# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001004726-26-001402
**Filing Date:** 2026-2
**Character Count:** 670280
**Document Hash:** 627652774143dcec83e6e448f6d98799
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-001402.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001004726-26-001402

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 26697356

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

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

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

## Series and Classes Contracts Data

### AZL Fidelity Institutional Asset Management Multi-Strategy Fund (Series ID: S000025365)

| Class ID   | Class Name                                                              | Ticker Symbol   |
|:---|:---|:---|
| C000075765 | AZL Fidelity Institutional Asset Management Multi-Strategy Fund Class 2 |  |
| C000183413 | AZL Fidelity Institutional Asset Management Multi-Strategy Fund Class 1 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

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

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

- **a. Name of Series:** AZL Fidelity Institutional Asset Management Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000025365

- **c. LEI of Series:** 549300GMCY55060OGB10

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1374573477.92

**Total Liabilities:** $37115954.85

**Net Assets:** $1337457523.07

**Cash Not Reported:** $402897.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -953.85546843 | **1-Year:** -17355.22018081 | **5-Year:** -58644.85834256 | **10-Year:** -49147.04882164 | **30-Year:** -13674.80052270

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

- **3-Month:** -230.72158714 | **1-Year:** -6383.91950844 | **5-Year:** -15629.01771617 | **10-Year:** -4733.42560606 | **30-Year:** -647.23729808

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183413 | 1.19%                | 0.36%                | 0.05%                |
| Class ID C000075765 | 1.22%                | 0.31%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2473075.36             | $14852387.34                               |
| Month 2  | $4697081.84              | $-2934548.90                               |
| Month 3  | $6889179.60              | $-9553755.36                               |

**Designated Index Information**

- **Index Name:** 60-40 BBG - S&P

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    813000 | PA      | $766426.48    | 0.06%             | 2033-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $224595.00    | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127269.83    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    368134 | PA      | $371897.81    | 0.03%             | 2055-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                  | STANDARD BUILDING SOLUTIONS INC                    | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162800.00    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS, LLC                                   | JEFFERSON CAPITAL HOLDINGS LLC                     | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41850.00     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4664000 | PA      | $4720842.50   | 0.35%             | 2032-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ADVANTAGE SALES & MARKETING INC.                                  | ADVANTAGE SALES MARKETING INC                      | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93868.75     | 0.01%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: —       |
| CROWN AMERICAS LLC                                                | CROWN AMERICAS LLC                                 | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102000.00    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95584.13     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    980000 | PA      | $877114.70    | 0.07%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUE                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235175.00    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| The Travelers Companies, Inc.                                     | TRAVELERS COMPANIES INC                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4991 | NS      | $1447689.46   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON CO                                         | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72000.00     | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266910 | PA      | $228560.90    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55618.75     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ROKU, INC.                                                        | ROKU INC                                           | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      5767 | NS      | $625661.83    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1981273 | PA      | $1978485.76   | 0.15%             | 2030-03-15      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $97350.00     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29250.00     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| TELUS CORPORATION                                                 | TELUS CORP                                         | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $44720.00     | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1428666 | PA      | $1183243.20   | 0.09%             | 2051-02-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168372.76    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| WAYFAIR LLC                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213712.50    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16500.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294700 | PA      | $293596.42    | 0.02%             | 2039-02-15      | Floating      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                            | LIFEPOINT HEALTH INC                               | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53000.00     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| NETFLIX, INC.                                                     | NETFLIX COM INC                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     60904 | NS      | $5710359.04   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                             | AECOM                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188931.25    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98360.00     | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 32 LTD                                | CUSIP: 33882RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481000 | PA      | $481329.22    | 0.04%             | 2038-10-22      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| LFS TOPCO LLC                                                     | LFS TOPCO LLC                                      | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $166031.25    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QADB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200694 | PA      | $200191.42    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    421000 | PA      | $406135.33    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TENABLE HOLDINGS, INC.                                            | TENABLE HOLDINGS INC                               | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     36027 | NS      | $847715.31    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152068.75    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ABKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    193470 | PA      | $166069.17    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                            | TRANE TECHNOLOGIES PLC                             | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      8247 | NS      | $3209732.40   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6790 | NS      | $2241446.90   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40000.00     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    414951 | PA      | $438334.80    | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206800 | PA      | $198742.83    | 0.01%             | 2049-12-05      | Fixed         | 3.86%                 | Yes           | 2                  | On Loan: No      |
| JBS USA FOOD COMPANY                                              | JBS FINANCE LUXEMBOURG SARL                        | CUSIP: 46592QAA7<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    154000 | PA      | $139248.65    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296671 | PA      | $298205.43    | 0.02%             | 2042-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                          | CENTURY ALUMINUM CO                                | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87231.25     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YM7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99199 | PA      | $96336.00     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2018 15 LTD                                | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $320282.96    | 0.02%             | 2038-01-20      | Floating      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $75900.00     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: —       |
| STRATEGY INC                                                      | MICROSTRATEGY INC                                  | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       950 | NS      | $93855.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192605 | PA      | $202247.39    | 0.02%             | 2036-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN 108 CLO LTD                                 | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1011966.89   | 0.08%             | 2037-07-18      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                               | KINDER MORGAN INC                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     26684 | NS      | $733543.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196087.50    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORPORATION                                              | ECHOSTAR CORP                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    239992 | PA      | $811271.36    | 0.06%             | 2030-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PRAIRIE ACQUIROR LP                                               | PRAIRIE ACQUIROR LP                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72625.00     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1282562.98   | 0.10%             | 2027-01-15      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| ACUITY INC.                                                       | ACUITY INC                                         | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2673 | NS      | $962386.92    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                       | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      6574 | NS      | $1335771.06   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CAMELOT RETURN MERGER SUB INC                      | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39250.00     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M82Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168718 | PA      | $146745.55    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2020 8R LTD                                | CUSIP: 670898AW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457000 | PA      | $457442.38    | 0.03%             | 2038-10-17      | Floating      | 5.10%                 | Yes           | 2                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING PRODUCTS                      | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     19949 | PA      | $15659.75     | 0.00%             | 2028-08-01      | Floating      | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    188230 | PA      | $172299.33    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                                      | WARNER BROS DISCOVERY INC                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3178 | NS      | $91589.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71400.00     | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386230 | PA      | $386271.83    | 0.03%             | 2040-04-15      | Floating      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2518722.50   | 0.19%             | 2031-03-24      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| AMBIENCE MERGER SUB, INC.                                         | AMBIENCE MERGER                                    | CUSIP: 04650YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $250.76       | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10794 | PA      | $10617.43     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DOCUSIGN, INC.                                                    | DOCUSIGN INC                                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1510 | NS      | $103284.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55953UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968000 | PA      | $970630.22    | 0.07%             | 2037-10-25      | Floating      | 5.21%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                    | JH NORTH AMERICA HOLDING                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46237.50     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| VISA INC.                                                         | VISA INC CLASS A                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      8125 | NS      | $2849518.75   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP I                           | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87337.50     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63510.37     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    191000 | PA      | $163113.81    | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298465.83    | 0.02%             | 2199-12-31      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MOHEGAN ESCROW ISSUER, LLC                                        | MOHEGAN TRIBAL GAMING AUTHORITY MS DIGITAL ENTER   | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41650.00     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22834 | PA      | $20828.31     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Mativ Holdings, Inc.                                              | MATIV HOLDINGS INC                                 | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80800.00     | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: —       |
| COMSTOCK RESOURCES, INC.                                          | COMSTOCK RESOURCES INC                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159400.00    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE GLOBAL MARKET STRATEGIES                   | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149974.26    | 0.01%             | 2037-10-25      | Floating      | 9.61%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    343000 | PA      | $349653.17    | 0.03%             | 2029-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16727 | PA      | $14548.33     | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      6186 | NS      | $490920.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CONOCOPHILLIPS                                                    | CONOCOPHILLIPS                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     20190 | NS      | $1889985.90   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $941631.75    | 0.07%             | 2042-10-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| First-Citizens Bank & Trust Company                               | CIT GROUP INC                                      | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170727.32    | 0.01%             | 2028-03-09      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    534000 | PA      | $550432.25    | 0.04%             | 2028-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131225.00    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XW7M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10161 | PA      | $9808.18      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222291 | PA      | $207339.42    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228176 | PA      | $198392.97    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180NCL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18651 | PA      | $17184.72     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379192 | PA      | $384299.36    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC                       | TRANSCONTINENTAL GAS PIPE LINE CO LLC              | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $41158.78     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC                                       | APH APH2 APH23 AQUARIAN                            | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121350.00    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| IHS Holding Limited                                               | IHS HOLDING LTD                                    | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $175100.00    | 0.01%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LIMITED                                                 | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $109733.14    | 0.01%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DANAOS CORPORATION                                                | DANAOS CORP                                        | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |     85000 | PA      | $87550.00     | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CLEAN HARBORS, INC.                                               | CLEAN HARBORS INC                                  | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41000.00     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMPHENOL CORPORATION                                              | AMPHENOL CORP CLASS A                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3278 | NS      | $442988.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                       | AMERICAN HOMES 4 RENT LP                           | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    371000 | PA      | $350687.75    | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    260000 | PA      | $276900.00    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109625.00    | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                            | MEDPACE HOLDINGS INC                               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4105 | NS      | $2305573.25   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2811108.91   | 0.21%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT TERM 1ST OUT TL                 | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      8647 | PA      | $8521.64      | 0.00%             | 2028-06-12      | Floating      | 11.47%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8UP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24049 | PA      | $23236.22     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $174865.06    | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| QUIDELORTHO CORPORATION                                           | QUIDELORTHO TERM B                                 | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     70000 | PA      | $69912.50     | 0.01%             | 2032-08-13      | Floating      | 7.72%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150750.00    | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175037 | PA      | $169113.88    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N0SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29802 | PA      | $29287.96     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2587251.09   | 0.19%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92804 | PA      | $92752.92     | 0.01%             | 2039-02-15      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| EURO                                                              | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |      5375 | NS      | $6315.61      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N4R58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195889 | PA      | $192321.50    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DB MASTER FINANCE LLC                                             | DB MASTER FINANCE LLC                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $390286.86    | 0.03%             | 2055-11-20      | Fixed         | 4.89%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19956 | PA      | $19341.33     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TALOS PRODUCTION INC.                                             | TALOS PRODUCTION INC                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41500.00     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                  | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79600.00     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      3162 | NS      | $2779398.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244738 | PA      | $244597.87    | 0.02%             | 2033-01-15      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                      | BEACH ACQUISITION BIDCO LLC                        | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187212.50    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                      | GENERAL DYNAMICS CORP                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      9043 | NS      | $3044416.38   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3132DMPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248870 | PA      | $213007.49    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70048.23     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2021 III LTD                          | CUSIP: 12564DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858000 | PA      | $857980.27    | 0.06%             | 2038-10-15      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53257 | PA      | $46004.25     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NXP B.V.                                                          | NXP BV NXP FDG NXP USA                             | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    609000 | PA      | $618239.14    | 0.05%             | 2035-08-19      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GENMAB A/S                                                        | GENMAB A S GENMAB FINANCE LLC                      | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     75000 | PA      | $76875.00     | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING                          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108760.77    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    722000 | PA      | $725734.91    | 0.05%             | 2032-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107493.75    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    268000 | PA      | $268732.81    | 0.02%             | 2030-05-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING XII CLO LTD                          | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506000 | PA      | $505722.71    | 0.04%             | 2038-01-25      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849884 | PA      | $698257.09    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301524 | PA      | $258766.97    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    699745 | PA      | $702310.60    | 0.05%             | 2053-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                    | WILLIS ENGINE STRUCTURED TRUST VIII                | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397827 | PA      | $403687.51    | 0.03%             | 2050-06-15      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| BOWLING GREEN PARK CLO LLC                                        | CLOVER CLO 2019 1 LTD                              | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $624164.19    | 0.05%             | 2035-04-18      | Floating      | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44466 | PA      | $37506.88     | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PRIME HEALTHCARE SERVICES, INC.                                   | PRIME HEALTHCARE SERVICES INC                      | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94725.00     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    619000 | PA      | $634645.23    | 0.05%             | 2036-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COPPER CORPORATION                                       | SOUTHERN COPPER CORP                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       273 | NS      | $39167.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN SENIOR LOAN FUND                            | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836000 | PA      | $838210.75    | 0.06%             | 2037-07-15      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785519 | PA      | $806441.25    | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AUEV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119745 | PA      | $102850.07    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11899 | PA      | $10696.49     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76125.00     | 0.01%             | 2199-12-31      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Owens & Minor, Inc.                                               | OWENS MINOR INC                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    110000 | PA      | $69850.00     | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36487 | PA      | $35353.88     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN, INC.                                           | WILLIAMS SCOTSMAN INC                              | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87656.25     | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     93000 | PA      | $89357.28     | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $24500.00     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 14 LTD                                   | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $386986.84    | 0.03%             | 2038-10-20      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL OPERATING PARTNERSHIP LLC                     | EF HOLDCO EF CAYMAN HOLD ELLINGTON FIN REIT CA     | CUSIP: 31574BAA4<br>LEI: 5493001B24G0P4YVJ571 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90787.50     | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $161508.74    | 0.01%             | 2036-10-15      | Floating      | 4.76%                 | Yes           | 2                  | On Loan: No      |
| GRUBHUB HOLDINGS INC.                                             | GRUBHUB HOLDINGS INC                               | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26900 | PA      | $22024.38     | 0.00%             | 2030-07-31      | Fixed         | 13.00%                | Yes           | 2                  | On Loan: —       |
| AASET TRUST                                                       | AASET 2019 2 TRUST                                 | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13618 | PA      | $13587.84     | 0.00%             | 2039-10-16      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25723 | PA      | $23352.14     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOG PART FINANCE                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224406.25    | 0.02%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123000.00    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ASURION, LLC                                                      | ASURION TERM                                       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    150000 | PA      | $149274.00    | 0.01%             | 2028-01-31      | Floating      | 9.08%                 | Yes           | 2                  | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    185000 | PA      | $171818.75    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                | PLAINS ALL AMERICAN PIPELINE                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226342.03    | 0.02%             | 2199-12-31      | Fixed         | 8.22%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4739107 | PA      | $4266852.59   | 0.32%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS, LLC                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC                | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41450.00     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| BWX TECHNOLOGIES, INC.                                            | BWX TECHNOLOGIES INC                               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196750.00    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    184000 | PA      | $170591.55    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2038383 | PA      | $2100343.33   | 0.16%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                           | BANK OF NEW YORK MELLON CORPORATION                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     32098 | NS      | $3726256.82   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $47250.00     | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39700.00     | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    401000 | PA      | $403283.29    | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                 | WBI OPERATING LLC                                  | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69737.50     | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | COPT DEFENSE PROPERTIES LP                         | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66615.82     | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SANCHEZ ENERGY CORP                                               | SANCHEZ ENERGY CORP                                | CUSIP: GCE744000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4011 | NS      | $824830.87    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    330000 | PA      | $339075.00    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $215075.39    | 0.02%             | 2036-10-15      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149007.08    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                   | WESTERN ALLIANCE BANCORP                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96205.60     | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP                                   | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202284.00    | 0.02%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                              | SIXTH STREET SPECIALTY                             | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    308000 | PA      | $318347.26    | 0.02%             | 2029-03-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: —       |
| QUIKRETE HOLDINGS, INC.                                           | QUIKRETE HOLDINGS INC                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109200.00    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                                 | ILIAD HOLDING SASU                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $148417.07    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXVI LTD                                 | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $519727.79    | 0.04%             | 2038-01-25      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                             | CMG MEDIA CORP                                     | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25650.00     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22756 | PA      | $22881.78     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS, INC.                             | M2S GROUP                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216024 | PA      | $214079.88    | 0.02%             | 2031-08-22      | Floating      | 8.59%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368437.50    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324476 | PA      | $330273.09    | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    181000 | PA      | $170328.78    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQNH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612472 | PA      | $598479.67    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NUCOR CORPORATION                                                 | NUCOR CORP                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2385 | NS      | $389017.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9YQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435151 | PA      | $391213.22    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109593.75    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| PPL CORPORATION                                                   | PPL CORP                                           | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4168 | NS      | $145963.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827000 | PA      | $827366.93    | 0.06%             | 2038-01-15      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE US CLO 2021 11 LTD                         | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738000 | PA      | $740269.85    | 0.06%             | 2037-07-25      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73150.00     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CSMC TRUST                                                        | CREDIT SUISSE MORTGAGE TRUST                       | CUSIP: 12595KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $795307.13    | 0.06%             | 2030-12-15      | Floating      | 6.05%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    405000 | PA      | $422033.90    | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98125.00     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| OCP AEGIS CLO LTD                                                 | OCP AEGIS CLO 2025 47 LTD                          | CUSIP: 67122UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $412436.27    | 0.03%             | 2038-01-21      | Floating      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| SWISS FRANC                                                       | SWISS FRANC                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CH        |         1 | NS      | $0.90         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31329JLH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147718 | PA      | $141856.27    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    400556 | PA      | $365408.70    | 0.03%             | 2054-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $299765.76    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177018.94    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105362 | PA      | $101631.75    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Garmin Ltd.                                                       | GARMIN LTD                                         | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      7728 | NS      | $1567624.80   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYJE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31749 | PA      | $31510.86     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3163 | PA      | $3166.51      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     91000 | PA      | $82787.52     | 0.01%             | 2031-11-23      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974579 | PA      | $803705.74    | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114977.50    | 0.01%             | 2199-12-31      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317887 | PA      | $272816.33    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SLM CORPORATION                                                   | SLM CORP                                           | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82500.00     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                               | CISCO SYSTEMS INC                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     32051 | NS      | $2468888.53   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                                   | ALLEGION PLC                                       | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |     13329 | NS      | $2122243.38   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5JM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22698 | PA      | $22371.83     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $75862.50     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131093.75    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| STONEX GROUP INC.                                                 | STONEX ESCROW ISSUER LLC                           | CUSIP: 86189AAA7<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36225.00     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704996 | PA      | $623541.04    | 0.05%             | 2040-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6986000 | PA      | $6935242.31   | 0.52%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                           | LIQUID TELECOMMUNICATIONS FINANCING PLC            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    281000 | PA      | $254305.00    | 0.02%             | 2026-09-04      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| LBM ACQUISITION, LLC                                              | LBM ACQUISITION LLC                                | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    349268 | PA      | $327037.05    | 0.02%             | 2031-06-06      | Floating      | 7.58%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP                                     | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234106.32    | 0.02%             | 2199-12-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES INC                                        | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158400.00    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| Sensata Technologies B.V.                                         | SENSATA TECHNOLOGIES BV                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    263000 | PA      | $255973.43    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A4BS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116494 | PA      | $104606.03    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GUPN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    480298 | PA      | $498908.97    | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                          | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88081.25     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 21 LTD                                | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $516410.62    | 0.04%             | 2037-10-19      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY                          | EATON CORP PLC                                     | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      9200 | NS      | $2930292.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3FA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222553 | PA      | $197959.49    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING BRANDS TERM B                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     79843 | PA      | $62237.88     | 0.00%             | 2028-04-12      | Floating      | 7.10%                 | Yes           | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                  | TEVA PHARMACEUTICALS NE                            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     34000 | PA      | $33532.50     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535849 | PA      | $542846.09    | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66732.07     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ABCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    163874 | PA      | $140657.37    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SYMPHONY CLO, LTD.                                                | SYMPHONY CLO LTD                                   | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296181 | PA      | $296247.18    | 0.02%             | 2033-04-20      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| INCYTE CORPORATION                                                | INCYTE CORPORATION                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     26517 | NS      | $2619084.09   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NIELSEN HOLDINGS TERM A 1LN                        | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     29898 | PA      | $29473.41     | 0.00%             | 2028-10-11      | Floating      | 8.76%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION HOLDINGS INC                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107756.25    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| THE TJX COMPANIES, INC.                                           | TJX CO INC                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     29918 | NS      | $4595703.98   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| AUTONATION, INC.                                                  | AUTONATION INC                                     | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32264.96     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420762.50    | 0.03%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101543 | PA      | $84102.26     | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $451687.50    | 0.03%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16790 | PA      | $16397.64     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43968 | PA      | $37087.94     | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     71000 | PA      | $81651.49     | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATIN                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297975.00    | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| WELLTOWER INC.                                                    | WELLTOWER INC                                      | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     21366 | NS      | $3965743.26   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74200.00     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    249000 | PA      | $259582.50    | 0.02%             | 2028-11-15      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                    | SMYRNA READY MIX CONCRETE LLC                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145362.50    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                     | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $16406.13     | 0.00%             | 2042-10-10      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330000.00    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    443000 | PA      | $441442.41    | 0.03%             | 2032-10-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497562.50    | 0.04%             | 2030-11-15      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| TERAWULF INC.                                                     | TERAWULF INC                                       | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78050.88     | 0.01%             | 2032-05-01      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Transocean Aquila Limited                                         | TRANSOCEAN AQUILA LTD                              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     65077 | PA      | $66622.50     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CANACOL ENERGY LTD                                                | CANACOL ENERGY LTD                                 | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $126000.00    | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    612020 | PA      | $589332.05    | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    828729 | PA      | $715847.69    | 0.05%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38952 | PA      | $39493.99     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72800.00     | 0.01%             | 2032-07-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66137.50     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                             | BOOKING HOLDINGS INC                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       871 | NS      | $4664492.43   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64050.00     | 0.00%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| OHA CREDIT PARTNERS LTD                                           | OHA CREDIT PARTNERS VII LTD                        | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684000 | PA      | $683640.94    | 0.05%             | 2038-02-20      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5A45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194621 | PA      | $178339.70    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2025 VI LTD                           | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $310787.86    | 0.02%             | 2038-10-23      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| HPS CORPORATE LENDING FUND                                        | HPS CORPORATE LENDING FUND                         | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1466839.44   | 0.11%             | 2028-01-14      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GGAM MASTER TRUST INTERNATIONAL LTD                               | GGAM MASTER TRUST INTERNATIONAL LTD                | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1105899.19   | 0.08%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4137807 | PA      | $3202980.02   | 0.24%             | 2051-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SNAP INC.                                                         | SNAP INC                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67112.50     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                    | COMMONWEALTH BANK AUST                             | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $192908.00    | 0.01%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317962.50    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11832 | PA      | $10745.12     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254646 | PA      | $238059.65    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PTC THERAPEUTICS, INC.                                            | PTC THERAPEUTICS INC                               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      5740 | NS      | $436010.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84841.76     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BEAZER HOMES USA, INC.                                            | BEAZER HOMES USA                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80600.00     | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING                               | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $30000.00     | 0.00%             | 2029-01-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                | SWISS RE FINANCE LUX                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201627.80    | 0.02%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP                       | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301500.00    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Santander Holdings USA, Inc.                                      | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    724000 | PA      | $752977.38    | 0.06%             | 2029-03-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                           | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141387.53    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPT LLC                     | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1036194.98   | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING 2025 1 LTD              | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542602 | PA      | $540813.51    | 0.04%             | 2033-02-15      | Floating      | 4.65%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    301000 | PA      | $308741.12    | 0.02%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DTTS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21587 | PA      | $22042.89     | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116150.00    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS SAFEWAY                             | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71925.00     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1063784.53   | 0.08%             | 2030-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212687.50    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $94275.00     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| POLARIS NEWCO, LLC                                                | SOLERA TERM PIK TERM 2LN 06 04 2029                | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |     45000 | PA      | $41681.25     | 0.00%             | 2029-06-04      | Floating      | 12.92%                | Yes           | 2                  | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                            | AMKOR TECHNOLOGY INC                               | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45956.25     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LIMITED                               | SABLE INTERNATIONAL FINANCE LTD                    | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $228093.75    | 0.02%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $490721.49    | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2575000 | PA      | $2081424.80   | 0.16%             | 2056-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210700.00    | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                  | CALIFORNIA RESOURCES CRP                           | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224406.25    | 0.02%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59708.57     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29641 | PA      | $29011.98     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48449.39     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                  | STANDARD BUILDING SOLUTIONS INC                    | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80200.00     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNW90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148858 | PA      | $150925.91    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     22236 | NS      | $14677761.24  | 1.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TransAlta Corporation                                             | TRANSALTA CORP                                     | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80600.00     | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IHS Holding Limited                                               | IHS HOLDING LTD                                    | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $74345.03     | 0.01%             | 2026-11-29      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FPEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29449 | PA      | $29423.44     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $208970.41    | 0.02%             | 2036-10-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294700 | PA      | $293595.91    | 0.02%             | 2039-02-15      | Floating      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2267129.59   | 0.17%             | 2033-07-20      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470990 | PA      | $471409.72    | 0.04%             | 2037-04-15      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| X.AI CORP.                                                        | X AI TERM B 1LN                                    | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189600 | PA      | $186858.38    | 0.01%             | 2030-06-28      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Samarco Mineracao S.A. - em Recuperacao Judicial                  | SAMARCO MINERACAO SA                               | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    157066 | PA      | $159618.32    | 0.01%             | 2031-06-30      | Variable      | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567973 | PA      | $499425.16    | 0.04%             | 2041-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                 | SERVICE CORP INTL                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45731.25     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.                             | APPLIED INDUSTRIAL TECH INC                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      2864 | NS      | $735389.28    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1341000 | PA      | $1338380.85   | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO., LTD                                  | GLOBAL AIRCRAFT LEASING CO LTD                     | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    210000 | PA      | $216300.00    | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WM7H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19925 | PA      | $19880.07     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CLO 2019 1 LTD                         | CUSIP: 27830XAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594000 | PA      | $594769.05    | 0.04%             | 2037-07-15      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO LTD                                       | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250620.83    | 0.02%             | 2038-01-20      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1074371 | PA      | $1074507.26   | 0.08%             | 2040-04-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $178287.50    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LIMITED                                 | INEOS QUATTRO TERM B 1LN                           | CUSIP: G4770MAL8<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |    164595 | PA      | $115216.46    | 0.01%             | 2029-04-02      | Floating      | 8.07%                 | Yes           | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                      | ANTERO MIDSTREAM PARTNERS LP ANTERO MIDSTREAM FI   | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45225.00     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 11 LTD                                   | CUSIP: 00140NAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $370925.09    | 0.03%             | 2037-07-17      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833270 | PA      | $686736.77    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $432466.01    | 0.03%             | 2041-06-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730440 | PA      | $654871.01    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372275 | PA      | $328549.66    | 0.02%             | 2041-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1291796 | PA      | $1162984.95   | 0.09%             | 2052-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SEI INVESTMENTS COMPANY                                           | SEI INVESTMENTS CO                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     19373 | NS      | $1588973.46   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17815 | PA      | $17317.92     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    503000 | PA      | $496098.84    | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    581000 | PA      | $525947.35    | 0.04%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                   | HUDSON PACIFIC PROPERTIE                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369000.00    | 0.03%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: —       |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35559 | PA      | $35023.10     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PEACE PARK CLO                                                    | PEACE PARK CLO LTD                                 | CUSIP: 70470MAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $326324.70    | 0.02%             | 2038-10-20      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $93431.35     | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19316 | PA      | $18716.36     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2831832.00   | 0.21%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP PARIBAS SA                                     | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    778000 | PA      | $817872.50    | 0.06%             | 2033-01-13      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     72972 | NS      | $35290718.64  | 2.64%             |  |  |  | No            | 1                  | On Loan: No      |
| COREWEAVE, INC.                                                   | COREWEAVE INC                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144150.00    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANKK OF AMERICA CORPORATION                       | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150827.71    | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77823.30     | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74730 | PA      | $67063.24     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    731000 | PA      | $737367.01    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP FINANCE CORP                             | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5000.00      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16801 | PA      | $14612.60     | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274875 | PA      | $236607.80    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $117409.29    | 0.01%             | 2034-04-15      | Floating      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170297.22    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    336000 | PA      | $272160.00    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    637000 | PA      | $667625.69    | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220225.00    | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING TERM                              | CUSIP: L0178UAM8<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |      7979 | PA      | $5879.21      | 0.00%             | 2027-10-31      | Floating      | 8.90%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE US, INC.                                                 | T MOBILE US INC                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5336 | NS      | $1083421.44   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     43062 | PA      | $34934.05     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                        | VMED O2 UK FINANCING I PLC                         | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $169270.02    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY             | JOHNSON CONTROLS INTERNATIONAL PLC                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     24085 | NS      | $2884178.75   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| OHA CREDIT PARTNERS LTD                                           | OHA CREDIT PARTNERS XVII LTD                       | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250684.99    | 0.02%             | 2038-01-18      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| SOTHEBY'S                                                         | SOTHEBY S                                          | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282150.00    | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERNATIONAL LLC                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106706.25    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                  | DOMINO S PIZZA MASTER ISSUER LLC                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137825 | PA      | $1084534.70   | 0.08%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEX49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100582 | PA      | $90444.00     | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Viking Cruises Ltd                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    230000 | PA      | $233162.50    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $214031.25    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278321 | PA      | $239504.88    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566715 | PA      | $589094.29    | 0.04%             | 2055-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                             | GILEAD SCIENCES INC                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     30488 | NS      | $3742097.12   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON CO ORGANON FOREIGN DEBT CO ISSUER BV       | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40050.00     | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184500.00    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 DIME                                 | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $528584.36    | 0.04%             | 2030-02-15      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572220 | PA      | $584525.17    | 0.04%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           | 2                  | On Loan: No      |
| FISERV, INC.                                                      | FISERV INC                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     32264 | NS      | $2167172.88   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36180MYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38564 | PA      | $35264.41     | 0.00%             | 2043-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                  | AMERITEX HOLDCO INTERMEDIATE LLC                   | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78656.25     | 0.01%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504722 | PA      | $433168.09    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ERO COPPER CORP.                                                  | ERO COPPER CORP                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150187.50    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| STAR HOLDING LLC                                                  | STAR HOLDING LLC                                   | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52937.50     | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING LTD                                   | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479000 | PA      | $480412.57    | 0.04%             | 2038-10-15      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.                         | CALUMET SPECIALTY PRODUCTS PARTNERS LP             | CUSIP: 131477AV3<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99625.00     | 0.01%             | 2027-01-15      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442527 | PA      | $395603.33    | 0.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269808 | PA      | $223351.58    | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TRONOX INCORPORATED                                               | TRONOX INC                                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    227000 | PA      | $158900.00    | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: —       |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     14882 | NS      | $858096.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO LTD                                    | CUSIP: 01750WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250495.85    | 0.02%             | 2038-07-20      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| TALOS PRODUCTION INC.                                             | TALOS PRODUCTION INC                               | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46575.00     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $261231.25    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AASET TRUST                                                       | AASET 2024 1                                       | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399781 | PA      | $409363.77    | 0.03%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119227 | PA      | $103232.92    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST                                    | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $71071.05     | 0.01%             | 2052-07-15      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1370902.53   | 0.10%             | 2039-05-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943WK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122983 | PA      | $119683.66    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ahlstrom Holding 3 Oy                                             | AHLSTROM TERM                                      | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     84750 | PA      | $85173.75     | 0.01%             | 2030-05-22      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147375.00    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| PACIFICORP                                                        | PACIFICORP                                         | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106968.75    | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DUWW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72938 | PA      | $74078.84     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ELECTRONIC ARTS INC.                                              | ELECTRONIC ARTS INC                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8519 | NS      | $1740687.27   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282800.00    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                      | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     72298 | NS      | $3899754.12   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| TOLL BROTHERS, INC.                                               | TOLL BROTHERS INC                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         1 | NS      | $135.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $496735.54    | 0.04%             | 2038-07-25      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                                           | SIZZLING PLATTER TERM 1LN                          | CUSIP: 84862VAC6<br>LEI: 254900DZVRH41XW33M96 | Long             | LON              | CORP              | US        |    129480 | PA      | $121170.99    | 0.01%             | 2032-06-24      | Floating      | 8.96%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158402 | PA      | $135904.07    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89000.00     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CIRRUS LOGIC, INC.                                                | CIRRUS LOGIC INC                                   | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     15671 | NS      | $1857013.50   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1297368.43   | 0.10%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| TPC GROUP INC.                                                    | TPC GROUP TERM 1LN                                 | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |     84649 | PA      | $75479.08     | 0.01%             | 2031-12-16      | Floating      | 9.39%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP AG                                       | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    774000 | PA      | $761192.62    | 0.06%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           | 2                  | On Loan: No      |
| WEX INC.                                                          | WEX INC                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76593.75     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                                     | ION PLATFORM FINANCE US INC ION PLATFORM FIN       | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40450.00     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| ATLASSIAN CORPORATION                                             | ATLASSIAN CORP PLC                                 | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      1767 | NS      | $286501.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RESIDEO FUNDING INC                                               | RESIDEO FUNDING INC                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40750.00     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368396 | PA      | $390252.01    | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WNWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27393 | PA      | $27330.57     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                    | II VI INC                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119400.00    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72091.37     | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                  | TEVA PHARMACEUTICAL NE                             | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $272350.00    | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                         | CNX MIDSTREAM PARTNERS LP                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $116550.00    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90199.01     | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCE LLC                                             | JEFFERIES FINANCE LLC JFIN CO ISSUER CORP          | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175996.80    | 0.01%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE US CLO 2025 6 LTD                          | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518000 | PA      | $518206.16    | 0.04%             | 2039-01-20      | Floating      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC                                 | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80600.00     | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MODIVCARE ESCROW ISSUER, INC.                                     | MODIVCARE ESCROW ISSUER INC                        | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $65.82        | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2025 46 LTD                                | CUSIP: 671023AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $324957.43    | 0.02%             | 2038-10-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                              | ALPHA GENERATION LLC                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87762.50     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    189000 | PA      | $162420.74    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6529000 | PA      | $6437185.94   | 0.48%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRAND INDUSTRIAL SERVICES INC                      | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200643.75    | 0.02%             | 2030-08-01      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| ADVANCION SCIENCES, INC.                                          | KOBE US MIDCO 2 INC                                | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337056 | PA      | $289868.16    | 0.02%             | 2026-11-01      | Variable      | 10.00%                | Yes           | 2                  | On Loan: No      |
| Philip Morris International Inc.                                  | PHILIP MORRIS INTERNATIONAL                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     11106 | NS      | $1781402.40   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76344.50     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| C&S GROUP ENTERPRISES LLC                                         | C S GROUP ENTERPRISES LLC                          | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $59962.50     | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SNAP INC.                                                         | SNAP INC                                           | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46181.25     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBVV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112069 | PA      | $100505.30    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360500.00    | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $106954.65    | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64973 | PA      | $58919.32     | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014478 | PA      | $909553.71    | 0.07%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                     | DISCOVERY COMMUNICATIONS LLC                       | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29050.00     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| CAPSTONE COPPER CORP                                              | CAPSTONE COPPER CORP                               | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $93037.50     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223868.75    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    294000 | PA      | $204697.50    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61972 | PA      | $58720.78     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMENTUM HOLDINGS, INC.                                            | AMENTUM ESCROW CORP                                | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89462.50     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XVK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68634 | PA      | $68363.60     | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122300 | PA      | $124001.75    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FNLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120387 | PA      | $116883.12    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP TERM B 1LN                                            | UNITI GROUP TERM B 1LN                             | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $160400.00    | 0.01%             | 2032-09-24      | Floating      | 7.72%                 | Yes           | 2                  | On Loan: No      |
| WASTE MANAGEMENT, INC.                                            | WASTE MANAGEMENT INC                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      6835 | NS      | $1501717.85   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| LYFT, INC.                                                        | LYFT INC                                           | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    136594 | NS      | $2645825.78   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85318.75     | 0.01%             | 2029-08-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPERATING PARTNERSHIP LP                       | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58000.00     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17507 | PA      | $14453.42     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XLI LTD                                  | CUSIP: 55956AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337000 | PA      | $337600.90    | 0.03%             | 2038-01-25      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    285000 | PA      | $288918.75    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| LAKESIDE PARK CLO LTD                                             | LAKESIDE CLO LTD                                   | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394000 | PA      | $393206.73    | 0.03%             | 2038-04-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| AIRBNB, INC.                                                      | AIRBNB INC CLASS A                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     26543 | NS      | $3602415.96   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Champion Iron Canada Inc.                                         | CHAMPION IRON CANADA INC                           | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37012.50     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                            | GENERAL MOTORS CO                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     45986 | NS      | $3739581.52   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    860749 | PA      | $743521.84    | 0.06%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                                         | COMFORT SYSTEMS USA INC                            | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      2509 | NS      | $2341624.61   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227642 | PA      | $205435.80    | 0.02%             | 2041-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XCB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197941 | PA      | $198806.32    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    421000 | PA      | $423923.00    | 0.03%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC.                                                        | IQVIA INC                                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166800.00    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                               | EMERA US FINANCE LP                                | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996773.00    | 0.07%             | 2026-06-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44257 | PA      | $37329.89     | 0.00%             | 2041-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                         | CABLEVISION LIGHTPATH LLC                          | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39100.00     | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93767 | PA      | $86089.14     | 0.01%             | 2043-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MIWD HOLDCO II LLC                                                | MIWD HLDCO II MIWD FIN                             | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33862.50     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27993000 | PA      | $24842694.09  | 1.86%             | 2053-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105625.00    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CLASS A                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     55370 | NS      | $17330810.00  | 1.30%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES LV CLO LTD                                    | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603000 | PA      | $604656.72    | 0.05%             | 2037-10-15      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7KK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65169 | PA      | $53948.87     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65683.00     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ER2M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258672 | PA      | $250902.74    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45506.25     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739390 | PA      | $739881.18    | 0.06%             | 2041-05-15      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138A2WS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8338 | PA      | $8045.89      | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198805 | PA      | $198071.52    | 0.01%             | 2038-11-15      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66706.25     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| UWM HOLDINGS, LLC                                                 | UWM HOLDINGS LLC                                   | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74531.25     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26215 | PA      | $22280.12     | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121336.25    | 0.01%             | 2199-12-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                                     | NISOURCE INC                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1054708.60   | 0.08%             | 2029-09-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36806 | PA      | $33025.35     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AK8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     57333 | PA      | $62707.97     | 0.00%             | 2030-06-23      | Variable      | 9.88%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41000 | PA      | $27723.49     | 0.00%             | 2033-07-05      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                       | KAISER ALUMINUM CORP                               | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90225.00     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    891142 | PA      | $900552.07    | 0.07%             | 2055-07-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALIGNMENT HEALTHCARE, INC.                                        | ALIGNMENT HEALTHCARE INC                           | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5528 | NS      | $109178.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123315 | PA      | $112093.04    | 0.01%             | 2040-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORPORATION                                               | CHEVRON CORP                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5369 | NS      | $818289.29    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92919.65     | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6948000 | PA      | $6847036.88   | 0.51%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17391 | PA      | $15126.56     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    110685 | PA      | $106951.35    | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32600000 | PA      | $32131375.00  | 2.40%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BCRED BSL STATIC CLO LTD.                                         | BCRED BSL STATIC CLO 2025 1 LTD                    | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507000 | PA      | $506754.72    | 0.04%             | 2035-07-15      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    428858 | PA      | $421394.52    | 0.03%             | 2042-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22071 | PA      | $18220.58     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                                   | CSX CORP                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     23864 | NS      | $865070.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLD                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94881.25     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY             | VOLOFIN FINANCE DESIGNATED ACTIVITY CO             | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178004 | PA      | $180821.74    | 0.01%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           | 2                  | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152000 | PA      | $152012.59    | 0.01%             | 2039-12-15      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WCML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122575 | PA      | $122535.48    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC.                                                   | BOMBARDIER INC                                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78937.50     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AUCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352115 | PA      | $316031.43    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                     | SABINE PASS LIQUEFACTION LLC                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336522.24    | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199387.50    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     27152 | NS      | $4820294.56   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767379 | PA      | $654655.20    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52000.00     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126406.25    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FINANCE I LIMITED                 | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66940 | PA      | $65829.66     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company             | ARDAGH METAL PACKAGING FINANCE USA LLC             | CUSIP: 03969YAD0<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    160000 | PA      | $163000.00    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11862 | PA      | $11713.23     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CLASS C                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     51727 | NS      | $16231932.60  | 1.21%             |  |  |  | No            | 1                  | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84000.00     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                    | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $952802.10    | 0.07%             | 2028-11-27      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24227000 | PA      | $24565799.33  | 1.84%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                   | ACADIA HEALTHCARE CO INC                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80600.00     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: —       |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89930.00     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164900.00    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                          | COMSTOCK RESOURCES INC                             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68075.00     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2667813.66   | 0.20%             | 2033-05-24      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GSW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4730 | PA      | $4583.17      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    337000 | PA      | $335391.84    | 0.03%             | 2031-01-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                 | MERCK CO INC                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6094 | NS      | $641454.44    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS INC                                   | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102875.00    | 0.01%             | 2029-05-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554303 | PA      | $528848.52    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA CREDIT FUNDING 6 LTD                           | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494000 | PA      | $495341.38    | 0.04%             | 2037-10-20      | Floating      | 5.21%                 | Yes           | 2                  | On Loan: No      |
| UWM HOLDINGS, LLC                                                 | UWM HOLDINGS LLC                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146450.00    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1375000 | PA      | $1232958.38   | 0.09%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31329JLL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63574 | PA      | $59790.11     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE SA                                   | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     87832 | PA      | $87703.37     | 0.01%             | 2031-05-31      | Floating      | 10.86%                | Yes           | 2                  | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189150.00    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| INVERSION ESCROW ISSUER, LLC                                      | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159000.00    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL MENTOR HOLDINGS, INC.                                    | NATIONAL MENTOR HOLDINGS INC                       | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200500.00    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QXCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5436 | PA      | $5319.11      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                 | WBI OPERATING LLC                                  | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50312.50     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                          | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      5043 | NS      | $1933082.76   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206726 | PA      | $206456.42    | 0.02%             | 2039-02-15      | Floating      | 4.76%                 | Yes           | 2                  | On Loan: No      |
| BRADYPLUS HOLDINGS, LLC                                           | BRADYPLUS TERM B                                   | CUSIP: N/A<br>LEI: 254900LMURL5G873DV35       | Long             | LON              | CORP              | US        |    160000 | PA      | $158132.80    | 0.01%             | 2032-12-11      | Floating      | 7.19%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES LIV CLO LTD                                   | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707000 | PA      | $709475.19    | 0.05%             | 2038-07-15      | Floating      | 5.21%                 | Yes           | 2                  | On Loan: No      |
| BOOST NEWCO BORROWER, LLC                                         | GTCR W 2 MERGER SUB LLC                            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116600.00    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                                          | RADIOLOGY PARTNERS TERM                            | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     30000 | PA      | $29915.70     | 0.00%             | 2032-06-26      | Floating      | 8.17%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61444 | PA      | $55138.43     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PALANTIR TECHNOLOGIES INC.                                        | PALANTIR TECHNOLOGIES INC A                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     12427 | NS      | $2208899.25   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     55000 | PA      | $58231.25     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC PBF FINANCE CORP                | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76968.75     | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71998 | PA      | $67384.13     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     29319 | NS      | $1549215.96   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    517354 | PA      | $537270.89    | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339825.00    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99631.25     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261900.00    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| ESDEC SOLAR TERM B                                                | ESDEC SOLAR TERM B                                 | CUSIP: N3066KAM7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    161538 | PA      | $73701.50     | 0.01%             | 2028-08-30      | Floating      | 8.93%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $196800.00    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                     | HOWARD HUGHES CORP THE                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113700.00    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FINASTRA TERM 1LN                                                 | FINASTRA TERM 1LN                                  | CUSIP: JWV142000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91600 | PA      | $91829.26     | 0.01%             | 2029-09-13      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                | FORD MOTOR CO                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    208573 | NS      | $2736477.76   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUE                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143325.00    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS INC                                   | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85637.50     | 0.01%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338824 | PA      | $293059.96    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                          | LUMEN TECHNOLOGIES TERM                            | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     74619 | PA      | $74152.31     | 0.01%             | 2029-04-16      | Floating      | 4.35%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98087.50     | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13268 | PA      | $12328.95     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance S.a r.l.                                     | ION PLATFORM FINANCE US INC                        | CUSIP: 46205QAB4<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $118281.25    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Altice France Lux 3 S.a r.l.                                      | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 020956AA6<br>LEI: 213800KN5HWZ17ATLB25 | Long             | DBT              | CORP              | LU        |     43000 | PA      | $39452.50     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80624 | PA      | $68779.52     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255468 | PA      | $252369.79    | 0.02%             | 2037-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GPD COMPANIES, INC.                                               | GPD COS INC                                        | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $40900.00     | 0.00%             | 2029-12-31      | Fixed         | 12.50%                | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    128000 | PA      | $142982.14    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP PARIBAS SA                                     | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    170000 | PA      | $177862.50    | 0.01%             | 2199-12-31      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127000.00    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH, INC.                                          | OPTION CARE HEALTH INC                             | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     49077 | NS      | $1563593.22   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19072 | PA      | $18593.08     | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68981.25     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70262.50     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    503000 | PA      | $524133.04    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130000.00    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 19 LTD                                   | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250684.36    | 0.02%             | 2037-10-20      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING LTD                           | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $320715.74    | 0.02%             | 2034-04-19      | Floating      | 5.29%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    710000 | PA      | $705466.65    | 0.05%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC LIFECORP                                                  | PACIFIC LIFECORP                                   | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    436000 | PA      | $413182.38    | 0.03%             | 2043-01-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32778 | PA      | $31759.42     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107580 | PA      | $93572.14     | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | THUNDERBOLT AIRCRAFT LEASE LIMITED                 | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140078 | PA      | $136394.10    | 0.01%             | 2039-11-15      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12279 | PA      | $11151.50     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORPORATION                                               | NEWMONT CORP                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     13325 | NS      | $1330501.25   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5713 | PA      | $5278.44      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1680996 | PA      | $1454868.49   | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                                   | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    294000 | PA      | $245623.18    | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207660 | PA      | $185303.85    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THE ALLSTATE CORPORATION                                          | ALLSTATE CORP                                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      7354 | NS      | $1530735.10   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2228000 | PA      | $1832530.00   | 0.14%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CINTAS CORPORATION                                                | CINTAS CORP                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17840 | NS      | $3355168.80   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                                     | ION PLATFORM FINANCE US INC ION PLATFORM FIN       | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147400.00    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TKC HOLDINGS TERM 1LN                                             | TKC HOLDINGS TERM 1LN                              | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162407 | PA      | $163218.70    | 0.01%             | 2027-02-14      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                    | THE CHARLES SCHWAB CORP                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     46296 | NS      | $4625433.36   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                      | USA COMPRESSION PARTNERS LP                        | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75750.00     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40682 | PA      | $36572.27     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QP2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193358 | PA      | $1174256.61   | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12229 | PA      | $11871.79     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1283888 | PA      | $1059889.02   | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90900.00     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $184727.95    | 0.01%             | 2031-05-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D4D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37077 | PA      | $35167.27     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107120.00    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: —       |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    845000 | PA      | $879594.30    | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                      | ADVANCED MICRO DEVICES INC                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      8822 | NS      | $1889319.52   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335529 | PA      | $275377.79    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118585 | PA      | $126564.50    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Axian Telecom Holding and Management PLC                          | AXIAN TELE HOLD                                    | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     90000 | PA      | $90675.00     | 0.01%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NABORS INDUSTRIES, INC.                                           | NABORS INDUSTRIES INC                              | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72750.00     | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349937 | PA      | $359789.25    | 0.03%             | 2039-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Maplebear Inc                                                     | MAPLEBEAR INC                                      | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2099 | NS      | $94413.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13225500 | PA      | $13337606.74  | 1.00%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43762.50     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82992.00     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED.                                          | MATERCARD INC CLASS A                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12534 | NS      | $7155409.92   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| THE GAP, INC.                                                     | GAP INC                                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     78162 | NS      | $2000947.20   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94050.00     | 0.01%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     29720 | NS      | $9576378.40   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Gobierno de la Republica Dominicana                               | DOMINICAN REPUBLIC                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3150000 | PA      | $3232687.50   | 0.24%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YHKC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6511 | PA      | $6538.70      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Viking Cruises Ltd                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $139100.00    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | Yes           | 2                  | On Loan: No      |
| FORTINET, INC.                                                    | FORTINET INC                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     40634 | NS      | $3226745.94   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1356461.93   | 0.10%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY CO                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      8732 | NS      | $9384105.76   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1102029.66   | 0.08%             | 2026-11-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | MAJORDRIVE HOLDINGS IV LLC                         | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82512.50     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    228787 | PA      | $218491.59    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134145 | PA      | $134150.81    | 0.01%             | 2029-04-15      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| ILLUMINA, INC.                                                    | ILLUMINA INC                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     16597 | NS      | $2176862.52   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLOBAL PARTNERS LP GLP FINANCE CORP                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35568.75     | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                                           | BERKSHIRE HATHAWAY INC CLASS B                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     23173 | NS      | $11647908.45  | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    512668 | PA      | $436819.43    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VALMONT INDUSTRIES, INC.                                          | VALMONT INDUSTRIES INC                             | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      4156 | NS      | $1672041.92   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $52125.00     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| 1261229 B.C. LTD.                                                 | 1261229 BC LTD                                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    315000 | PA      | $326812.50    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386069 | PA      | $350614.93    | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $193999.05    | 0.01%             | 2035-06-15      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KSK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64234 | PA      | $55869.63     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP                                     | CUSIP: 91327AAB8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172050.00    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D3KT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18929 | PA      | $17208.35     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NETAPP, INC.                                                      | NETAPP INC                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6323 | NS      | $677130.07    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SIXTH STREET CLO LTD                                              | SIXTH STREET CLO XX LTD                            | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401000 | PA      | $401387.81    | 0.03%             | 2038-07-17      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    339000 | PA      | $333226.15    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    383000 | PA      | $403197.89    | 0.03%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82326 | PA      | $78420.70     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3420453.11   | 0.26%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3395000 | PA      | $2951660.73   | 0.22%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855000 | PA      | $772730.22    | 0.06%             | 2039-05-15      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37090 | PA      | $36006.69     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR INC                                        | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117443.75    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CNX RESOURCES CORPORATION                                         | CNX RESOURCES CORP                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145950.00    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET CLO LTD                                              | SIXTH STREET CLO XIX LTD                           | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $315754.74    | 0.02%             | 2038-07-17      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| CTR PARTNERSHIP, L.P.                                             | CTR PARTNERSHIP LP CARETRUST CAPITAL CORP          | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29250.00     | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120902 | PA      | $103132.23    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TERADATA CORPORATION                                              | TERADATA CORP                                      | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     12355 | NS      | $376086.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    564000 | PA      | $497012.03    | 0.04%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2025 44 LTD                                | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518000 | PA      | $519299.14    | 0.04%             | 2038-10-24      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    714000 | PA      | $684005.57    | 0.05%             | 2032-03-15      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP.                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66381.25     | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| DREAM FINDERS HOMES, INC.                                         | DREAM FINDERS HOMES INC                            | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85637.50     | 0.01%             | 2030-09-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21661 | PA      | $19451.71     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3705629 | PA      | $3238098.07   | 0.24%             | 2042-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97346.40     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62920 | PA      | $61520.65     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ABDV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145332 | PA      | $124736.88    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    279000 | PA      | $293580.54    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109593.75    | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184725.00    | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Owens & Minor, Inc.                                               | OWENS MINOR INC                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40200.00     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: —       |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153256.25    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS US FINANCE COMPANY, INC.                                  | CLARIOS GLOBAL LP CLARIOS US FINANCE CO            | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10425.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223786 | PA      | $184742.12    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                      | COSTCO WHOLESALE CORP                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1337 | NS      | $1152948.58   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XLV LTD                                  | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $379059.64    | 0.03%             | 2038-04-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304238 | PA      | $309804.94    | 0.02%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           | 2                  | On Loan: No      |
| NXP B.V.                                                          | NXP BV NXP FDG NXP USA                             | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    212000 | PA      | $212769.14    | 0.02%             | 2032-08-19      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79800 | PA      | $79919.72     | 0.01%             | 2037-04-15      | Floating      | 6.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70020 | PA      | $64163.53     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77825.00     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    633000 | PA      | $665462.14    | 0.05%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| THE NEW HOME COMPANY INC.                                         | NEW HOME CO INC THE                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76875.00     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410810 | PA      | $339155.45    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120495.00    | 0.01%             | 2056-06-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PALMER SQUARE CLO                                                 | PALMER SQUARE CLO LTD                              | CUSIP: 696914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513000 | PA      | $512617.82    | 0.04%             | 2038-10-20      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.                         | CALUMET SPECIALTY PROD                             | CUSIP: 131477AW1<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |    176000 | PA      | $177760.00    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131587 | PA      | $119398.57    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FL2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36469 | PA      | $36222.88     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                  | CALIFORNIA RESOURCES CORP                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9825.00      | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP TALLGRASS ENERGY FI   | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301568.75    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| FORVIA SE                                                         | FORVIA SE                                          | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $76593.75     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Republica de Colombia                                             | COLOMBIA GOVERNMENT INTERNATIONAL BOND             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    770000 | PA      | $815297.56    | 0.06%             | 2030-04-25      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86363 | PA      | $89833.57     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                      | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    314000 | PA      | $310539.09    | 0.02%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           | 2                  | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                     | N A                                                | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289550 | PA      | $289392.61    | 0.02%             | 2041-03-15      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FPB99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37925 | PA      | $37891.93     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                          | KODIAK GAS SERVICES LLC                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45900.00     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137475.00    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXIX LTD                                 | CUSIP: 55955KAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $681360.00    | 0.05%             | 2037-07-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ROSS STORES, INC.                                                 | ROSS STORES INC                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2568 | NS      | $462599.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    655000 | PA      | $582131.25    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                                | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $57741.90     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33862.50     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CQP HOLDCO LP                                                     | CQP HOLDCO LP BIP V CHINOOK HOLDCO LLC             | CUSIP: 12657NAB6<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |    215000 | PA      | $229512.50    | 0.02%             | 2033-12-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                       | ALLIED UNIVERSAL HOLDCO LLC                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194481.25    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| LGI HOMES, INC.                                                   | LGI HOMES INC                                      | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88187.50     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9BS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43817 | PA      | $44119.99     | 0.00%             | 2048-10-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52112.50     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERTD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191222 | PA      | $175226.83    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135712.50    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352800 | PA      | $353241.72    | 0.03%             | 2037-04-15      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43087.50     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BW REAL ESTATE, INC.                                              | BW REAL ESTATE INC                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111847.54    | 0.01%             | 2199-12-31      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OPERATING LLC                      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109350.00    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| SALESFORCE, INC.                                                  | SALESFORCE INC                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     20716 | NS      | $5487875.56   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                                       | COMPASS INC                                        | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     28800 | NS      | $304416.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY, INC.                                   | HAWAIIAN ELECTRIC CO INC                           | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65812.50     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FIN                            | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    290000 | PA      | $279850.00    | 0.02%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62634 | PA      | $61121.07     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37450.00     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     35498 | NS      | $2900541.58   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188100.00    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| UNITED PF HOLDINGS LLC                                            | UNITED PF HOLDINGS LLC                             | CUSIP: 91132UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    451342 | PA      | $433477.66    | 0.03%             | 2026-12-30      | Floating      | 8.10%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64000 | PA      | $36832.03     | 0.00%             | 2033-07-05      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220500 | PA      | $220242.91    | 0.02%             | 2039-03-15      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| Ambipar Lux S.a r.l.                                              | AMBIPAR LUX SARL                                   | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    347000 | PA      | $76340.00     | 0.01%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                             | SABRA HEALTH CARE LP                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1109292.50   | 0.08%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $165284.30    | 0.01%             | 2042-10-15      | Floating      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| X.AI CORP.                                                        | X AI LLC X AI CO ISSUER CORP                       | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $175312.50    | 0.01%             | 2030-06-30      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209737.50    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TULLOW OIL PLC                                                    | TULLOW OIL PLC                                     | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $152250.00    | 0.01%             | 2026-05-15      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    272000 | PA      | $246505.98    | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                              | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140350.00    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    527000 | PA      | $510307.28    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Open Text Corporation                                             | OPEN TEXT CORP                                     | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48812.50     | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59545 | PA      | $58436.89     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5078 | NS      | $1878606.10   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    165000 | PA      | $179413.41    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20646 | PA      | $18750.25     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $469500.00    | 0.04%             | 2048-02-12      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843096 | PA      | $842101.56    | 0.06%             | 2029-04-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339429 | PA      | $323330.17    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1608528 | PA      | $1656776.53   | 0.12%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NAVIGATOR AVIATION LTD AND NAVIGATOR AVIATION LLC                 | NAVIGATOR 2025 1 AVIATION LTD                      | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707858 | PA      | $700647.93    | 0.05%             | 2050-10-15      | Variable      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| WALMART INC.                                                      | WALMART INC                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     49236 | NS      | $5485382.76   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2519 | PA      | $2340.82      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RUSH ENTERPRISES, INC.                                            | RUSH ENTERPRISES INC CLASS A SHARES                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     11331 | NS      | $611194.14    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    358000 | PA      | $362027.14    | 0.03%             | 2027-06-08      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    907827 | PA      | $963569.11    | 0.07%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                                                 | CLARIOS GLOBAL LP CLARIOS US FINANCE CO            | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116813.75    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220375.00    | 0.02%             | 2199-12-31      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1669811 | PA      | $1437306.54   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHAMPIONS FINANCING, INC.                                         | CHAMPIONS FINANCING INC                            | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117900.00    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: —       |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    404000 | PA      | $383781.42    | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                      | HESS MIDSTREAM PARTNERS LP                         | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $144818.75    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COMPANIES, INC.                                            | ROCKET COS INC                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $265837.50    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159800.00    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LBM ACQUISITION, LLC                                              | LBM ACQUISITION LLC                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82800.00     | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| U.S. ACUTE CARE SOLUTIONS, LLC                                    | US ACUTE CARE SOLUTIONS                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $196218.75    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13764 | PA      | $12494.66     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $78637.50     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REDFIN CORPORATION                                                | REDFIN CORP                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290434.97    | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2525 | NS      | $885138.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAN TIERRA ENERGY INC.                                           | GRAN TIERRA ENERGY INC                             | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96075.00     | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: —       |
| HAH GROUP HOLDING COMPANY LLC                                     | HELP AT HOME TERM                                  | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |     74699 | PA      | $65280.37     | 0.00%             | 2031-09-24      | Floating      | 8.72%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72625.00     | 0.01%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: —       |
| TGP HOLDINGS III LLC                                              | TRAEGER GRILLS TERM B                              | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    149900 | PA      | $139356.13    | 0.01%             | 2028-06-29      | Floating      | 7.27%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49843.75     | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121650.00    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86381.25     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO XV LTD                                 | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624000 | PA      | $622736.08    | 0.05%             | 2038-04-20      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP, INC.                                                   | PRA GROUP INC                                      | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41350.00     | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341327 | PA      | $306268.62    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40060 | PA      | $39283.73     | 0.00%             | 2040-01-16      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| SUNNOVA ENERGY CORPORATION                                        | SUNNOVA ENERGY CORP                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $2021.53      | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308441 | PA      | $276806.87    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     44988 | NS      | $1832361.24   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| PINE STREET TRUST II                                              | PINE STREET TRUST II                               | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $280327.80    | 0.02%             | 2049-02-15      | Fixed         | 5.57%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    113682 | NS      | $6252510.00   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100961 | PA      | $83502.93     | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | 5 YEAR US TREASURY NOTE FUTURE MAR26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       484 | NC      | $-80182.59    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $97450.36     | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CACI INTERNATIONAL INC.                                           | CACI INTERNATIONAL INC                             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134225.00    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617M76V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2585 | PA      | $2392.98      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DTP COMMERCIAL MORTGAGE TRUST                                     | DTP COMMERCIAL MORTGAGE TRUST 2023 STE2            | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157000 | PA      | $161415.93    | 0.01%             | 2041-01-15      | Variable      | 6.04%                 | Yes           | 2                  | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441662 | PA      | $448188.37    | 0.03%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123000.00    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CAL-MAINE FOODS, INC.                                             | CAL MAINE FOODS INC                                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2778 | NS      | $221045.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127001.65    | 0.01%             | 2026-07-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491025 | PA      | $472596.02    | 0.04%             | 2050-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94122 | PA      | $85352.29     | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LAM RESEARCH CORPORATION                                          | LAM RESEARCH CORP                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8426 | NS      | $1442362.68   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| MEDLINE BORROWER, LP                                              | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283112.50    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $269501.66    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101844.67    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                                        | SIMON PROPERTY GROUP INC                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     18074 | NS      | $3345678.14   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    252000 | PA      | $246233.48    | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H7DM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5701 | PA      | $5731.60      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                       | JETBLUE AIRWAYS LOYALTY                            | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110825.00    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MDL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502964 | PA      | $448603.23    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133196 | PA      | $120910.98    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78359.71     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    852618 | PA      | $777545.23    | 0.06%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS, LLC                                         | LINDBLAD EXPEDITIONS LLC                           | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41550.00     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETMS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164596 | PA      | $160754.68    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON, INC.                                              | KENNEDY WILSON INC                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89537.50     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78656.25     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    236000 | PA      | $213086.29    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CANO HEALTH, LLC                                                  | CANO HEALTH LLC                                    | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     73345 | PA      | $51341.66     | 0.00%             | 2029-06-28      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                      | PROCTER GAMBLE CO                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     23019 | NS      | $3298852.89   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173031.25    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189762.50    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94875.00     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CBRE SERVICES, INC.                                               | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190754.34    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING CO INC                   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40200.00     | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520719 | PA      | $541870.57    | 0.04%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157341 | PA      | $148207.96    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TGS ASA                                                           | TGS ASA                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     85000 | PA      | $88400.00     | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                                        | AMERIPRISE FINANCIAL INC                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       457 | NS      | $224085.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Transocean International Limited                                  | TRANSOCEAN INC                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $156187.50    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                           | BAIN CAPITAL CREDIT CLO 2023 4 LTD                 | CUSIP: 05685EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527000 | PA      | $527551.24    | 0.04%             | 2039-01-21      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| APPLE INC.                                                        | APPLE INC                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    151707 | NS      | $41243065.02  | 3.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    269000 | PA      | $199495.78    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GSS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10562 | PA      | $10196.18     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     29613 | NS      | $6766274.37   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159036 | PA      | $140349.34    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC.                                                   | BORGWARNER INC                                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     11783 | NS      | $530941.98    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WAND NEWCO 3, INC.                                                | WAND NEWCO 3 INC                                   | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73850.00     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    296000 | PA      | $312650.00    | 0.02%             | 2033-11-15      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2399500.80   | 0.18%             | 2029-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41729 | PA      | $41621.96     | 0.00%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| BELRON UK FINANCE PLC                                             | BELRON UK FINANCE PLC                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $86381.25     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Breakwater Energy Holdings S.a r.l.                               | BREAKWATER ENERGY HOLDINGS SARL                    | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $109200.00    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| QUALCOMM INCORPORATED                                             | QUALCOMM INC                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     27380 | NS      | $4683349.00   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING XV CLO LTD                           | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    942000 | PA      | $942000.00    | 0.07%             | 2035-04-20      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    271000 | PA      | $288151.86    | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING                          | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86700.00     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225529.85    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40900.00     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                          | WESCO DISTRIBUTION INC                             | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109331.25    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                             | COX MEDIA GROUP                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99976 | PA      | $93030.10     | 0.01%             | 2029-06-18      | Floating      | 7.27%                 | Yes           | 2                  | On Loan: No      |
| DAWN BIDCO, LLC                                                   | DAYFORCE TERM B 1LN                                | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79714.40     | 0.01%             | 2032-10-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652620.80    | 0.05%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| COREWEAVE, INC.                                                   | COREWEAVE INC                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210162.50    | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    337000 | PA      | $336784.66    | 0.03%             | 2029-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES INC.                                              | VICI PROPERTIES INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     93182 | NS      | $2620277.84   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES, INC.                                 | TAYLOR MORRISON COMMUNITIES INC                    | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71837.50     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| LONZA SPECIALTY INGREDIENTS TERM B                                | LONZA SPECIALTY INGREDIENTS TERM B                 | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    228604 | PA      | $199535.14    | 0.01%             | 2028-07-03      | Floating      | 7.70%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE, LLC                                                     | ACRISURE LLC FIN INC                               | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46237.50     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VORNADO REALTY L.P.                                               | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71159.11     | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| DBR LAND HOLDINGS LLC                                             | DBR LAND HOLDINGS LLC                              | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81500.00     | 0.01%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES TERM                               | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     49949 | PA      | $40178.27     | 0.00%             | 2031-02-15      | Floating      | 8.17%                 | Yes           | 2                  | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75562.50     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4920000 | PA      | $4747800.00   | 0.35%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962280 | PA      | $975503.73    | 0.07%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66500 | PA      | $66623.47     | 0.00%             | 2037-04-15      | Floating      | 6.59%                 | Yes           | 2                  | On Loan: No      |
| NFE FINANCING LLC                                                 | NFE FINANCING LLC                                  | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281617 | PA      | $80260.85     | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     25265 | NS      | $932278.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69648.48     | 0.01%             | 2038-03-15      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19672000 | PA      | $18559302.50  | 1.39%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TRINET GROUP, INC.                                                | TRINET GROUP INC                                   | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82300.00     | 0.01%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP                                   | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    259000 | PA      | $263690.49    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69926 | PA      | $63412.71     | 0.00%             | 2041-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21656 | PA      | $19467.14     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YSKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58994 | PA      | $57290.90     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272565 | PA      | $273016.53    | 0.02%             | 2032-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                    | INT COMMERCIAL MORTGAGE TRUST 2025 PLAZA           | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $280835.88    | 0.02%             | 2037-11-05      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $96897.97     | 0.01%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70871 | PA      | $58338.63     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                       | SAKS GLOBAL ENTERPRISES LLC                        | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    299100 | PA      | $17946.00     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125550.00    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: —       |
| MEDLINE BORROWER, LP                                              | MEDLINE BORROWER LP MEDLINE CO ISSUER INC          | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103375.00    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FUNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28810 | PA      | $28851.65     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HEXION TERM 1LN                                                   | HEXION TERM 1LN                                    | CUSIP: KUH608000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152995 | PA      | $147148.65    | 0.01%             | 2029-03-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                          | TALEN ENERGY SUPPLY LLC                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118593.75    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111100.00    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QCSH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96211 | PA      | $86429.73     | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     79000 | PA      | $93750.09     | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426000 | PA      | $377229.95    | 0.03%             | 2039-05-15      | Floating      | 6.29%                 | Yes           | 2                  | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $151102.10    | 0.01%             | 2041-06-15      | Floating      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| GENESEE & WYOMING INC.                                            | GENESEE WYOMING INC                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103000.00    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384460 | PA      | $317384.07    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                              | ALPHA GENERATION LLC                               | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216343.75    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9UW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551636 | PA      | $531603.28    | 0.04%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45218.75     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51062.50     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37120.28     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $91556.25     | 0.01%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71601 | PA      | $71561.40     | 0.01%             | 2040-12-09      | Floating      | 6.39%                 | Yes           | 2                  | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     18000 | PA      | $25615.98     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                        | AMERICAN TOWER CORP REIT                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2268 | NS      | $398192.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    709537 | PA      | $612911.85    | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WEBER BLACKSTONE TERM                                             | WEBER BLACKSTONE TERM                              | CUSIP: LQC580000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    290000 | PA      | $290145.00    | 0.02%             | 2032-09-17      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1982762 | PA      | $1826092.08   | 0.14%             | 2052-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                             | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $41888.40     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| TELUS CORPORATION                                                 | TELUS CORP                                         | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $68340.00     | 0.01%             | 2055-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FSGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25705 | PA      | $25790.55     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428888.33    | 0.03%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    404000 | PA      | $416537.33    | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57450.00     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 TERM B 1LN                                 | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     30000 | PA      | $30067.50     | 0.00%             | 2032-03-20      | Floating      | 8.57%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163575.00    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING LTD                           | CUSIP: 55819QBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379000 | PA      | $379265.30    | 0.03%             | 2037-01-22      | Floating      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| EXELIXIS, INC.                                                    | EXELIXIS INC                                       | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     47915 | NS      | $2100114.45   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2550000 | PA      | $2155048.83   | 0.16%             | 2056-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135525.00    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240613 | PA      | $243854.45    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORPORATION                                              | ECHOSTAR CORP                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    505801 | PA      | $515917.02    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ALUMINA PTY LTD                                                   | ALUMINA PTY LTD                                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $212431.25    | 0.02%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132321 | PA      | $118443.82    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                   | TEVA PHARM FNC NL II                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $253268.75    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $74906.25     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| METHANEX US OPERATIONS INC.                                       | METHANEX US OPERATIONS INC                         | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102750.00    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1131882.91   | 0.08%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                         | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534771.60    | 0.04%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18220 | PA      | $18055.06     | 0.00%             | 2046-01-15      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45747 | PA      | $45765.68     | 0.00%             | 2046-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195755.28    | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| SOTERA HEALTH HOLDINGS, LLC                                       | SOTERA HEALTH HOLDINGS LLC                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41950.00     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $130578.75    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341178 | PA      | $328579.08    | 0.02%             | 2041-11-16      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| SILVER AIRCRAFT LEASE INVESTMENT LTD                              | PROJECT SILVER                                     | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156783 | PA      | $154587.19    | 0.01%             | 2044-07-15      | Fixed         | 3.97%                 | Yes           | 2                  | On Loan: No      |
| CONNECT HOLDING II LLC                                            | BRIGHTSPEED TERM B DD 1LN                          | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |    220000 | PA      | $191056.80    | 0.01%             | 2031-04-03      | Floating      | 7.98%                 | Yes           | 2                  | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    150000 | PA      | $153937.50    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| APLD COMPUTECO LLC                                                | APLD COMPUTECO LLC                                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $352350.00    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                         | CABLEVISION LIGHTPATH LLC                          | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58500.00     | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ADOBE INC.                                                        | ADOBE INC                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     12565 | NS      | $4397624.35   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PART FINANCE                       | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61125.00     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXI LTD                                  | CUSIP: 55954PAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250270.06    | 0.02%             | 2034-04-20      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| NATGASOLINE LLC                                                   | NATGASOLINE TERM                                   | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     78938 | PA      | $79332.19     | 0.01%             | 2030-03-19      | Floating      | 9.22%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     75000 | PA      | $77343.75     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT, LLC                                       | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    265000 | PA      | $249762.50    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $831406.25    | 0.06%             | 2056-01-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SPGN MORTGAGE TRUST                                               | SPGN 2022 TFLM MORTGAGE TRUST                      | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246953.26    | 0.02%             | 2039-02-15      | Floating      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121560 | PA      | $103432.24    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43593.75     | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62363.60     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368300 | PA      | $314171.90    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | CLUB CAR TERM                                      | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    142660 | PA      | $129107.43    | 0.01%             | 2028-06-01      | Floating      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WK4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7465 | PA      | $7448.12      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TACO BELL FUNDING, LLC                                            | TACO BELL FUNDING LLC                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $672087.83    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                          | NEW FORTRESS ENERGY                                | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    722187 | PA      | $294652.28    | 0.02%             | 2028-10-30      | Floating      | 9.57%                 | Yes           | 2                  | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                   | BENEFIT STREET PARTNERS CLO 44 LTD                 | CUSIP: 08187NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $450549.00    | 0.03%             | 2039-01-15      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42399 | PA      | $36034.90     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2905000 | PA      | $2633791.00   | 0.20%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2706234 | PA      | $2640873.99   | 0.20%             | 2053-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION HOLDINGS INC                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71050.00     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                                           | SIZZLING PLATTER TERM DD 1LN                       | CUSIP: 84862VAD4<br>LEI: 254900DZVRH41XW33M96 | Long             | LON              | CORP              | US        |      5520 | PA      | $5166.06      | 0.00%             | 2032-06-24      | Floating      | 8.92%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195851 | PA      | $203829.62    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BETHPAGE PARK CLO, LTD.                                           | BETHPAGE PARK CLO LTD                              | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    889000 | PA      | $891375.15    | 0.07%             | 2035-01-15      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FIN                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142275.00    | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO LTD                                   | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541000 | PA      | $540444.62    | 0.04%             | 2038-04-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                   | WESTERN SOUTHERN GLOBAL FUNDING                    | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119545.80    | 0.01%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70525.00     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| X CORP.                                                           | X CORP                                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215000 | PA      | $214077.65    | 0.02%             | 2029-10-29      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44943.75     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VERISK ANALYTICS, INC.                                            | VERISK ANALYTICS INC                               | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    386000 | PA      | $389860.00    | 0.03%             | 2036-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| C&S WHOLESALE GROCERS, LLC                                        | WHOLESALE GROCERS TERM                             | CUSIP: 12676AAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $87750.00     | 0.01%             | 2030-08-05      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP UNITI GROUP FINANCE 2019 INC CS     | CUSIP: 91327TAC5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334050.00    | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $138337.50    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO COMPANY                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2656328.54   | 0.20%             | 2031-04-04      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003297.00   | 0.08%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3131XKFP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183926 | PA      | $176223.46    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599934 | PA      | $540851.98    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | THUNDERBOLT AIRCRAFT LEASE LIMITED US LLC          | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67339 | PA      | $67359.41     | 0.01%             | 2038-09-15      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44492 | PA      | $37528.39     | 0.00%             | 2041-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                      | NORFOLK SOUTHERN CORP                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       144 | NS      | $41575.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  58376330 | NS      | $58376329.98  | 4.36%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1156951.51   | 0.09%             | 2027-05-01      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91318.75     | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS, INC.                               | MOSS CREEK RESOURCES HOLDINGS INC                  | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119687.50    | 0.01%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| VALLOUREC SA                                                      | VALLOUREC SACA                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $185500.00    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507181 | PA      | $473057.73    | 0.04%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO LTD                                       | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $370926.37    | 0.03%             | 2037-04-15      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 26 LTD                                | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591000 | PA      | $592676.02    | 0.04%             | 2038-01-15      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228110 | PA      | $227261.19    | 0.02%             | 2030-03-15      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NEPTUNE BIDCO US INC                               | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183600.00    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NEPTUNE BIDCO US INC                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310000.00    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148800.00    | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68946.82     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9086835.96   | 0.68%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                                          | ALARM COM HOLDING INC                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     30334 | NS      | $1547640.68   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NISOURCE INC.                                                     | NISOURCE FINANCE CORP                              | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954550.00    | 0.07%             | 2043-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                              | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127500.00    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SPIN HOLDCO INC.                                                  | SPIN HOLDCO INC                                    | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    559286 | PA      | $429950.93    | 0.03%             | 2028-03-06      | Floating      | 8.02%                 | Yes           | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97018.75     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE HOLDINGS INC SER A 2 PC                                  | ACRISURE HOLDINGS INC SER A 2 PC                   | CUSIP: LEI295000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5714 | NS      | $155649.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                | BURFORD CAPITAL GLOBAL FINANCE                     | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76800.00     | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING LTD                                  | CUSIP: 15033XAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $644771.99    | 0.05%             | 2037-10-20      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| Cenovus Energy Inc.                                               | CENOVUS ENERGY INC                                 | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $107625.13    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282150.00    | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    410000 | PA      | $397464.25    | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375905 | PA      | $375708.48    | 0.03%             | 2040-12-09      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     36591 | NS      | $2532829.02   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849746 | PA      | $847131.49    | 0.06%             | 2038-11-15      | Floating      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                        | CLOUD SOFTWARE GROUP INC                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219450.00    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| UKG INC.                                                          | UKG INC                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83025.00     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36178W7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7282 | PA      | $6709.82      | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80136.98     | 0.01%             | 2042-10-15      | Floating      | 5.60%                 | Yes           | 2                  | On Loan: No      |
| SGUS LLC                                                          | SGUS LLC                                           | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161809 | PA      | $59869.33     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24603 | PA      | $22075.42     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                                          | RADIOLOGY PARTNERS INC                             | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46912.50     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106706.25    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32613 | PA      | $31417.41     | 0.00%             | 2047-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EU6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63259 | PA      | $57967.26     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                                   | LIFE TIME INC                                      | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117300.00    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ATP TOWER HOLDINGS, LLC                                           | ATP TOWER HOLDINGS ANDEAN TELECOM                  | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77343.75     | 0.01%             | 2030-02-03      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| AUTOZONE, INC.                                                    | AUTOZONE INC                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1213324.11   | 0.09%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1092874 | PA      | $1158301.72   | 0.09%             | 2054-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40988 | PA      | $39288.75     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $214147.22    | 0.02%             | 2041-06-15      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175287.50    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP CLASS A                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    101518 | NS      | $3034373.02   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| UNUM GROUP                                                        | UNUM GROUP                                         | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    949000 | PA      | $937937.51    | 0.07%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9239.31      | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35787.50     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486528 | PA      | $485028.86    | 0.04%             | 2038-11-15      | Floating      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| HAMLIN PARK CLO LTD                                               | HAMLIN PARK CLO LTD                                | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584000 | PA      | $585603.35    | 0.04%             | 2037-10-20      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385474 | PA      | $317175.37    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCE LLC                                             | JEFFERIES FINANCE LLC JFIN CO ISSUER CORP          | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96025.30     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                    | SMYRNA READY MIX CONCRET                           | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117287.50    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110687.50    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106099.73    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $71312.50     | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPERATING PARTNERSHIP LP                | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    719000 | PA      | $753925.43    | 0.06%             | 2028-03-15      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201941 | PA      | $178150.63    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $398091.80    | 0.03%             | 2056-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DUNKIN BRANDS                                                     | DB MASTER FINANCE LLC                              | CUSIP: 233046AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $213213.44    | 0.02%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40691 | PA      | $34583.04     | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65377.50     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                 | ELANCO ANIMAL HEALTH INC                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79417.34     | 0.01%             | 2028-08-28      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FS2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16838 | PA      | $16823.49     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                       | ALLIED UNIVERSAL                                   | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108937.50    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                       | LOCKHEED MARTIN CORP                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      6268 | NS      | $3031643.56   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321745 | PA      | $320548.51    | 0.02%             | 2030-03-15      | Floating      | 5.29%                 | Yes           | 2                  | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62850.00     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27400000 | PA      | $26453843.75  | 1.98%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86876 | PA      | $87843.49     | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5116401 | PA      | $4419948.60   | 0.33%             | 2052-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2175000 | PA      | $2205670.89   | 0.16%             | 2056-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3806906.25   | 0.28%             | 2054-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43650.00     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WH BORROWER, LLC                                                  | WHP TERM B 1LN                                     | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     79738 | PA      | $80073.99     | 0.01%             | 2032-02-12      | Floating      | 8.39%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331000 | PA      | $300618.94    | 0.02%             | 2035-08-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                     | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48918.98     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           | 2                  | On Loan: No      |
| Horizon Midco 2 Limited                                           | THE TRAVEL CORP                                    | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GG        |    144604 | PA      | $140807.91    | 0.01%             | 2031-10-31      | Floating      | 8.20%                 | Yes           | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                          | EQUITABLE HOLDINGS INC                             | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    590000 | PA      | $592172.38    | 0.04%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATIN                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81700.00     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | NEXTERA ENERGY OPERATING PARTNERS LP               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15337.50     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HIGHTOWER HOLDING, LLC                                            | HIGHTOWER HOLDING LLC                              | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39700.00     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108900.00    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP TALLGRASS ENERGY FIN  | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44831.25     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $54600.00     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| THE TOLEDO HOSPITAL                                               | TOLEDO HOSPITAL THE                                | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118755.00    | 0.01%             | 2028-11-15      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| RAILWORKS HOLDINGS, LP                                            | RAILWORKS HOLDINGS LP R                            | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $181575.00    | 0.01%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292600 | PA      | $292256.87    | 0.02%             | 2039-03-15      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389756 | PA      | $353962.34    | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                          | TALEN ENERGY SUPPLY LLC                            | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117300.00    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYXS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161619 | PA      | $162452.58    | 0.01%             | 2042-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                       | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41500.00     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6588140.59   | 0.49%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251125 | PA      | $221550.82    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    790000 | PA      | $778533.15    | 0.06%             | 2036-02-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA HILL CREDIT                                    | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356000 | PA      | $356159.83    | 0.03%             | 2038-04-20      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2430000 | PA      | $2347323.04   | 0.18%             | 2055-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40635 | PA      | $39715.28     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100237 | PA      | $89938.17     | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| STONEMOR INC.                                                     | STONEMOR INC                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $195975.00    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    809000 | PA      | $607323.58    | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154612.50    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100077 | PA      | $90758.48     | 0.01%             | 2041-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2534000 | PA      | $2456474.80   | 0.18%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    391000 | PA      | $328012.64    | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4047343.76   | 0.30%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728508 | PA      | $728119.06    | 0.05%             | 2039-02-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1333063 | PA      | $1086523.05   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYLE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12572 | PA      | $12478.03     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14306 | PA      | $12653.32     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc.                                               | CENOVUS ENERGY INC                                 | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $139647.62    | 0.01%             | 2031-03-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796773 | PA      | $693705.45    | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS INC                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69631.25     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| LAMAR MEDIA CORP.                                                 | LAMAR MEDIA CORP                                   | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $114281.25    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163200.00    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NA CAPITAL                                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72843.75     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPERATING PARTNERSHIP LP MPT FINANCE CORP      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    100000 | PA      | $111994.99    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                              | UNITED RENTALS NORTH AMERICA INC                   | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159800.00    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FIN                               | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142957 | PA      | $142731.04    | 0.01%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           | 2                  | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44887.50     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $114400.00    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYX38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102149 | PA      | $102680.48    | 0.01%             | 2042-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27800000 | PA      | $27036585.87  | 2.02%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $330776.47    | 0.02%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8LU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14263 | PA      | $14253.71     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                        | VMED O2 UK FINANCING I                             | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $308305.54    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EVAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15597 | PA      | $15106.37     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                                         | ZOOM COMMUNICATIONS INC                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     34222 | NS      | $2953016.38   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    206000 | PA      | $206181.49    | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219819 | PA      | $222874.01    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110906.25    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    779000 | PA      | $875401.25    | 0.07%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| INVESCO US CLO LTD.                                               | INVESCO CLO LTD                                    | CUSIP: 46148HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488000 | PA      | $488850.06    | 0.04%             | 2037-07-20      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64025.00     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARIBBEAN CRUISES                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $102250.00    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100705 | PA      | $83569.24     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36207FBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40434 | PA      | $39642.03     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                       | AXALTA COATING SYSTEMS D                           | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $136825.00    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342640.44    | 0.03%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                  | CARPENTER TECHNOLOGY CORP                          | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106575.00    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $728242.07    | 0.05%             | 2036-10-15      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135882 | PA      | $123223.89    | 0.01%             | 2042-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORPORATION                                       | REWORLD HOLDING CORP                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47875.00     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501930 | PA      | $516927.99    | 0.04%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CONNECT HOLDING II LLC                                            | CONNECT HOLDING II LLC                             | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42637.50     | 0.00%             | 2031-04-03      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220905 | PA      | $208038.20    | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                             | HOWARD MIDSTREAM ENERGY                            | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45900.00     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15295 | PA      | $13303.06     | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| U.S. BANCORP                                                      | U S BANCORP                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     70949 | NS      | $3785838.64   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| MESQUITE ENERGY INC                                               | MESQUITE ENERGY INC                                | CUSIP: 799ESCAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $27.80        | 0.00%             | 2199-12-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1372435.76   | 0.10%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                               | EXPEDIA GROUP INC                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3445 | NS      | $976002.95    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57828.60     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                       | CHEMOURS CO                                        | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14793.75     | 0.00%             | 2032-10-15      | Floating      | 7.22%                 | Yes           | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                 | JOHNSON JOHNSON                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8640 | NS      | $1788048.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31050.00     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    266000 | PA      | $264750.60    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BEACON MOBILITY FINANCE CORP.                                     | BEACON MOBILITY CORP                               | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47081.25     | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING V CLO LTD                            | CUSIP: 15032AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7744124 | PA      | $7744353.78   | 0.58%             | 2031-07-17      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                          | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $33809.26     | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135625.00    | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1095488.21   | 0.08%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114513 | PA      | $101058.42    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AASET TRUST                                                       | AASET 2021 2 TRUST                                 | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    956638 | PA      | $907159.74    | 0.07%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                              | LIGHT WONDER INTERNATIONAL INC                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116006.25    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| HEICO CORPORATION                                                 | HEICO CORP                                         | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      6954 | NS      | $2250244.86   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                     | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    587000 | PA      | $521867.07    | 0.04%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172000 | PA      | $170601.62    | 0.01%             | 2034-04-15      | Floating      | 5.10%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170931 | PA      | $163510.09    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128996.25    | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558912 | PA      | $458694.02    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                          | DEVON ENERGY CORP                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     26652 | NS      | $976262.76    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10680 | PA      | $10634.36     | 0.00%             | 2038-03-15      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| S P 500 EMINI FUTURE MAR26                                        | S P 500 EMINI FUTURE MAR26                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        14 | NC      | $-42868.02    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RR LTD                                                            | RR 34 LTD                                          | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272000 | PA      | $272743.81    | 0.02%             | 2039-10-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241250.00    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120186 | PA      | $121023.23    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT TERM 1ST OUT TL                 | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     33888 | PA      | $33396.66     | 0.00%             | 2028-06-12      | Floating      | 10.97%                | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH, LLC                                                  | ADAPTHEALTH LLC                                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77700.00     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    386000 | PA      | $400413.24    | 0.03%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535150 | PA      | $492312.62    | 0.04%             | 2051-12-05      | Fixed         | 4.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289772 | PA      | $250189.54    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                               | GMF FLOORPLAN OWNER REVOLVING TRU                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $430487.49    | 0.03%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           | 2                  | On Loan: No      |
| X CORP.                                                           | TWITTER TERM                                       | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204642 | PA      | $200841.55    | 0.02%             | 2029-10-26      | Floating      | 10.45%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GVF30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99073 | PA      | $99583.37     | 0.01%             | 2055-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73815 | PA      | $71254.47     | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Enpro Inc.                                                        | ENPRO INC                                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87550.00     | 0.01%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141141 | PA      | $116938.25    | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CORECIVIC, INC.                                                   | CORECIVIC INC                                      | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47250.00     | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                        | CLOUD SOFTWARE GROUP INC                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223600.00    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                              | ASCENT RESOURCES UTICA HOLDINGS LLC                | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46406.25     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Pepsico, Inc.                                                     | PEPSICO INC                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     15227 | NS      | $2185379.04   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88842.85     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1092163.12   | 0.08%             | 2028-03-24      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316266 | PA      | $321599.97    | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33819 | PA      | $32587.68     | 0.00%             | 2047-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EUJ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2124 | PA      | $2125.20      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91693.75     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108543.75    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FFNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11724 | PA      | $11327.77     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    344257 | PA      | $360763.04    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487000 | PA      | $486074.48    | 0.04%             | 2033-07-15      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322193 | PA      | $300144.40    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98225.19     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC.                                  | KRONOS ACQUISITION HOLDINGS INC                    | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $92400.00     | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1193106.00   | 0.09%             | 2047-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES CLO LTD                                       | CUSIP: 04016DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $661063.56    | 0.05%             | 2034-04-15      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY, INC.                                             | CHENIERE ENERGY INC                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5578 | NS      | $1084307.42   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CANO HEALTH INC WARRANTS                                          | CANO HEALTH INC WARRANTS                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       434 | NS      | $1579.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVR ENERGY, INC.                                                  | CVR ENERGY INC                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76781.25     | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| XPO, INC.                                                         | XPO INC                                            | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136337.50    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3796700 | PA      | $3214143.84   | 0.24%             | 2042-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                | WINDSTREAM SERVICES LLC                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133412.50    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                    | CALIFORNIA BUYER LTD ATLANTI                       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $244387.50    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| LBM ACQUISITION, LLC                                              | US LBM TERM                                        | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     39961 | PA      | $39881.08     | 0.00%             | 2031-06-06      | Floating      | 8.73%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                               | SOCIETE GENERALE SA                                | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    531000 | PA      | $544275.00    | 0.04%             | 2029-04-13      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77062.50     | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| THE WENDY'S COMPANY                                               | THE WENDY S COMPANY                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     17739 | NS      | $147765.87    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78093.75     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC THE                               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $156777.93    | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2548357.50   | 0.19%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| POLARIS NEWCO, LLC                                                | SOLERA TERM B 1LN 06 02 2028                       | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     79443 | PA      | $76494.25     | 0.01%             | 2028-06-02      | Floating      | 7.85%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1224028 | PA      | $1276904.35   | 0.10%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38877 | PA      | $35083.29     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP.                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76500.00     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Volcan Compania Minera S.A.A.                                     | VOLCAN CIA MINERA SAA                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     80000 | PA      | $81952.56     | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49812.50     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED           | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77739 | PA      | $77764.04     | 0.01%             | 2041-12-16      | Fixed         | 4.21%                 | Yes           | 2                  | On Loan: No      |
| ARES LOAN FUNDING                                                 | ARES CLO LTD                                       | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637000 | PA      | $639040.67    | 0.05%             | 2037-07-25      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721710 | PA      | $719106.41    | 0.05%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4878 | NS      | $776772.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98433 | PA      | $96027.16     | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           | 2                  | On Loan: No      |
| TECHNIPFMC PLC                                                    | TECHNIPFMC PLC                                     | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     11322 | NS      | $504508.32    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8955.00      | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MOHEGAN ESCROW ISSUER, LLC                                        | MOHEGAN TRIBAL GAMING AUTHORITY                    | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63150.00     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | Yes           | 2                  | On Loan: No      |
| ALTDE TRUST                                                       | ALTDE TRUST                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438797 | PA      | $448723.61    | 0.03%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99037.50     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                       | PROGRESSIVE CORPORATION                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     17104 | NS      | $3894922.88   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLISON TRANSMISSION, INC.                                        | ALLISON TRANSMISSION INC                           | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85850.00     | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BANK                                                              | BANK                                               | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $28314.85     | 0.00%             | 2052-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| X.AI CORP.                                                        | X AI TERM LOAN                                     | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19975 | PA      | $20944.59     | 0.00%             | 2030-06-28      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187171 | PA      | $167947.60    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                                     | GLOBAL MEDICAL RESPONSE INC                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41550.00     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                      | ANTERO MIDSTREAM PARTNERS LP ANTERO MIDSTREAM FI   | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201500.00    | 0.02%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    176000 | PA      | $194759.14    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40450.00     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183585 | PA      | $190453.89    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KGJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    508944 | PA      | $505842.00    | 0.04%             | 2049-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION                    | SCIENCE APPLICATIONS INTERNATIONAL CORP            | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116581.25    | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES LLC                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    441000 | PA      | $364927.50    | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: —       |
| INSIGHT ENTERPRISES, INC.                                         | INSIGHT ENTERPRS                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87125.00     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                            | GFL ENVIRONMENTAL INC                              | CUSIP: 36168QAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     85000 | PA      | $89037.50     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626992 | PA      | $534865.80    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SPGN MORTGAGE TRUST                                               | SPGN 2022 TFLM MORTGAGE TRUST                      | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $127886.51    | 0.01%             | 2039-02-15      | Floating      | 6.40%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS, INC.                                           | BATH BODY WORKS INC                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3345 | NS      | $67167.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | REALOGY GROUP CO ISSUER                            | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40477.50     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FP7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60718 | PA      | $60743.25     | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO                                    | MORGAN STANLEY EATON VANCE CLO 2025 21 LTD         | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $648697.34    | 0.05%             | 2038-04-15      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12286 | PA      | $11157.54     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WDUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99431 | PA      | $99549.90     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715882 | PA      | $744102.02    | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394957 | PA      | $338969.50    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19036.44     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    947824 | PA      | $885842.58    | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145250.00    | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YNA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33842 | PA      | $32909.73     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    610000 | PA      | $522743.77    | 0.04%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLOBAL PART GLP FINANCE                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63000.00     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    403503 | PA      | $366457.70    | 0.03%             | 2035-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     68000 | PA      | $52360.00     | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5CR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3599 | PA      | $3599.97      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                 | PENNYMAC FINANCIAL SERVICES INC                    | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77437.50     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                   | SREIT TRUST 2021 MFP                               | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301983 | PA      | $301051.29    | 0.02%             | 2038-11-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| C&W SENIOR FINANCE LIMITED                                        | C W SENIOR FINANCE LTD                             | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $134225.00    | 0.01%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CNX RESOURCES CORPORATION                                         | CNX RESOURCES CORP                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20075.00     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $112128.25    | 0.01%             | 2039-12-15      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    871361 | PA      | $752693.61    | 0.06%             | 2052-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ahlstrom Holding 3 Oy                                             | AHLSTROM HOLDING 3 OY                              | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     70000 | PA      | $68942.02     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WKHM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3278 | PA      | $3281.43      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KYFK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24725 | PA      | $22446.14     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                                   | WP CAREY INC                                       | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65033.30     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    145000 | PA      | $149712.50    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Alcoa Nederland Holding B.V.                                      | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $47589.30     | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP                                   | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201706.40    | 0.02%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4273369.62   | 0.32%             | 2033-04-26      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55982 | PA      | $53038.74     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123437.50    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                           | WALT DISNEY CO THE                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     13229 | NS      | $1505063.33   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53062 | PA      | $52111.43     | 0.00%             | 2040-01-16      | Fixed         | 4.33%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                               | INTESA SANPAOLO SPA                                | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3069000 | PA      | $3069021.48   | 0.23%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                      | NORTHROP GRUMMAN CORP                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3096 | NS      | $1765370.16   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                      | ENFRAGEN ENERGIA SUR SAU ENFRAGEN CHILE SPA ENFR   | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     70000 | PA      | $72362.50     | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | ANYWHERE REAL EST CO ISS                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     45400 | PA      | $45173.00     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160283 | PA      | $166253.11    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RAND PARENT, LLC                                                  | RAND PARENT LLC                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $249600.00    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261594.39    | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                       | AVIS BUDGET CAR RENTAL                             | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87550.00     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $108675.00    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                       | HEXION TERM 2LN                                    | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     27500 | PA      | $26623.58     | 0.00%             | 2030-03-15      | Floating      | 11.25%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1049112 | PA      | $867185.45    | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                       | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2528497 | NS      | $2528497.39   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| KITE REALTY GROUP, L.P.                                           | RETAIL PPTYS OF AMERICA                            | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15104.72     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WRANGLER HOLDCO CORP.                                             | WRANGLER HOLDCO CORP                               | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $240350.00    | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9V26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175740 | PA      | $175486.38    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                          | KODIAK GAS SERVICES LLC                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71750.00     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ITRON, INC.                                                       | ITRON INC                                          | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      2981 | NS      | $276815.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                     | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $244096.05    | 0.02%             | 2042-10-10      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144447.52    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LIGHTNING POWER, LLC                                              | LIGHTNING POWER LLC                                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111431.25    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NEW FLYER HOLDINGS, INC.                                          | NEW FLYER HOLDINGS                                 | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42900.00     | 0.00%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES LP                               | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214312.50    | 0.02%             | 2030-06-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                  | SOLSTICE ADVANCED MATERIALS INC                    | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115718.75    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10325000 | PA      | $8345907.20   | 0.62%             | 2056-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HTA Group, Ltd                                                    | HTA GROUP LTD MAURITIUS                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     85000 | PA      | $87868.75     | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     13895 | NS      | $1159259.85   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XD2K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78622 | PA      | $69804.81     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160532 | PA      | $160547.61    | 0.01%             | 2039-12-15      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     19843 | NS      | $6112239.29   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| FLASH COMPUTE LLC                                                 | FLASH COMPUTE LLC                                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $162937.50    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WMY99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14588 | PA      | $14555.26     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1237393.65   | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                             | EG GLOBAL FINANCE PLC                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $406712.25    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| LGI HOMES, INC.                                                   | LGI HOMES INC                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234587.50    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MHS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314698 | PA      | $270429.95    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VFH PARENT LLC                                                    | VFH PARENT LLC VALOR CO ISSUER INC                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41750.00     | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    623724 | PA      | $640342.09    | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68168.75     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27150.00     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16119100 | PA      | $16372220.16  | 1.22%             | 2031-11-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERN                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61262.50     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    937000 | PA      | $955776.54    | 0.07%             | 2033-07-25      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                              | ASCENT RESOURCES ARU FIN                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30825.00     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| ACUSHNET COMPANY                                                  | ACUSHNET CO                                        | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45450.00     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA CREDIT FUNDING 4 LTD                           | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $616066.41    | 0.05%             | 2038-01-22      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2708000 | PA      | $2697881.67   | 0.20%             | 2036-10-15      | Floating      | 4.55%                 | Yes           | 2                  | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                 | PENNYMAC FINANCIAL SERVICES INC                    | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72800.00     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692010 | PA      | $685115.54    | 0.05%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137941 | PA      | $124487.17    | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC.                                                      | VIATRIS INC                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    217023 | NS      | $2701936.35   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| ANALOG DEVICES, INC.                                              | ANALOG DEVICES INC                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     12844 | NS      | $3483292.80   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PARTNERS LP                        | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90337.50     | 0.01%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Alcoa Nederland Holding B.V.                                      | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $43907.76     | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Herens Holdco S.a r.l.                                            | HERENS HOLDCO SARL                                 | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $168625.47    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| DB MASTER FINANCE LLC                                             | DB MASTER FINANCE LLC                              | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $313793.72    | 0.02%             | 2055-11-20      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                           | BAIN CAPITAL CREDIT CLO LIMITED                    | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548000 | PA      | $549367.97    | 0.04%             | 2038-07-18      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | ANYWHERE REAL ESTATE GROUP LLC REALOGY CO ISSUER   | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32362.50     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| THE ADT SECURITY CORPORATION                                      | ADT SECURITY CORP THE                              | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75750.00     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES LXX CLO LTD                                   | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449000 | PA      | $448438.59    | 0.03%             | 2039-01-25      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS, INC.                                     | SURGERY CENTER HOLDINGS                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80900.00     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    687882 | PA      | $698572.72    | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WALKER & DUNLOP, INC.                                             | WALKER DUNLOP INC                                  | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66462.50     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| RIOT PLATFORMS, INC.                                              | RIOT PLATFORMS INC                                 | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    137000 | PA      | $155330.60    | 0.01%             | 2030-01-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $311663.80    | 0.02%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           | 2                  | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2182604.60   | 0.16%             | 2026-09-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                                       | QUEEN MERGERCO INC                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109462.50    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9022.50      | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60900.00     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18796 | PA      | $18161.73     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SLAM LIMITED                                                      | SLAM LLC                                           | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337755 | PA      | $346007.89    | 0.03%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           | 2                  | On Loan: No      |
| DUNKIN BRANDS                                                     | DM MASTER FINANCE LLC                              | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339480 | PA      | $337270.04    | 0.03%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CAP CORP                          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $146400.00    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    861330 | PA      | $871510.28    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROCKET COMPANIES, INC.                                            | ROCKET COS INC                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $263287.50    | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    824000 | PA      | $818452.01    | 0.06%             | 2027-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38803 | PA      | $34686.29     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ABERCROMBIE & FITCH CO.                                           | ABERCROMBIE FITCH CO CLASS A                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      1381 | NS      | $173826.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERMV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154477 | PA      | $141559.51    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    249000 | PA      | $250968.35    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39449 | PA      | $37869.46     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GM3Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9302 | PA      | $8980.59      | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    738000 | PA      | $715793.58    | 0.05%             | 2030-03-01      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277451 | PA      | $278247.36    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341550 | PA      | $336831.71    | 0.03%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                             | HONEYWELL INTERNATIONAL INC                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     19609 | NS      | $3825519.81   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301152 | PA      | $248350.43    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                  | DOMINOS PIZZA MASTER                               | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772212 | PA      | $773899.65    | 0.06%             | 2048-07-25      | Fixed         | 4.33%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690309 | PA      | $592470.73    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479000 | PA      | $431743.80    | 0.03%             | 2039-05-15      | Floating      | 5.84%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                      | ROCKIES EXPRESS PIPELINE                           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73675.00     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                            | BLUEBERRY PARK CLO                                 | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733000 | PA      | $735025.70    | 0.05%             | 2037-10-20      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595428 | PA      | $532093.61    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66860 | PA      | $60002.34     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2377000 | PA      | $2416665.00   | 0.18%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343183 | PA      | $360111.78    | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1860633.00   | 0.14%             | 2033-10-18      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                    | ZEBRA TECHNOLOGIES CORP CLASS A                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      9920 | NS      | $2408774.40   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                              | SHIFT4 PAYMENTS LLC SHIFT4 PAYMENTS FINANCE SUB    | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87550.00     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TRONOX FINANCE LLC                                                | TRONOX TERM B                                      | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    110000 | PA      | $84665.90     | 0.01%             | 2031-09-30      | Floating      | 6.22%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $106312.50    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59025.00     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1154946.88   | 0.09%             | 2031-03-31      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154360 | PA      | $135725.41    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    266000 | PA      | $298499.88    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45112.50     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING BRANDS INC                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33300.00     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| VEEVA SYSTEMS INC.                                                | VEEVA SYSTEMS INC                                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      7943 | NS      | $1773115.89   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                       | WESTERN DIGITAL CORP                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     11282 | NS      | $1943550.14   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113000 | PA      | $111949.73    | 0.01%             | 2034-04-15      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 31 LTD                                | CUSIP: 33883WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452000 | PA      | $452000.00    | 0.03%             | 2039-01-18      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| OT MIDCO INC.                                                     | OT MIDCO INC                                       | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $56000.00     | 0.00%             | 2030-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| AASET TRUST                                                       | AASET 2024 1                                       | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362187 | PA      | $371880.72    | 0.03%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     53231 | NS      | $18423249.10  | 1.38%             |  |  |  | No            | 1                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45112.50     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| TESLA, INC.                                                       | TESLA INC                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     20784 | NS      | $9346980.48   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70822.50     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1786 | NS      | $348109.26    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     27207 | NS      | $2535692.40   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6359000 | PA      | $6485893.85   | 0.48%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| ARISTA NETWORKS, INC.                                             | ARISTA NETWORKS INC                                | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      6247 | NS      | $818544.41    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Saudi Arabia                                           | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $158933.00    | 0.01%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WPNK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12126 | PA      | $12098.37     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122400.00    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GILEAD AVIATION LIMITED                                           | GILEAD AVIATION LLC                                | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748038 | PA      | $752185.87    | 0.06%             | 2050-03-15      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     16784 | NS      | $4067770.24   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1708915 | PA      | $1481817.52   | 0.11%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP UNITI GROUP FINANCE INC             | CUSIP: 91327BAA8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196800.00    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233750.00    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        63 | NS      | $13149.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111925.00    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H7BY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10258 | PA      | $10313.36     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81660.67     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC.                                                   | S P GLOBAL INC                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3781 | NS      | $1975912.79   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    776000 | PA      | $773090.00    | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $88987.50     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17060 | PA      | $14838.91     | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ACRISURE, LLC                                                     | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286737.50    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Open Text Corporation                                             | OPEN TEXT CORP OPEN TEXT HOLDINGS INC              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $142500.00    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69522 | PA      | $59666.81     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31180 | PA      | $28442.06     | 0.00%             | 2040-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| RIVIAN HOLDINGS, LLC                                              | RIVIAN HOLDINGS LLC RIVIAN LLC RIVIAN AUTOMOTIVE L | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73500.00     | 0.01%             | 2031-01-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                          | GREEN LAKES PARK CLO LLC                           | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542000 | PA      | $541452.22    | 0.04%             | 2038-01-25      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| PK ALIFT LOAN FUNDING LP                                          | PK ALIFT LOAN FUNDING 3 LP                         | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177194 | PA      | $180581.53    | 0.01%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           | 2                  | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    314000 | PA      | $307883.91    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132650.00    | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293638 | PA      | $305573.17    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                          | EW SCRIPPS CO THE                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79600.00     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD     | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $90843.75     | 0.01%             | 2055-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYDE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12348 | PA      | $12255.36     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37509 | PA      | $36386.78     | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PERIMETER HOLDINGS, LLC                                           | PERIMETER HOLDINGS LLC                             | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119400.00    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                  | MEDTRONIC PLC                                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       981 | NS      | $94234.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GENMAB A/S                                                        | GENMAB A S GENMAB FINANCE LLC                      | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     75000 | PA      | $78750.00     | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AMER SPORTS COMPANY                                               | AMER SPORTS CO                                     | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83500.00     | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| EOG RESOURCES, INC.                                               | EOG RESOURCES INC                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     32310 | NS      | $3392873.10   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36859 | PA      | $30426.91     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159262.50    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OP LLC                             | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29887.50     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88000 | PA      | $79807.36     | 0.01%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294700 | PA      | $293596.86    | 0.02%             | 2039-02-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| AMETEK, INC.                                                      | AMETEK INC W I                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     12756 | NS      | $2618934.36   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y6Y46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786720 | PA      | $811738.78    | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                | VENTAS REALTY LP                                   | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    367000 | PA      | $349419.97    | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                              | HOME DEPOT INC                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1633 | NS      | $561915.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111788 | PA      | $111791.04    | 0.01%             | 2029-04-15      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356842 | PA      | $371973.05    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019053 | PA      | $879791.49    | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204079 | PA      | $183113.73    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    400000 | PA      | $400480.00    | 0.03%             | 2029-09-19      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    216000 | PA      | $216270.00    | 0.02%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA FINANCE PLC                         | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    245000 | PA      | $246808.35    | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1042371 | PA      | $993339.58    | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1523 | NS      | $91547.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CANO HEALTH LLC COMMON STOCK LINE                                 | CANO HEALTH LLC COMMON STOCK LINE                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11087 | NS      | $144907.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362904 | PA      | $2353295.59   | 0.18%             | 2034-04-15      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                     | BOSTON SCIENTIFIC CORP                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     42339 | NS      | $4037023.65   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $69300.00     | 0.01%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47957 | PA      | $42410.93     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6945820.28   | 0.52%             | 2032-06-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                        | LAMB WESTON HOLDINGS INC                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185006.25    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NORTH AMERICA CAPITAL INC                       | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50375.00     | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180M2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17353 | PA      | $15989.47     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85526 | PA      | $84208.92     | 0.01%             | 2034-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                               | HILTON GRAND VAC BOR ESC                           | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81900.00     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131355 | PA      | $118537.29    | 0.01%             | 2041-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    468381 | PA      | $473311.99    | 0.04%             | 2055-06-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15625 | PA      | $15158.95     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111375.00    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED           | BLACKBIRD CAPITAL AIRCRAFT                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742437 | PA      | $705178.50    | 0.05%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           | 2                  | On Loan: No      |
| WOLFSPEED INC                                                     | WOLFSPEED INC                                      | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $48881.25     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132488 | PA      | $126606.19    | 0.01%             | 2032-11-05      | Fixed         | 3.11%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WN2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162111 | PA      | $156387.91    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CLO 2020 1 LTD                         | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $668824.69    | 0.05%             | 2037-10-15      | Floating      | 5.29%                 | Yes           | 2                  | On Loan: No      |
| PARTY CITY HOLDCO INC RESTRICTED                                  | PARTY CITY HOLDCO INC RESTRICTED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1239691 | PA      | $1238254.79   | 0.09%             | 2039-03-15      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| CIPHER COMPUTE LLC                                                | CIPHER COMPUTE LLC                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101625.00    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649128 | PA      | $536559.17    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1162164.50   | 0.09%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Transocean International Limited                                  | TRANSOCEAN INTERNATIONAL LTD                       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26000.00     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CLECO CORPORATE HOLDINGS LLC                                      | CLECO CORPORATE HOLDINGS                           | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155116.34    | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    538000 | PA      | $550125.44    | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC.                                                         | AT T INC                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    181378 | NS      | $4505429.52   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO, LLC                             | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76218.75     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| LOEWS CORPORATION                                                 | LOEWS CORP                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2895 | NS      | $304872.45    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1460601 | PA      | $1340197.32   | 0.10%             | 2052-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC.                                               | FORESTAR GROUP INC                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111100.00    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307RAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13361 | PA      | $12848.57     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                             | ASTON MARTIN CAPITAL HOLDINGS LTD                  | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    130000 | PA      | $119925.00    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    144179 | PA      | $134637.07    | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1283662.90   | 0.10%             | 2028-12-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    321000 | PA      | $327741.32    | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    428000 | PA      | $446349.22    | 0.03%             | 2035-01-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE, NATIONAL ASSOCIATION                                 | DISCOVER BANK                                      | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259488.75    | 0.02%             | 2028-08-09      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $120477.25    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           | 2                  | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39950.00     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                      | ENFRAGEN ENERGIA SUR SA ENFRAGEN SPAIN S           | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     95000 | PA      | $88350.00     | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY TERM                                          | CONSOLIDATED ENERGY TERM                           | CUSIP: L1957LAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     89621 | PA      | $73003.65     | 0.01%             | 2030-11-15      | Floating      | 8.20%                 | Yes           | 2                  | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318450.00    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC SAFEWAY INC                     | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38350.00     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6169270 | PA      | $5111402.54   | 0.38%             | 2050-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                             | PAYPAL HOLDINGS INC                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     15307 | NS      | $893622.66    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES INC                                        | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112050.00    | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES TERM B 1LN                                 | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     79748 | PA      | $75548.58     | 0.01%             | 2029-09-10      | Floating      | 9.60%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22071000 | PA      | $22329644.53  | 1.67%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85318.75     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ROCKWELL AUTOMATION, INC.                                         | ROCKWELL AUTOMATION INC                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      8372 | NS      | $3257294.04   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE US CLO 2021 10 LTD                         | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409000 | PA      | $408591.19    | 0.03%             | 2038-01-20      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67706.92     | 0.01%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115418 | PA      | $104655.59    | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    195000 | PA      | $117975.00    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| CME GROUP INC.                                                    | CME GROUP INC                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1837 | NS      | $501647.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYPZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24894 | PA      | $24707.16     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC THE                               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    755000 | PA      | $755234.05    | 0.06%             | 2032-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH AMERICAS, INC.                                      | BASUCH HEALTH AMERICAS                             | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54450.00     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $838409.66    | 0.06%             | 2063-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST                                     | ELP COMMERCIAL MORTGAGE TRUST 2025 ELP             | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $309746.35    | 0.02%             | 2042-11-13      | Variable      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130211.58    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                          | LUMEN TECHNOLOGIES                                 | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     79593 | PA      | $79051.23     | 0.01%             | 2030-04-15      | Floating      | 4.35%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC STORAGE.                                                   | PUBLIC STORAGE                                     | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      1360 | NS      | $352920.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSTANT CONTACT, INC.                                            | CONSTANT CONTACT INC                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    158243 | PA      | $150471.70    | 0.01%             | 2028-02-10      | Floating      | 8.17%                 | Yes           | 2                  | On Loan: No      |
| CENT TRUST                                                        | CENT 2025 CITY                                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404000 | PA      | $408310.68    | 0.03%             | 2040-07-10      | Variable      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CDO LTD                                | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $932542.87    | 0.07%             | 2037-10-15      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                           | EXXON MOBIL CORPORATION                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     30953 | NS      | $3724884.02   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427MPB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523104 | PA      | $469302.58    | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136693.62    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    134000 | PA      | $139360.00    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45337.50     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMP81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1388784 | PA      | $1317196.57   | 0.10%             | 2036-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                                     | ION PLATFORM FINANCE US INC ION PLATFORM FIN       | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118576.44    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    336000 | PA      | $344752.13    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60511.41     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2291092.54   | 0.17%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119520 | PA      | $115475.90    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WMZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6523 | PA      | $6508.42      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MKS INC.                                                          | MKS INC                                            | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     62000 | PA      | $79292.42     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $155335.44    | 0.01%             | 2052-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    267498 | PA      | $244859.56    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160000.00    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    665000 | PA      | $663854.21    | 0.05%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544579 | PA      | $449088.88    | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132AEKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111689 | PA      | $100401.52    | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2264672.92   | 0.17%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    218000 | PA      | $197582.99    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDTQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138588 | PA      | $125674.13    | 0.01%             | 2041-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83569 | PA      | $83707.09     | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $231475.00    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    483000 | PA      | $496907.02    | 0.04%             | 2031-04-17      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| CLUE OPCO LLC                                                     | FORWARD AIR CORP                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52500.00     | 0.00%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39500.00     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| WULF COMPUTE LLC                                                  | WULF COMPUTE LLC                                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $190318.75    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    573000 | PA      | $592346.77    | 0.04%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $625063.78    | 0.05%             | 2039-12-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    102845 | NS      | $23738682.90  | 1.77%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    197000 | PA      | $197659.56    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68780 | PA      | $67119.13     | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAL9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    163000 | PA      | $162998.86    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270357 | PA      | $235148.74    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135275.00    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186315 | PA      | $178447.05    | 0.01%             | 2039-04-15      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12129 | PA      | $11015.57     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                       | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    186000 | PA      | $182227.36    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| KEHE DISTRIBUTORS, LLC                                            | KEHE DIST FIN NEXTWAVE                             | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104000.00    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                           | MICRON TECHNOLOGY INC                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     10359 | NS      | $2956562.19   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     55000 | PA      | $55928.84     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    495000 | PA      | $510828.62    | 0.04%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARINGS CLO LTD                                                   | BARINGS CLO LTD 2020 IV                            | CUSIP: 06762BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $561538.71    | 0.04%             | 2037-10-20      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     73000 | PA      | $78111.61     | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                           | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $190517.40    | 0.01%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    355452 | PA      | $341233.92    | 0.03%             | 2032-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                     | SIXTH STREET LENDING PARTNERS                      | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    505000 | PA      | $517172.02    | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO, LLC                             | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC               | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40500.00     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR 7 875 4 1 2030                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68331.25     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680276 | PA      | $705593.91    | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ASURION, LLC                                                      | ASURION LLC AND ASURION CO ISSUER INC              | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284281.25    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146993.75    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214725.00    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1651649.94   | 0.12%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CRH PUBLIC LIMITED COMPANY                                        | CRH PLC                                            | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       798 | NS      | $99590.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA CORPORATION                                                | NVIDIA CORP                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    247115 | NS      | $46086947.50  | 3.45%             |  |  |  | No            | 1                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRAND INDUSTRIAL SERVICES INC                      | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    178174 | PA      | $161976.60    | 0.01%             | 2030-08-01      | Floating      | 8.35%                 | Yes           | 2                  | On Loan: No      |
| FAIR ISAAC CORPORATION                                            | FAIR ISAAC CORP                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159068.75    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40394 | PA      | $34330.80     | 0.00%             | 2040-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17953 | PA      | $17932.82     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                         | CENTURY COMMUNITIES INC                            | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90675.00     | 0.01%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| ONESKY FLIGHT, LLC                                                | ONESKY FLIGHT LLC                                  | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85200.00     | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120263 | PA      | $119531.86    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145479.52    | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3068000 | PA      | $3152370.00   | 0.24%             | 2027-04-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| BARINGS CLO LTD                                                   | BARINGS CLO LTD                                    | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786000 | PA      | $787807.80    | 0.06%             | 2038-01-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    212000 | PA      | $201324.10    | 0.02%             | 2028-11-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                 | PENNYMAC FINANCIAL SERVICES INC                    | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104250.00    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FVND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5296 | PA      | $5291.00      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGBW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16598 | PA      | $16140.54     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA XO MGMT                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    125000 | PA      | $118534.75    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: —       |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115531.65    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXCQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21618 | PA      | $20915.51     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $133575.00    | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| ARES CLO LTD                                                      | ARES CLO LTD                                       | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543000 | PA      | $543000.98    | 0.04%             | 2038-04-15      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186860 | PA      | $175647.08    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY, INC.                                              | NEXTERA ENERGY INC                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     39043 | NS      | $3134372.04   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1860000 | PA      | $1509506.25   | 0.11%             | 2053-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049930.00   | 0.08%             | 2027-11-15      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| 1261229 B.C. LTD.                                                 | BAUSCH HEALTH                                      | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    459088 | PA      | $447440.45    | 0.03%             | 2030-09-25      | Floating      | 9.97%                 | Yes           | 2                  | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50687.50     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75306 | PA      | $73487.53     | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    383000 | PA      | $367365.17    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44325.00     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| SIXTH STREET CLO LTD                                              | SIXTH STREET CLO LTD                               | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $475227.50    | 0.04%             | 2038-10-17      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46131.25     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    296000 | PA      | $262174.30    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING XLV LTD                       | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249736.65    | 0.02%             | 2034-07-15      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69679.81     | 0.01%             | 2038-03-15      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43494 | PA      | $36688.15     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3131XK3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60582 | PA      | $58177.86     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERISK ANALYTICS, INC.                                            | VERISK ANALYTICS INC                               | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173720.00    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122550.00    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT CO LLC                          | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    137067 | PA      | $105130.01    | 0.01%             | 2028-06-12      | Floating      | 7.94%                 | Yes           | 2                  | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                              | UNITED RENTALS INC                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171600.00    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     70000 | PA      | $72012.50     | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83057 | PA      | $83012.50     | 0.01%             | 2040-12-09      | Floating      | 5.94%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625000 | PA      | $576708.99    | 0.04%             | 2056-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1236101.08   | 0.09%             | 2027-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I, L.P.                                         | HARVEST MIDSTREAM I LP                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135200.00    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127982.88    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15664 | PA      | $13624.23     | 0.00%             | 2041-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58900.00     | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CONSTANT CONTACT, INC.                                            | CONSTANT CONTACT INC                               | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     15000 | PA      | $13018.95     | 0.00%             | 2029-02-10      | Floating      | 11.67%                | Yes           | 2                  | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62725.00     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                        | EMERGENT BIOSOLUTIONS                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137950.00    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                   | BENEFIT STREET PARTNERS CLO LTD                    | CUSIP: 08179QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501000 | PA      | $501816.13    | 0.04%             | 2038-10-20      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7B99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369713 | PA      | $355388.44    | 0.03%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLOBE LIFE INC.                                                   | GLOBE LIFE INC                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      4058 | NS      | $567551.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1450000 | PA      | $-1488402.35  | -0.11%            | 2056-01-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Monique Labbe

**Name of Signer:** Monique Labbe

**Title:** Treasurer - Principal Financial Officer