $428026.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -122.56000000 | **1-Year:** -3913.12000000 | **5-Year:** -6181.84000000 | **10-Year:** -1012.35000000 | **30-Year:** -360.43000000

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

- **3-Month:** -60.86000000 | **1-Year:** -1188.32000000 | **5-Year:** -3555.16000000 | **10-Year:** -377.26000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200624 | 1.36%                | 0.47%                | 1.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-579334.16              | $1426759.41                                |
| Month 2  | $-140621.23              | $261597.19                                 |
| Month 3  | $-186047.99              | $1220022.49                                |

**Designated Index Information**

- **Index Name:** 50.0% BBG Barc 1-3 Year US Government/Credit Index / 35.0% BBG Barc Credit 1-5 Yr Index / 15.0% CSFB Lev Loan Index

- **Index Identifier:** 50% LGC3TRUU / 35% LD18TRUU / 15% CSLLLTOT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXPEDIA GROUP INC                                    | Expedia Group Inc                                                | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101554.51    | 0.17%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming, Inc.                           | Penn National Gaming, Inc. 2022 Term Loan B                      | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144275 | PA      | $144074.46    | 0.24%             | 2029-05-03      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                               | Skyworks Solutions Inc                                           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178568.37    | 0.29%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                                  | Endure Digital Inc. Term Loan                                    | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    182225 | PA      | $171595.82    | 0.28%             | 2028-02-10      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $134816.54    | 0.22%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $259197.25    | 0.42%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2021-A                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185149 | PA      | $166160.03    | 0.27%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                    | Hyatt Hotels Corp                                                | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151636.30    | 0.25%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                             | Spirit Aerosystems, Inc. 2022 Term Loan                          | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    109725 | PA      | $109752.43    | 0.18%             | 2027-01-15      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                               | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248306.15    | 0.41%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137BJV75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26113 | PA      | $25850.40     | 0.04%             | 2039-05-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                            | USI, Inc. 2022 Incremental Term Loan                             | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115318 | PA      | $115289.57    | 0.19%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176497.05    | 0.29%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261072.99    | 0.43%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2021-5                                | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214089 | PA      | $179199.26    | 0.29%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                             | Manufacturers & Traders Trust Co                                 | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329162.53    | 0.54%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                               | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119090.85    | 0.19%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                       | Core & Main LP 2021 Term Loan B                                  | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    146364 | PA      | $145677.23    | 0.24%             | 2028-07-27      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                      | ABG Intermediate Holdings 2 LLC 2021 Term Loan B1                | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    114425 | PA      | $113423.78    | 0.19%             | 2028-12-21      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                              | Quikrete Holdings, Inc. 2016 1st Lien Term Loan                  | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    194000 | PA      | $192739.00    | 0.31%             | 2027-02-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                | Open Text Corporation 2022 Term Loan B                           | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    140000 | PA      | $139685.00    | 0.23%             | 2029-11-16      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                     | Radian Group Inc                                                 | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175000.15    | 0.29%             | 2025-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2020-RPL1 Trust                                             | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304646 | PA      | $265632.67    | 0.43%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                          | Hertz Vehicle Financing LLC                                      | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $162763.42    | 0.27%             | 2025-12-26      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                       | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240420.37    | 0.39%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment S.A.S                          | Banijay Entertainment S.A.S USD Term Loan                        | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |     97750 | PA      | $97567.21     | 0.16%             | 2025-03-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78185 | PA      | $74613.02     | 0.12%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137F7M93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458092 | PA      | $408677.47    | 0.67%             | 2041-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                 | Medline Borrower, LP USD Term Loan B                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    103714 | PA      | $100587.83    | 0.16%             | 2028-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Fleetcor Technologies Operating Company, LLC         | Fleetcor Technologies Operating Company, LLC 2021 Term Loan B4   | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    162390 | PA      | $161755.30    | 0.26%             | 2028-04-28      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                             | Cleco Corporate Holdings LLC                                     | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    212000 | PA      | $201997.28    | 0.33%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                             | LeasePlan Corp NV                                                | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $260856.75    | 0.43%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2021-HX1 Mortgage Loan Trust                                | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340231 | PA      | $282802.33    | 0.46%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                | Stellantis Finance US Inc                                        | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352163.26    | 0.57%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                      | DAE Funding LLC                                                  | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    385000 | PA      | $363458.53    | 0.59%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                | Avantor Funding, Inc. 2021 EUR Incremental Term Loan B4          | CUSIP: 05350NAJ3<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     98500 | PA      | $105925.41    | 0.17%             | 2028-06-12      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                        | Nordstrom Inc                                                    | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175587.20    | 0.29%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2019-NQM2 Trust                                             | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42810 | PA      | $40511.29     | 0.07%             | 2060-01-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                           | Progress Residential 2021-SFR1                                   | CUSIP: 74331FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134737 | PA      | $119271.08    | 0.19%             | 2038-04-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                        | AIB Group PLC                                                    | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206868.67    | 0.34%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    205000 | PA      | $184291.19    | 0.30%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $382656.25    | 0.62%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC            | Oryx Midstream Services Permian Basin LLC Term Loan B            | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     98052 | PA      | $97684.52     | 0.16%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $438019.77    | 0.71%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                        | Peraton Corp. Term Loan B                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    120577 | PA      | $119822.96    | 0.20%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | Ellington Financial Mortgage Trust 2017-1                        | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36885 | PA      | $30706.86     | 0.05%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                  | SG Residential Mortgage Trust 2021-1                             | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229257 | PA      | $196968.17    | 0.32%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                      | Stack Infrastructure Issuer LLC                                  | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $83813.85     | 0.14%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 3136B3UV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240982 | PA      | $230868.52    | 0.38%             | 2035-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                       | Entegris, Inc. 2022 Term Loan B                                  | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    230000 | PA      | $230719.90    | 0.38%             | 2029-07-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers CLO 24 Ltd                        | CUSIP: 64130HAL5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    297358 | PA      | $295267.37    | 0.48%             | 2030-04-19      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2019-1                           | CUSIP: 10568GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37477 | PA      | $36460.96     | 0.06%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                  | FS KKR Capital Corp                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86742.00     | 0.14%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                 | United Rentals, Inc. Term Loan B                                 | CUSIP: 91136EAJ4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |    207186 | PA      | $207133.91    | 0.34%             | 2025-10-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                    | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143303.66    | 0.23%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                             | Vantage Data Centers Issuer LLC                                  | CUSIP: 92212KAB2<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $268995.54    | 0.44%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                      | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297077.70    | 0.48%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                              | Teva Pharmaceutical Finance Netherlands III BV                   | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $221800.50    | 0.36%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                    | Imperial Fund Mortgage Trust 2021-NQM3                           | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174353 | PA      | $147018.65    | 0.24%             | 2056-11-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                    | DXC Technology Co                                                | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    275000 | PA      | $242862.34    | 0.40%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                 | WEC Energy Group Inc                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100349.53    | 0.16%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                  | New Residential Mortgage Loan Trust 2018-4                       | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122347 | PA      | $119814.01    | 0.20%             | 2048-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                       | Var Energi ASA                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $191868.82    | 0.31%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                   | Conagra Brands Inc                                               | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    471000 | PA      | $467155.86    | 0.76%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                    | Elanco Animal Health Incorporated Term Loan B                    | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    234460 | PA      | $230650.09    | 0.38%             | 2027-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust           | Mercury Financial Credit Card Master Trust                       | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240000.00    | 0.39%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2013-2 Ltd                                              | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $371274.75    | 0.61%             | 2031-04-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                         | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196336.60    | 0.32%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                             | Vantage Data Centers Issuer LLC                                  | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $259749.98    | 0.42%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                     | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98904.00     | 0.16%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                  | New Residential Mortgage Loan Trust 2017-1                       | CUSIP: 64829JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170337 | PA      | $161654.31    | 0.26%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                        | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $211280.56    | 0.34%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                     | SoFi Consumer Loan Program 2021-1 Trust                          | CUSIP: 83407CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94582.77     | 0.15%             | 2030-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30 LTD                   | Octagon Investment Partners 30 Ltd                               | CUSIP: 675920AJ1<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | KY        |    244837 | PA      | $242386.84    | 0.40%             | 2030-03-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2021 Second Lien Term Loan B4                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    110000 | PA      | $91781.80     | 0.15%             | 2029-01-20      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2021-Z1                        | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62462 | PA      | $60680.75     | 0.10%             | 2025-08-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2019-5                                  | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24934 | PA      | $23969.48     | 0.04%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                      | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $351564.96    | 0.57%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                          | McAfee, LLC 2022 USD Term Loan B                                 | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    184075 | PA      | $173376.56    | 0.28%             | 2029-03-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Zurn Holdings, Inc.                                  | Zurn Holdings, Inc. 2021 Term Loan B                             | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |    138600 | PA      | $138392.10    | 0.23%             | 2028-10-04      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                             | Flex Ltd                                                         | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $155569.82    | 0.25%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR NOTE (CBT)MAR23                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -10 | NC      | $-19084.05    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                  | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223906.82    | 0.37%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD                                     | Carbone Clo Ltd                                                  | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247973.00    | 0.40%             | 2031-01-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CityLine Commercial Mortgage Trust                   | CityLine Commercial Mortgage Trust 2016-CLNE                     | CUSIP: 178772AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $381281.93    | 0.62%             | 2031-11-10      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                           | Gainwell Acquisition Corp. Term Loan B                           | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196246 | PA      | $191323.75    | 0.31%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2018-5                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96143 | PA      | $92607.28     | 0.15%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                              | Corebridge Global Funding                                        | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207579.60    | 0.34%             | 2025-09-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                          | Jazz Financing Lux S.a.r.l. USD Term Loan                        | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    102146 | PA      | $102001.94    | 0.17%             | 2028-05-05      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                  | Boels Topholding BV 2021 EUR Term Loan B                         | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |    155000 | PA      | $164730.26    | 0.27%             | 2027-02-06      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc. 2020 Term Loan F                                 | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                    | Polaris Newco LLC USD Term Loan B                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    148125 | PA      | $140579.51    | 0.23%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                  | Starwood Mortgage Residential Trust 2021-3                       | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114618 | PA      | $93136.38     | 0.15%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                       | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B         | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    182655 | PA      | $182413.53    | 0.30%             | 2024-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2021-1 Mortgage Loan Trust                                  | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51038 | PA      | $41519.08     | 0.07%             | 2066-06-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137F7DH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163778 | PA      | $148334.98    | 0.24%             | 2033-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                             | Aon Corp / Aon Global Holdings PLC                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46788.00     | 0.08%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-NQM6                                                   | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208054 | PA      | $169732.28    | 0.28%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2021-NQM4 Trust                                             | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235929 | PA      | $192882.43    | 0.31%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2018-3                                 | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35385 | PA      | $33964.11     | 0.06%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                             | Mill City Mortgage Loan Trust 2018-3                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158144 | PA      | $151908.02    | 0.25%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137ASAC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40207 | PA      | $39286.26     | 0.06%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                               | Trane Technologies Luxembourg Finance SA                         | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $287521.76    | 0.47%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                             | Brandywine Operating Partnership LP                              | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    265000 | PA      | $256642.30    | 0.42%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 3136AWSV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37823 | PA      | $36125.25     | 0.06%             | 2044-07-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                      | Cologix Data Centers US Issuer LLC                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $334774.24    | 0.55%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2019-INV3                             | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35864 | PA      | $34231.02     | 0.06%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                             | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270306.00    | 0.44%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                          | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $247963.96    | 0.40%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                   | Dun & Bradstreet Corporation (The) Term Loan                     | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    258869 | PA      | $258175.64    | 0.42%             | 2026-02-06      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $223407.84    | 0.36%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                             | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100238.28    | 0.16%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NortonLifeLock Inc.                                  | NortonLifeLock Inc. 2022 Term Loan B                             | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    186450 | PA      | $185905.43    | 0.30%             | 2029-09-12      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                       | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101330.61    | 0.17%             | 2025-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                     | IRB Holding Corp 2022 Term Loan B                                | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    103162 | PA      | $102001.92    | 0.17%             | 2027-12-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-NQM3                                                   | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264449 | PA      | $228443.83    | 0.37%             | 2066-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORPORATION                          | Covanta Holding Corporation 2021 Term Loan C                     | CUSIP: 22282GAD9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      6969 | PA      | $6971.15      | 0.01%             | 2028-11-30      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | Ellington Financial Mortgage Trust 2020-2                        | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24270 | PA      | $21972.43     | 0.04%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                             | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256327.73    | 0.42%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                | TRK 2021-INV1 Trust                                              | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107355 | PA      | $93159.57     | 0.15%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                             | Teva Pharmaceutical Finance Netherlands III BV                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $370012.86    | 0.60%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                         | Illumina Inc                                                     | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101852.20    | 0.17%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORPORATION                          | Covanta Holding Corporation 2021 Term Loan B                     | CUSIP: 22282GAC1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     92334 | PA      | $92366.86     | 0.15%             | 2028-11-30      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare Corporation                         | Zelis Healthcare Corporation 2021 Term Loan                      | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    191697 | PA      | $191089.06    | 0.31%             | 2026-09-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                           | FIXED INC CLEARING CORP.REPO                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     36480 | PA      | $36480.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL FUND LLC                                    | Imperial Fund Mortgage Trust 2021-NQM2                           | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156926 | PA      | $128696.47    | 0.21%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                             | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $114964.35    | 0.19%             | 2029-01-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                  | Starwood Mortgage Residential Trust 2020-1                       | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11753 | PA      | $11310.18     | 0.02%             | 2050-02-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                         | Sunshine Luxembourg VII SARL 2021 Term Loan B3                   | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    209125 | PA      | $204681.18    | 0.33%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| WEX Inc.                                             | WEX Inc. 2021 Term Loan                                          | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    107333 | PA      | $106970.85    | 0.17%             | 2028-03-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT CORP                           | CAESARS ENTERTAINMENT CORP                                       | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    105000 | PA      | $104854.05    | 0.17%             | 2030-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                  | FS KKR Capital Corp                                              | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463333.03    | 0.76%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                       | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198797.71    | 0.32%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2021 Term Loan                           | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    100000 | PA      | $102609.00    | 0.17%             | 2028-04-20      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444062.19    | 0.72%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                      | APX Group, Inc. 2021 Term Loan B                                 | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |    123437 | PA      | $122003.15    | 0.20%             | 2028-07-10      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                 | Deephaven Residential Mortgage Trust 2021-1                      | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46613 | PA      | $42011.11     | 0.07%             | 2065-05-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| ExGen Renewables IV, LLC                             | ExGen Renewables IV, LLC 2020 Term Loan                          | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |     92247 | PA      | $92031.57     | 0.15%             | 2027-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                             | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    450000 | PA      | $432963.60    | 0.71%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2019-1 Ltd                                              | CUSIP: 92917NAJ7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $322372.05    | 0.53%             | 2031-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74655.58     | 0.12%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                             | OBX 2021-NQM3 Trust                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123061 | PA      | $97821.11     | 0.16%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                   | Telecom Italia SpA/Milano                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    450000 | PA      | $438234.75    | 0.71%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                 | FirstKey Homes 2020-SFR2 Trust                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247048 | PA      | $224331.25    | 0.37%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                  | Clydesdale Acquisition Holdings Inc Term Loan B                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    149250 | PA      | $146426.19    | 0.24%             | 2029-04-13      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                 | Carnival Corporation USD Term Loan B                             | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    241073 | PA      | $236941.03    | 0.39%             | 2025-06-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.     | American Builders & Contractors Supply Co., Inc. 2019 Term Loan  | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    214785 | PA      | $214396.24    | 0.35%             | 2027-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                    | Imperial Fund Mortgage Trust 2021-NQM1                           | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130574 | PA      | $110075.17    | 0.18%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                      | SBA Tower Trust                                                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              |  | US        |    155000 | PA      | $146467.98    | 0.24%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC.                             | Standard Industries Inc. 2021 Term Loan B                        | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    119748 | PA      | $119597.82    | 0.20%             | 2028-09-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73257.60     | 0.12%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                  | Silgan Holdings Inc                                              | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312927.71    | 0.51%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                     | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168209.57    | 0.27%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2016-GS3                            | CUSIP: 36251PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239569 | PA      | $229809.11    | 0.37%             | 2049-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company, Inc.              | Petco Health and Wellness Company, Inc. 2021 Term Loan B         | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     98250 | PA      | $97134.86     | 0.16%             | 2028-03-03      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195421.95    | 0.32%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc.                             | Michaels Companies, Inc. 2021 Term Loan B                        | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    142825 | PA      | $130953.39    | 0.21%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                  | New Residential Mortgage Loan Trust 2019-1                       | CUSIP: 64830CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61294 | PA      | $57374.59     | 0.09%             | 2057-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2020-UPTN                      | CUSIP: 36258PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $222295.46    | 0.36%             | 2037-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                      | Go Daddy Operating Company, LLC 2022 Term Loan B5                | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    143545 | PA      | $143922.03    | 0.23%             | 2029-11-09      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| SRAM, LLC                                            | SRAM, LLC 2021 Term Loan B                                       | CUSIP: 85232BAT3<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |     71757 | PA      | $70860.28     | 0.12%             | 2028-05-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                             | Brown Group Holding, LLC Term Loan B                             | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    123129 | PA      | $122417.54    | 0.20%             | 2028-06-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                | PURCHASED USD / SOLD EUR                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-5104.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234012.61    | 0.38%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                         | CUSIP: 38379XCQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140681 | PA      | $123390.06    | 0.20%             | 2046-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                             | Corebridge Financial Inc                                         | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214436.35    | 0.35%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199029.70    | 0.32%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust              | SG Commercial Mortgage Securities Trust 2020-COVE                | CUSIP: 78397FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $536408.24    | 0.87%             | 2037-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187460.00    | 0.31%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                               | Credit Suisse Group AG                                           | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    305000 | PA      | $278823.28    | 0.45%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2020-I Ltd                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $296176.20    | 0.48%             | 2036-07-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    556000 | PA      | $530173.06    | 0.86%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207574.40    | 0.34%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102500.00    | 0.17%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                | Owl Rock Capital Corp                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $280190.05    | 0.46%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-INV1 Trust                                              | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94516 | PA      | $83709.53     | 0.14%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                       | PetSmart, Inc. 2021 Term Loan B                                  | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108350 | PA      | $107470.20    | 0.18%             | 2028-02-11      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162444.64    | 0.26%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| IMS Ecuadorian Mortagage Trust                       | IMS ECUADORIAN MORTGAGE 2021-1 TRUST                             | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194304 | PA      | $184818.11    | 0.30%             | 2043-08-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                | Hyland Software, Inc. 2018 1st Lien Term Loan                    | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185638 | PA      | $184984.34    | 0.30%             | 2024-07-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                            | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174452.92    | 0.28%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                      | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $248379.71    | 0.41%             | 2023-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company             | 1011778 B.C. Unlimited Liability Company Term Loan B4            | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    242726 | PA      | $239779.66    | 0.39%             | 2026-11-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                     | Berry Global Inc                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270902.10    | 0.44%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                  | New Residential Mortgage Loan Trust 2021-NQM2R                   | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44954 | PA      | $40725.35     | 0.07%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                        | Acrisure, LLC 2020 Term Loan B                                   | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    154676 | PA      | $148900.55    | 0.24%             | 2027-02-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                             | FHF Trust 2022-1                                                 | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129764 | PA      | $127192.28    | 0.21%             | 2028-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2020-1                                  | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19429 | PA      | $18422.61     | 0.03%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                    | Avid Automobile Receivables Trust 2021-1                         | CUSIP: 05369LAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $103602.47    | 0.17%             | 2025-08-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                 | BAT International Finance PLC                                    | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97178.15     | 0.16%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc. 2021 Term Loan B                                  | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    114256 | PA      | $114303.55    | 0.19%             | 2028-11-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2018 Term Loan B                       | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    140385 | PA      | $140140.32    | 0.23%             | 2025-04-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                   | Steel Dynamics Inc                                               | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99258.03     | 0.16%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133004 | PA      | $138801.84    | 0.23%             | 2028-10-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                               | SS&C Technologies Inc. 2018 Term Loan B5                         | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    242678 | PA      | $242071.23    | 0.39%             | 2025-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust I LLC 2019-4                            | CUSIP: 03463UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5998 | PA      | $5957.18      | 0.01%             | 2049-07-26      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                     | Carlyle Global Market Strategies CLO 2015-1 Ltd                  | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    351737 | PA      | $348089.41    | 0.57%             | 2031-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                     | Deutsche Bank AG/New York NY                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $213941.67    | 0.35%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                 | Berlin Packaging LLC 2021 Term Loan B5                           | CUSIP: 08511LAX6<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    187625 | PA      | $184928.83    | 0.30%             | 2028-03-11      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-INV2 Trust                                              | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133289 | PA      | $112201.90    | 0.18%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                  | Ashtead Capital Inc                                              | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175832.42    | 0.29%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    157000 | PA      | $151022.85    | 0.25%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                        | JDE Peet's NV                                                    | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $281529.12    | 0.46%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                 | Kraft Heinz Foods Co                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261337.56    | 0.43%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2021-6                                  | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222334 | PA      | $183673.91    | 0.30%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                 | Scientific Games International, Inc. 2022 USD Term Loan          | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    203975 | PA      | $203210.09    | 0.33%             | 2029-04-14      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    300000 | PA      | $283094.15    | 0.46%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2020-4                                 | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134143 | PA      | $120175.06    | 0.20%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                               | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86282.75     | 0.14%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                               | Sequoia Mortgage Trust 2018-CH3                                  | CUSIP: 81746WAA6<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      1402 | PA      | $1365.19      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                    | UFC Holdings, LLC 2021 Term Loan B                               | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    196445 | PA      | $195278.40    | 0.32%             | 2026-04-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                  | Macquarie Group Ltd                                              | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    155000 | PA      | $137601.58    | 0.22%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                             | Capital One Financial Corp                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75347.72     | 0.12%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                             | Intercontinental Exchange Inc                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172404.84    | 0.28%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                 | FREMF 2015-K42 Mortgage Trust                                    | CUSIP: 30262SAR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $218693.14    | 0.36%             | 2048-01-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                      | Danske Bank A/S                                                  | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    295000 | PA      | $259061.60    | 0.42%             | 2027-09-10      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 3136AKDL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25433 | PA      | $24787.92     | 0.04%             | 2043-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                          | Netflix Inc                                                      | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288750.00    | 0.47%             | 2025-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2021-3 Mortgage Loan Trust                                  | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273215 | PA      | $221065.41    | 0.36%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                         | CUSIP: 38378FW89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79711 | PA      | $75628.63     | 0.12%             | 2042-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                           | Humana Inc                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285734.87    | 0.47%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2021-CM1 Trust                                              | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131240 | PA      | $123854.28    | 0.20%             | 2065-04-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                            | Great Outdoors Group, LLC 2021 Term Loan B1                      | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    165628 | PA      | $162605.11    | 0.27%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2020-2                                  | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87391 | PA      | $81299.10     | 0.13%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                      | SBA Tower Trust                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |     80000 | PA      | $69759.65     | 0.11%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                        | Horizon Therapeutics USA Inc. 2021 Term Loan B2                  | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    132638 | PA      | $132637.50    | 0.22%             | 2028-03-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                 | Edison International                                             | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147739.81    | 0.24%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2014-2 Ltd                                              | CUSIP: 92912VAY1<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |    349287 | PA      | $346144.78    | 0.56%             | 2030-04-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                | PURCHASED USD / SOLD EUR                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $2996.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    355000 | PA      | $312188.92    | 0.51%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | Onslow Bay Mortgage Loan Trust                                   | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269715 | PA      | $225347.93    | 0.37%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 3136AAGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90531 | PA      | $79483.31     | 0.13%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                  | LYB International Finance III LLC                                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $306767.35    | 0.50%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                        | Formula One Holdings Limited. Term Loan B                        | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    140000 | PA      | $140320.60    | 0.23%             | 2030-01-15      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                        | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249897.75    | 0.41%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2020-AFC1 Trust                                             | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59171 | PA      | $54926.32     | 0.09%             | 2050-02-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                | MKS Instruments, Inc. 2022 USD Term Loan B                       | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    124688 | PA      | $124330.89    | 0.20%             | 2029-08-17      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2021-4 Mortgage Loan Trust                                  | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253228 | PA      | $217114.48    | 0.35%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98132.81     | 0.16%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                     | Deutsche Bank AG/New York NY                                     | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $141640.77    | 0.23%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311330.76    | 0.51%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $233052.67    | 0.38%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2021-RPL1 LLC                                               | CUSIP: 69360GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73363 | PA      | $66185.03     | 0.11%             | 2051-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) MAR23                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        52 | NC      | $41147.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                              | PTC Inc                                                          | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143810.15    | 0.23%             | 2025-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                             | Hayward Industries, Inc. 2021 Term Loan                          | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |    162525 | PA      | $160290.28    | 0.26%             | 2028-05-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                  | SAPPHIRE AVIATION FINANCE II LTD                                 | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183804 | PA      | $147237.39    | 0.24%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                             | Mill City Mortgage Loan Trust 2018-1                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20066 | PA      | $19406.00     | 0.03%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2018-II Ltd                                         | CUSIP: 17180WAA3<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247714.25    | 0.40%             | 2031-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                          | Evergreen Credit Card Trust Series 2022-CRT1                     | CUSIP: 30023JBV9<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    125000 | PA      | $123191.88    | 0.20%             | 2026-07-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) MAR23                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -41 | NC      | $-47659.70    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust                                | Arroyo Mortgage Trust 2019-3                                     | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147181 | PA      | $135916.30    | 0.22%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2020-1                                | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18171 | PA      | $17242.88     | 0.03%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2020-INV1 Trust                                              | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49263 | PA      | $45058.52     | 0.07%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                  | Verisure Holding AB 2021 EUR Term Loan                           | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |    205000 | PA      | $210980.56    | 0.34%             | 2028-03-27      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                         | CUSIP: 38378MVK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329644 | PA      | $309718.21    | 0.51%             | 2041-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2020-NQM3 Trust                                              | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45455 | PA      | $41995.32     | 0.07%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                      | Benefit Street Partners Clo XII Ltd                              | CUSIP: 08179HAE0<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |    321248 | PA      | $317665.63    | 0.52%             | 2030-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                             | Genting New York LLC / GENNY Capital Inc                         | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $210092.14    | 0.34%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                 | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    970000 | PA      | $913808.20    | 1.49%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                  | LBM Acquisition LLC Term Loan B                                  | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    118293 | PA      | $106586.76    | 0.17%             | 2027-12-17      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                  | LCM XXIV Ltd                                                     | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370271 | PA      | $366941.14    | 0.60%             | 2030-03-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                   | II-VI Incorporated 2022 Term Loan B                              | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     97964 | PA      | $97504.84     | 0.16%             | 2029-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                   | Royalty Pharma PLC                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $475758.96    | 0.78%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112580.62    | 0.18%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ingersoll-Rand Services Company                      | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan        | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |    175050 | PA      | $174330.54    | 0.28%             | 2027-03-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2021-4                                  | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107498 | PA      | $88286.35     | 0.14%             | 2065-01-20      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2022-EBO1                              | CUSIP: 89180EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112093 | PA      | $109644.53    | 0.18%             | 2052-01-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                        | Lendbuzz Securitization Trust 2021-1                             | CUSIP: 52607BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214059 | PA      | $205852.18    | 0.34%             | 2026-06-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2020 Incremental Term Loan                         | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98734 | PA      | $97605.67     | 0.16%             | 2024-09-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $211079.35    | 0.34%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                | Bank of Ireland Group PLC                                        | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201570.34    | 0.33%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 3136B27F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65028 | PA      | $63322.21     | 0.10%             | 2054-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                             | Pilot Travel Centers LLC 2021 Term Loan B                        | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    122382 | PA      | $122042.59    | 0.20%             | 2028-08-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                | SRS Distribution Inc. 2021 Term Loan B                           | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    192075 | PA      | $184975.91    | 0.30%             | 2028-06-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                               | Mid-America Apartments LP                                        | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    180000 | PA      | $158815.44    | 0.26%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                            | Avant Loans Funding Trust 2021-REV1                              | CUSIP: 05353LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $144595.08    | 0.24%             | 2030-07-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                             | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89232.30     | 0.15%             | 2024-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                | DB Master Finance LLC                                            | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    455400 | PA      | $401396.85    | 0.65%             | 2051-11-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                               | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198181.70    | 0.32%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                         | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115074.75    | 0.19%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                   | Credit Agricole SA                                               | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $245607.76    | 0.40%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FCI Funding, LLC                                     | FCI Funding 2021-1 LLC                                           | CUSIP: 30260GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41519 | PA      | $40219.90     | 0.07%             | 2033-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                         | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231347.88    | 0.38%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                   | BSPRT 2022-FL8 Issuer Ltd                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    175000 | PA      | $171043.23    | 0.28%             | 2037-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                   | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199465.19    | 0.33%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                               | Credit Suisse AG/New York NY                                     | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    325000 | PA      | $272913.52    | 0.45%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company | Setanta Aircraft Leasing Designated Activity Company Term Loan B | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    130000 | PA      | $129721.80    | 0.21%             | 2028-11-05      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC             | Amentum Government Services Holdings LLC 2022 Term Loan          | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     99500 | PA      | $97883.13     | 0.16%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                 | Targa Resources Corp                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120473.29    | 0.20%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2021-NQM5 Trust                                             | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336269 | PA      | $271296.92    | 0.44%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                             | Vantage Data Centers Issuer LLC                                  | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325833 | PA      | $318903.38    | 0.52%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                 | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220507.50    | 0.36%             | 2026-08-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                              | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198564.09    | 0.32%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                             | Mill City Mortgage Loan Trust 2018-2                             | CUSIP: 59980MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13947 | PA      | $13637.20     | 0.02%             | 2058-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2018 Term Loan B7                                    | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    224425 | PA      | $221864.31    | 0.36%             | 2024-11-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137BKD72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39661 | PA      | $38795.14     | 0.06%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                          | Visio Trust                                                      | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119461 | PA      | $110058.10    | 0.18%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                     | Trans Union, LLC 2019 Term Loan B5                               | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    189558 | PA      | $188373.26    | 0.31%             | 2026-11-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                             | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328361.71    | 0.54%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                               | Credit Suisse Group AG                                           | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $207010.97    | 0.34%             | 2027-02-02      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                     | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                       | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    114000 | PA      | $117776.82    | 0.19%             | 2027-10-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                          | Aker BP ASA                                                      | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    535000 | PA      | $512519.86    | 0.84%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2015-I Ltd                                          | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248174.50    | 0.40%             | 2031-01-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                    | ITC Holdings Corp                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40339.92     | 0.07%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $179141.54    | 0.29%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc. 2022 Term Loan F                                 | CUSIP: 89364MBW3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    188899 | PA      | $188405.93    | 0.31%             | 2025-12-09      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                             | Equitable Financial Life Global Funding                          | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178996.24    | 0.29%             | 2026-01-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                             | Public Service Enterprise Group Inc                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204411.35    | 0.33%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                   | VICI Properties LP                                               | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    100000 | PA      | $97784.19     | 0.16%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                          | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $225165.27    | 0.37%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 3136B26F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180078 | PA      | $175303.93    | 0.29%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                    | CSC Holdings, LLC 2022 Term Loan B6                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    206592 | PA      | $195617.43    | 0.32%             | 2028-01-17      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                          | Crocs, Inc. Term Loan B                                          | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    167500 | PA      | $166295.68    | 0.27%             | 2029-02-20      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30820.75     | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                           | Apidos CLO XV                                                    | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $282405.36    | 0.46%             | 2031-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137F7DE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498364 | PA      | $457307.03    | 0.75%             | 2044-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.            | Sedgwick Claims Management Services, Inc. 2018 Term Loan B       | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    198334 | PA      | $197314.60    | 0.32%             | 2025-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                   | Seagate HDD Cayman                                               | CUSIP: 81180WAH4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $149392.11    | 0.24%             | 2023-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    295000 | PA      | $276048.72    | 0.45%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $134154.21    | 0.22%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                      | Venture XV CLO Ltd                                               | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $320565.05    | 0.52%             | 2032-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                    | Expedia Group Inc                                                | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98286.19     | 0.16%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 11 Ltd                                                   | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $397042.80    | 0.65%             | 2031-01-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                 | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1894609.38   | 3.09%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                  | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195653.38    | 0.32%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-26

**Name of Applicant:** Hartford Funds Exchange-Traded Trust

**Signature:** John Stanziani

**Name of Signer:** John Stanziani

**Title:** Assistant Treasurer