# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001410368-26-040888
**Filing Date:** 2026-4
**Character Count:** 430290
**Document Hash:** c1e053f219e38df38b247813d3c4afc5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040888.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001410368-26-040888

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 26900064

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Columbia Balanced Fund (Series ID: S000012068)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000032838 | Columbia Balanced Fund Class A               | CBLAX           |
| C000032840 | Columbia Balanced Fund Class C               | CBLCX           |
| C000032842 | Columbia Balanced Fund Institutional Class   | CBALX           |
| C000094665 | Columbia Balanced Fund Class R               | CBLRX           |
| C000094667 | Columbia Balanced Fund Institutional 2 Class | CLREX           |
| C000122660 | Columbia Balanced Fund Institutional 3 Class | CBDYX           |
| C000253713 | Columbia Balanced Fund Class S               | CBABX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** COLUMBIA FUNDS SERIES TRUST I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1800-345-6611

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

- **a. Name of Series:** Columbia Balanced Fund

- **b. EDGAR series identifier (if any):** S000012068

- **c. LEI of Series:** N2K8SLWGNITEXR87GJ92

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $10360054128.88

**Total Liabilities:** $265226988.03

**Net Assets:** $10094827140.85

**Delayed Delivery Securities:** $263678632.65

**Cash Not Reported:** $2708561.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 129745.86000000 | **1-Year:** 27855.05000000 | **5-Year:** 115065.30000000 | **10-Year:** 223451.11000000 | **30-Year:** 813877.60000000

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

- **3-Month:** 29.79000000 | **1-Year:** 3589.07000000 | **5-Year:** 47608.81000000 | **10-Year:** 25515.62000000 | **30-Year:** 72861.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000094665 | 0.36%                | 0.45%                | -0.36%               |
| Class ID C000094667 | 0.40%                | 0.49%                | -0.31%               |
| Class ID C000122660 | 0.41%                | 0.50%                | -0.30%               |
| Class ID C000032838 | 0.39%                | 0.47%                | -0.34%               |
| Class ID C000032842 | 0.42%                | 0.49%                | -0.31%               |
| Class ID C000253713 | 0.40%                | 0.49%                | -0.31%               |
| Class ID C000032840 | 0.32%                | 0.42%                | -0.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $92636326.86             | $-62122168.04                              |
| Month 2  | $41986624.15             | $-2329688.64                               |
| Month 3  | $40981910.60             | $-107882892.18                             |

**Designated Index Information**

- **Index Name:** 60% SNP500 / 40% LEH_AGG Index

- **Index Identifier:** SNPLEHAGU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                          | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    558607 | NS      | $136071079.13 | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    227000 | PA      | $235304.78    | 0.00%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    459000 | PA      | $468770.15    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4        | STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4                                    | CUSIP: 85573PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3475000 | PA      | $2741712.10   | 0.03%             | 2056-08-25      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $135435.14    | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141313.87    | 0.00%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                   | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    143000 | PA      | $125769.16    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                             | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  11299000 | PA      | $11703949.83  | 0.12%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9290896.01   | 0.09%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $12854157.57  | 0.13%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $309668.08    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  11197000 | PA      | $9655141.56   | 0.10%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $365559.45    | 0.00%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42075.80     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2020-R1                                                 | CUSIP: 034651AA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1331939 | PA      | $1276219.70   | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| MARS INC                                             | Mars Inc                                                                         | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8725000 | PA      | $8843357.51   | 0.09%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                 | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    471000 | PA      | $472428.58    | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2021-NQM1                                        | CUSIP: 10569TAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   3514281 | PA      | $3311421.60   | 0.03%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $161544.91    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXCO 3                                       | ALTICE LUXCO 3                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4672 | NS      | $87589.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                       | Ohio Edison Co                                                                   | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7346087.94   | 0.07%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                             | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $231333.54    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31403MUJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33317 | PA      | $34545.14     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $457886.74    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138X6FQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96431 | PA      | $97441.56     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 31287RQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4083 | PA      | $4188.31      | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                       | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    104179 | NS      | $20293027.41  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                           | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     72713 | NS      | $29741798.39  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3138XXGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3516 | PA      | $3499.82      | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136AX4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17801852 | PA      | $2466366.50   | 0.02%             | 2057-10-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118930.65    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                 | Verizon Master Trust                                                             | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  10350000 | PA      | $10513904.67  | 0.10%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $192507.35    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    329152 | PA      | $329929.64    | 0.00%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GNMA_51-56R                                          | GNMA_51-56R                                                                      | CUSIP: 38383BEG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  38482426 | PA      | $3818080.06   | 0.04%             | 2055-09-20      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    236000 | PA      | $231091.57    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                 | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $323500.53    | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                   | A&D Mortgage Trust 2026-NQM1                                                     | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |  11999080 | PA      | $12028977.17  | 0.12%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5462                               | FREDDIE MAC FHLMC_5462                                                           | CUSIP: 3137HFQ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  23993660 | PA      | $24143135.81  | 0.24%             | 2054-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                    | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588741.12    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Blackrock Inc                                        | Blackrock Inc                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     92095 | NS      | $97918166.85  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342606.94    | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2025-NQM6 Trust                                                             | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17636719 | PA      | $17724946.96  | 0.18%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    208000 | PA      | $205918.22    | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6      | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6                                  | CUSIP: 3136BQ2R9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  31859129 | PA      | $3423550.18   | 0.03%             | 2049-09-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    239000 | PA      | $252494.08    | 0.00%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 31287TSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13032 | PA      | $13666.86     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                     | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    363000 | PA      | $386623.68    | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    157000 | PA      | $166372.47    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  25863000 | PA      | $26569477.59  | 0.26%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                               | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     85000 | PA      | $55814.79     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 3128M5GV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3493 | PA      | $3672.44      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                     | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    309000 | PA      | $314373.39    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86     | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86                                 | CUSIP: 3136BXPP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  35322637 | PA      | $35264163.73  | 0.35%             | 2055-09-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                 | Cross 2024-H2 Mortgage Trust                                                     | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772263 | PA      | $1788020.81   | 0.02%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM8                                | OBX TRUST OBX_23-NQM8                                                            | CUSIP: 67118CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4968383 | PA      | $5007383.97   | 0.05%             | 2063-09-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218893.05    | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1297358 | PA      | $1299258.53   | 0.01%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    189000 | PA      | $192346.54    | 0.00%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                           | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69973.29     | 0.00%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                       | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    456000 | PA      | $448444.63    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                  | Reach ABS Trust 2025-1                                                           | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2208642 | PA      | $2214607.87   | 0.02%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                               | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2532985.77   | 0.03%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-RPL2Trust                                                              | CUSIP: 12656TAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2525000 | PA      | $1967540.35   | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4   | PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4                               | CUSIP: 69382WAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4115000 | PA      | $4066576.33   | 0.04%             | 2055-08-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22150000 | PA      | $22551670.32  | 0.22%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FNMA POOL BA4511 FN 12/45 FIXED 3.5                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140E9AM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    203438 | PA      | $196086.95    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMSH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8979 | PA      | $8929.46      | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                              | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     84000 | PA      | $88797.02     | 0.00%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                           | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    177351 | NS      | $88113297.33  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |  16743593 | PA      | $16149866.79  | 0.16%             | 2067-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3142GTT30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19974049 | PA      | $19819485.57  | 0.20%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                             | Okta Inc                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    343462 | NS      | $24900995.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies                     | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAL8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |  19250000 | PA      | $19288384.50  | 0.19%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     74000 | PA      | $73999.43     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196028.65    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    284000 | PA      | $294302.51    | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6081000 | PA      | $6150405.37   | 0.06%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                             | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    215000 | PA      | $214784.34    | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58                              | CUSIP: 38382RCF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15378875 | PA      | $1937221.46   | 0.02%             | 2051-04-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110114.71    | 0.00%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust          | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                               | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7740000 | PA      | $7770720.06   | 0.08%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513    | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                                | CUSIP: 3137HKF33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  38010317 | PA      | $38913176.06  | 0.39%             | 2054-11-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2019-HY2                                               | CUSIP: 89177HAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1424278 | PA      | $1456421.29   | 0.01%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                   | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    247000 | PA      | $263696.88    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                              | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $411502.95    | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $13020157.82  | 0.13%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $383080.44    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69959.84     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145222.54    | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140L0PD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  33893263 | PA      | $29729168.04  | 0.29%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                   | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3937000 | PA      | $3853634.60   | 0.04%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                               | BP Capital Markets America Inc                                                   | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  10545000 | PA      | $10758881.33  | 0.11%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   2582323 | PA      | $2600327.67   | 0.03%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    154000 | PA      | $152541.58    | 0.00%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364291.24    | 0.00%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                               | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $204377.64    | 0.00%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DUT56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24356076 | PA      | $24293017.12  | 0.24%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                 | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $356859.88    | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40107.32     | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22                              | CUSIP: 38381RDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  20168498 | PA      | $2542553.82   | 0.03%             | 2049-02-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3950000 | PA      | $2414155.34   | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180012.20    | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                     | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    184000 | PA      | $191592.01    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                 | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123079.57    | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184577.37    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                     | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    866988 | NS      | $70616172.60  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $126557.78    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                    | General Mills Inc                                                                | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2734000 | PA      | $2751372.52   | 0.03%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204202.47    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 31283HS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35016 | PA      | $36722.83     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                  | Dominion Energy Inc                                                              | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4400899.64   | 0.04%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    367000 | PA      | $378353.45    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1365338.65   | 0.01%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    161246 | PA      | $165332.77    | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    772000 | PA      | $708720.26    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116998.29    | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136BTFD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30460656 | PA      | $2516050.18   | 0.02%             | 2054-09-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    257000 | PA      | $257331.06    | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $132267.13    | 0.00%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                | SBNA Auto Lease Trust 2024-A                                                     | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8100000 | PA      | $8118872.19   | 0.08%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188808.69    | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2025-NQM3 Trust                                                              | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   8841263 | PA      | $8911163.20   | 0.09%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39                              | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  14234281 | PA      | $14799619.27  | 0.15%             | 2055-03-20      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7CQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14049 | PA      | $14680.29     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210610.98    | 0.00%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    239000 | PA      | $230646.42    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159                             | CUSIP: 38384YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  94219010 | PA      | $7059821.03   | 0.07%             | 2054-10-20      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    386000 | PA      | $402730.83    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                    | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46786.70     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                 | LHOME Mortgage Trust 2024-RTL1                                                   | CUSIP: 50205DAA7<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4308906.59   | 0.04%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 3128LBJH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17100 | PA      | $17814.63     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    283612 | NS      | $65820672.96  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    487000 | PA      | $496785.61    | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $367193.01    | 0.00%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                          | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5512411 | PA      | $5529444.03   | 0.05%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    223000 | PA      | $231849.31    | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    197000 | PA      | $206462.04    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US ULTRA 10YR NOTE JUN 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       183 | NC      | $122541.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US ULTRA T-BOND JUN 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1014 | NC      | $1054991.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                             | RTX Corp                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  18308000 | PA      | $18254177.02  | 0.18%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120913.62    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                       | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172528.76    | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                 | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    342000 | PA      | $322756.05    | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC CASL_24-A              | COLLEGE AVE STUDENT LOANS LLC CASL_24-A                                          | CUSIP: 19424RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18905646 | PA      | $19390302.09  | 0.19%             | 2054-06-25      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2023-NQM8 Trust                                                              | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |   6078884 | PA      | $6124138.88   | 0.06%             | 2063-09-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                              | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1630957.70   | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $192027.59    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139479.64    | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    347000 | PA      | $368963.49    | 0.00%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    456000 | PA      | $473985.69    | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                    | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    387000 | PA      | $402989.17    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                             | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    181000 | PA      | $180246.82    | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $174761.47    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                               | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576000 | PA      | $601776.64    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    120472 | NS      | $62779163.92  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Auto Receivables Trust                      | Prestige Auto Receivables Trust 2024-1                                           | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167133 | PA      | $1167800.22   | 0.01%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QVWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  40255419 | PA      | $40570093.87  | 0.40%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2839759.89   | 0.03%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                | TRICON AMERICAN HOMES TAH_20-SFR2                                                | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6775000 | PA      | $6479489.41   | 0.06%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39762.97     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    725000 | PA      | $686919.72    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                       | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    586000 | PA      | $608758.01    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $191047.20    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   4968000 | PA      | $4548966.33   | 0.05%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                        | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    825424 | PA      | $901493.41    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| eBay Inc                                             | eBay Inc                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |   1073006 | NS      | $97493325.16  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    274000 | PA      | $271984.68    | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                | Northrop Grumman Corp                                                            | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10092831.92  | 0.10%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    361000 | PA      | $358076.33    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                    | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    476280 | NS      | $59096822.40  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $412688.70    | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $381828.24    | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                             | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    187232 | NS      | $11642085.76  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust         | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2588749 | PA      | $2598109.94   | 0.03%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                             | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    241897 | NS      | $29361457.86  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30098333 | PA      | $30519712.87  | 0.30%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    342000 | PA      | $352563.58    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                   | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    447000 | PA      | $445755.19    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     58197 | NS      | $23998696.89  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118726.68    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204180.57    | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                  | Reach ABS Trust 2024-2                                                           | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445071 | PA      | $446324.71    | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                          | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9648159 | PA      | $9396564.28   | 0.09%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                      | BAE Systems PLC                                                                  | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   4050000 | PA      | $3645281.49   | 0.04%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                          | VISIO_20-1R                                                                      | CUSIP: 92837MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350928 | PA      | $341048.91    | 0.00%             | 2055-11-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                       | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2472723.51   | 0.02%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31000000 | PA      | $31497016.49  | 0.31%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501712.25    | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                             | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    374000 | PA      | $380025.58    | 0.00%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136BUS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16069653 | PA      | $16186362.24  | 0.16%             | 2054-07-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    422000 | PA      | $421483.75    | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197                             | CUSIP: 38385BEL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  61348209 | PA      | $6288424.59   | 0.06%             | 2054-12-20      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     90000 | PA      | $94775.12     | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXIX LTD                                                    | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17450000 | PA      | $17479926.75  | 0.17%             | 2038-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $103261.26    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2024-NQM1 Trust                                                             | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2473157 | PA      | $2497748.46   | 0.02%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31410F3D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2659 | PA      | $2843.66      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                   | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574000 | PA      | $602567.53    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                             | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    433000 | PA      | $419474.30    | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                     | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7156000 | PA      | $6353530.56   | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31406AWB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15738 | PA      | $16317.94     | 0.00%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QNQE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30790549 | PA      | $25850970.69  | 0.26%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT_03-1              | EQUIFIRST MORTGAGE LOAN TRUST EMLT_03-1                                          | CUSIP: 29445FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15912 | PA      | $15441.37     | 0.00%             | 2032-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38382F5U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9752875 | PA      | $1293965.56   | 0.01%             | 2050-07-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   3586000 | PA      | $3474581.48   | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $171430.62    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187552.62    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     86210 | PA      | $68983.03     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2025-NQM5 Trust                                                             | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19154052 | PA      | $19248315.34  | 0.19%             | 2070-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    262000 | PA      | $272068.09    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01          | STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                                      | CUSIP: 3137G0WL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8622732 | PA      | $8351528.39   | 0.08%             | 2033-04-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201956.70    | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2019-RPL1 Trust                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2197421 | PA      | $2152002.08   | 0.02%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                             | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    123000 | PA      | $129479.05    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                 | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    182000 | PA      | $189271.17    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55                              | CUSIP: 38382PHU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15758740 | PA      | $2235716.11   | 0.02%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAA6<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |  25769342 | PA      | $25677064.21  | 0.25%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     91000 | PA      | $93050.32     | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222894.73    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5019000 | PA      | $3596910.85   | 0.04%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186482.83    | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    686000 | PA      | $673748.78    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                 | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   5373000 | PA      | $5474368.12   | 0.05%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 16-R Ltd                                                      | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16800000 | PA      | $16817858.40  | 0.17%             | 2038-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391BQN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17103 | PA      | $17732.97     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                  | Abbott Laboratories                                                              | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4231000 | PA      | $4228649.32   | 0.04%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381337.08    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9472000 | PA      | $9496212.33   | 0.09%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    408000 | PA      | $417637.65    | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                        | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5215769.04   | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    265000 | PA      | $102517.78    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136BXQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  48020828 | PA      | $4405954.16   | 0.04%             | 2055-10-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    263000 | PA      | $265665.76    | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2022-6                                                  | CUSIP: 03465VAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |  20042022 | PA      | $19979368.76  | 0.20%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                            | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    152000 | PA      | $157352.90    | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                              | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    388000 | PA      | $311910.60    | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                             | RTX Corp                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   9518000 | PA      | $8580580.53   | 0.08%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                             | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    318000 | PA      | $317761.91    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                               | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238208.67    | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                          | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    841000 | PA      | $688036.86    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    243000 | PA      | $237558.03    | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                             | Altice France Lux 3 / Altice Holdings 1                                          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     41200 | PA      | $38766.39     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                          | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    415504 | NS      | $70527648.96  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83064.58     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $202882.58    | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                 | CHNGE Mortgage Trust 2022-NQM1                                                   | CUSIP: 12569CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3655397 | PA      | $3644918.57   | 0.04%             | 2067-06-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-HX1                 | COLT MORTGAGE LOAN TRUST COLT_21-HX1                                             | CUSIP: 19688KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $2415050.95   | 0.02%             | 2066-10-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                     | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35960.68     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    485138 | NS      | $102902621.18 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS                                | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    274000 | PA      | $283966.95    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                               | MPOWER Education Trust 2024-A                                                    | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4966909 | PA      | $5147502.81   | 0.05%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                       | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40874514 | PA      | $40129707.02  | 0.40%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                              | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    274000 | PA      | $274969.55    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    216544 | NS      | $32065835.52  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 3132JNRJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99900 | PA      | $96570.04     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                             | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     71000 | PA      | $73911.14     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    627167 | NS      | $195525583.92 | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3128S4EM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3068 | PA      | $3190.14      | 0.00%             | 2036-08-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| altice Luxembourg SA                                 | altice Luxembourg SA                                                             | CUSIP: 000000000<br>LEI: 2221006ZDZREFLFIFQ42 | N/A              | DE               |  | LU        |       172 | NS      | $2697.10      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140EUKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    242473 | PA      | $233901.00    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                   | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2208853.97   | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                               | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521000 | PA      | $539126.14    | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3132DTPP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  77737282 | PA      | $76236464.54  | 0.76%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    675000 | PA      | $699051.51    | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $108442.26    | 0.00%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    164000 | PA      | $172611.78    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE TRUST RMLT_20-1                 | RESIDENTIAL MORTGAGE TRUST RMLT_20-1                                             | CUSIP: 76119CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41309 | PA      | $41081.03     | 0.00%             | 2060-01-26      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Trust 2026-R1                                                     | CUSIP: 694971AA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |  11950000 | PA      | $11948794.25  | 0.12%             | 2033-12-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $62474.97     | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    107000 | PA      | $102516.81    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60635.13     | 0.00%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                             | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    358307 | NS      | $114708402.98 | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  31991000 | PA      | $32956586.57  | 0.33%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                       | ACHV ABS TRUST 2024-1PL                                                          | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276639 | PA      | $277827.38    | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    186000 | PA      | $192510.77    | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                             | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    465000 | PA      | $445309.15    | 0.00%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    362000 | PA      | $354717.76    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                   | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $208859.94    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                               | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    419315 | NS      | $32224357.75  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                        | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171382.59    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                              | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    262000 | PA      | $266587.15    | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                | Northrop Grumman Corp                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1879115.42   | 0.02%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                              | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $595611.78    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    332000 | PA      | $344924.42    | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                    | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    265148 | NS      | $62015465.72  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKC_21-8A                                           | OAKC_21-8A                                                                       | CUSIP: 67707GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4025000 | PA      | $4037630.45   | 0.04%             | 2038-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $42974.43     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $200673.95    | 0.00%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                  | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    145000 | PA      | $110422.89    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2021-2R Mortgage Loan Trust                                                 | CUSIP: 12656YAA5<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1424685 | PA      | $1296972.57   | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                              | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $4009162.40   | 0.04%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    302000 | PA      | $311191.50    | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36220558 | PA      | $36851243.62  | 0.37%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3138AP3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7320 | PA      | $7294.51      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                              | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $307190.36    | 0.00%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128MD6C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67387 | PA      | $67012.47     | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                            | Block Inc                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    390070 | NS      | $24847459.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I           | Research-Driven Pagaya Motor Trust 2024-1                                        | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    984704 | PA      | $986103.06    | 0.01%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $78485.24     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    177000 | PA      | $181697.47    | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                             | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142550.35    | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8104394 | PA      | $8205921.13   | 0.08%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $371981.32    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                    | L3Harris Technologies Inc                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2633033.62   | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25510452 | PA      | $26182084.76  | 0.26%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QNTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23804168 | PA      | $21562768.35  | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   5433000 | PA      | $5474917.58   | 0.05%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                            | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104698.64    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2019-1                                                   | CUSIP: 05683VBJ2<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8494381.50   | 0.08%             | 2034-04-19      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2024-5                                              | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1427251 | PA      | $1433482.90   | 0.01%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                    | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $120432.45    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    121000 | PA      | $124307.99    | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                 | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68601.72     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125255.53    | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2021-NQM2                                        | CUSIP: 10569EAC5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    310048 | PA      | $305136.15    | 0.00%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    188000 | PA      | $195308.22    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112587.13    | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    807000 | PA      | $780214.24    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    199000 | PA      | $208162.91    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                 | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    351000 | PA      | $374489.28    | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                         | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     52000 | PA      | $53418.03     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HJAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16953873 | PA      | $17156273.25  | 0.17%             | 2054-10-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    183000 | PA      | $182572.20    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                         | NiSource Inc                                                                     | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3782288.20   | 0.04%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2019-HY1                                               | CUSIP: 89177EAA7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1094228 | PA      | $1096124.69   | 0.01%             | 2048-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    203000 | PA      | $180703.27    | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    321000 | PA      | $319327.20    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3140QVKW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35437067 | PA      | $36008070.74  | 0.36%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131689.68    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                               | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74220.85     | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   6308618 | PA      | $6381866.59   | 0.06%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | EFMT 2025-NQM6                                                                   | CUSIP: 281916AE6<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |  10952972 | PA      | $11014075.53  | 0.11%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    937175 | NS      | $368066109.50 | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 3128M4CE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4341 | PA      | $4540.21      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $254236.94    | 0.00%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                             | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    256000 | PA      | $253856.05    | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                             | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    462000 | PA      | $447468.25    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                           | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3130305.38   | 0.03%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    388000 | PA      | $397941.45    | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                | Becton Dickinson & Co                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    274761 | NS      | $48489821.28  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107173.47    | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     83000 | PA      | $73612.25     | 0.00%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                             | Mill City Mortgage Loan Trust 2018-3                                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1621575 | PA      | $1606745.09   | 0.02%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    206000 | PA      | $199604.51    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $184109.49    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                   | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     53112 | NS      | $9496956.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   7200000 | PA      | $7350207.84   | 0.07%             | 2042-03-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                       | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5244296 | PA      | $5284106.64   | 0.05%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    189783 | NS      | $31149083.79  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    216802 | NS      | $80715384.60  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    217000 | PA      | $221941.34    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573    | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573                                | CUSIP: 3137HMSM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  29486826 | PA      | $1704338.52   | 0.02%             | 2055-09-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 3128MJSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213593 | PA      | $207466.23    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors                                       | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16589000 | PA      | $16814663.48  | 0.17%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31418BDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86427 | PA      | $87332.40     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2020-RPL1                                        | CUSIP: 10568YAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    873748 | PA      | $863107.00    | 0.01%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                         | METLIFE SECURITIZATION TRUST 2018-1                                              | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1657956 | PA      | $1630560.45   | 0.02%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     87000 | PA      | $89299.10     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    304000 | PA      | $314998.94    | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust               | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14294808 | PA      | $14506279.20  | 0.14%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                      | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    543000 | PA      | $551297.99    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31413HCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17115 | PA      | $17882.98     | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |    141000 | PA      | $138542.35    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247450.34    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5440                               | FREDDIE MAC FHLMC_5440                                                           | CUSIP: 3137HDZC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  41066429 | PA      | $3696894.43   | 0.04%             | 2054-07-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79519.86     | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9055000 | PA      | $9423213.40   | 0.09%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                          | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   2740049 | NS      | $485509282.31 | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64596.08     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                         | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    524167 | NS      | $97893428.92  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                             | ANGEL OAK MORTGAGE TRUST AOMT_20-6                                               | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490157 | PA      | $463157.73    | 0.00%             | 2065-05-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                   | Albertsons Cos Inc                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    257000 | PA      | $257985.98    | 0.00%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Trust 2024-3                                                      | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   4896072 | PA      | $4921577.11   | 0.05%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78403.54     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185339.71    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                    | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     99432 | NS      | $21027879.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6345000 | PA      | $6361060.43   | 0.06%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2021-R1                                               | CUSIP: 92538BAC7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    376116 | PA      | $371077.52    | 0.00%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                 | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    159844 | NS      | $38496828.96  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $2808309.43   | 0.03%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2        | VISTA POINT SECURITIZATION TRUST VSTA_25-CES2                                    | CUSIP: 92842UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8950000 | PA      | $9123278.27   | 0.09%             | 2055-08-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                            | PG&E Corp                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55932.24     | 0.00%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    515588 | NS      | $160569570.84 | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                      | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    180433 | NS      | $52293092.06  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Trust 2024-2                                                      | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    625462 | PA      | $627847.48    | 0.01%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                                        | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $885438.26    | 0.01%             | 2065-05-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                | Tricon American Homes 2020-SFR1                                                  | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4058869.62   | 0.04%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EMT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19279 | PA      | $19239.26     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    246000 | PA      | $256096.47    | 0.00%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $213167.56    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    237000 | PA      | $237106.08    | 0.00%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE JUN 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1438 | NC      | $-519371.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38384UXN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  44202514 | PA      | $5283942.00   | 0.05%             | 2054-08-20      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     97000 | PA      | $92133.37     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                 | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106816.85    | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    145000 | PA      | $155869.47    | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                   | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    471464 | NS      | $49994042.56  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4559000 | PA      | $4874372.04   | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $409768.87    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TR                     | NEW RESIDENTIAL MORTGAGE LOAN TR                                                 | CUSIP: 64829HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    514721 | PA      | $500560.03    | 0.00%             | 2056-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                      | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $468984.60    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                               | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183756.38    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    740000 | PA      | $789055.13    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3133KNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24532191 | PA      | $21396644.80  | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                             | Ajax Mortgage Loan Trust 2021-A                                                  | CUSIP: 00971AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9206553 | PA      | $8491867.27   | 0.08%             | 2065-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    411000 | PA      | $417576.12    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                     | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    636000 | PA      | $599694.88    | 0.01%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74                              | CUSIP: 38382RHM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  18236643 | PA      | $2596549.70   | 0.03%             | 2051-04-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                          | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    621063 | NS      | $79465010.85  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289681.00    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    232000 | PA      | $231399.45    | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29637.37     | 0.00%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136752.48    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    173000 | PA      | $177967.76    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US LONG BOND JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1619 | NC      | $1468531.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10     | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10                                 | CUSIP: 3136BUS68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  13490836 | PA      | $13473375.23  | 0.13%             | 2055-02-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    193000 | PA      | $199060.58    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    466000 | PA      | $515162.75    | 0.01%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69282.83     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5511336.99   | 0.05%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QVE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24696188 | PA      | $25494739.64  | 0.25%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                           | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    478328 | NS      | $41370588.72  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9718133.40   | 0.10%             | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                           | Progress Residential 2024-SFR1 Trust                                             | CUSIP: 74331QAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   9458041 | PA      | $9216316.34   | 0.09%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                           | PACCAR Inc                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    254970 | NS      | $32149167.30  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya Ai Debt Grantor Trust 2025-6                                              | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10149065 | PA      | $10125544.13  | 0.10%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  52000000 | PA      | $48998583.40  | 0.49%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4579000 | PA      | $4596889.84   | 0.05%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                       | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52956.74     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | Ellington Financial Mortgage Trust 2019-2                                        | CUSIP: 31573TAC2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    238528 | PA      | $235164.41    | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                               | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $260218.66    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |     58000 | PA      | $58384.14     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                | Chobani Holdco II LLC                                                            | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228113 | PA      | $244937.67    | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4706486.69   | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                              | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $65006.87     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |  27876186 | PA      | $28203193.57  | 0.28%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39634.80     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                 | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     91000 | PA      | $98875.22     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38384JJ96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  45906931 | PA      | $8639408.95   | 0.09%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   6825000 | PA      | $6814545.22   | 0.07%             | 2038-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76202.70     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                             | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    119000 | PA      | $108527.29    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                           | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    155000 | PA      | $159597.00    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                             | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $572169.40    | 0.01%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AC1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     78523 | PA      | $77070.74     | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    249000 | PA      | $252980.55    | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122601.69    | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                               | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |    389240 | NS      | $31797015.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    377000 | PA      | $384622.80    | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                               | MPOWER Education Trust 2025-1                                                    | CUSIP: 62477DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10639691 | PA      | $10860225.50  | 0.11%             | 2042-12-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51916.38     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2025-5                                              | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12499517 | PA      | $12579673.92  | 0.12%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18174.37     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                               | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    824000 | PA      | $802988.65    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                  | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    477000 | PA      | $507319.47    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                    | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115078.87    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31385JMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2415 | PA      | $2503.78      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2023-6                                                | CUSIP: 92539XAB0<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |   2093953 | PA      | $2107297.92   | 0.02%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd              | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     76000 | PA      | $79946.07     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                               | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $142153.55    | 0.00%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    459000 | PA      | $449768.75    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                   | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2478074.82   | 0.02%             | 2036-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                              | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    607000 | PA      | $520506.05    | 0.01%             | 2029-03-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    106699 | PA      | $106153.69    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                 | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97919.96     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                             | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $105203.70    | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                   | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $150606.77    | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                    | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $190523.58    | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX 2021-LBA3 Mortgage Trust                                                      | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14175000 | PA      | $14131267.29  | 0.14%             | 2036-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    413000 | PA      | $425388.34    | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                         | Upstart Securitization Trust                                                     | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1109854 | PA      | $1112173.06   | 0.01%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                        | Lendbuzz Securitization Trust 2023-3                                             | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2188306 | PA      | $2228347.28   | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 3128M5XX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       301 | PA      | $318.17       | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    247000 | PA      | $259946.88    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79632.10     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4906                        | FREDDIE MAC REMICS FHLMC_4906                                                    | CUSIP: 3137FNWB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  18198648 | PA      | $2267853.66   | 0.02%             | 2049-09-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                     | ACHM Trust 2025-HE2                                                              | CUSIP: 00112XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25994796 | PA      | $26383766.93  | 0.26%             | 2055-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    252000 | PA      | $252283.12    | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35470000 | PA      | $32768868.09  | 0.32%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_24-1            | PRESTIGE AUTO RECEIVABLES TRUST PART_24-1                                        | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7050000 | PA      | $7082415.90   | 0.07%             | 2029-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3357000 | PA      | $3394657.31   | 0.03%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                         | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |    174383 | NS      | $30773368.01  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $40762.37     | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                        | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    242000 | PA      | $252588.17    | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2020-CX Mortgage Trust                                                      | CUSIP: 12656KAE7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   3275000 | PA      | $2742101.83   | 0.03%             | 2046-11-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                             | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    282000 | PA      | $281299.79    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                     | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    386000 | PA      | $343246.53    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    211000 | PA      | $207869.07    | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                               | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $174243.29    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93314.23     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                   | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $345199.54    | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                          | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |   1069908 | NS      | $102967945.92 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                              | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    339000 | PA      | $328963.51    | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $337278.00    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    231000 | PA      | $242209.88    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                             | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107662.72    | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AB3<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     50895 | PA      | $49935.58     | 0.00%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1954000 | PA      | $2025701.48   | 0.02%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2025-NQM13 Trust                                                             | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |  13312015 | PA      | $13463310.27  | 0.13%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3140EUJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165990 | PA      | $163261.19    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                             | International Business Machines Corp                                             | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  10360000 | PA      | $10341824.20  | 0.10%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                          | Bacardi Ltd                                                                      | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  21031000 | PA      | $20274614.57  | 0.20%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                              | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $200298.03    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STAR_22-SFR3                                         | STAR_22-SFR3                                                                     | CUSIP: 78474PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12100000 | PA      | $12108133.62  | 0.12%             | 2039-05-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                                 | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1900814.66   | 0.02%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2024-NQM2                                        | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4980929 | PA      | $5029712.29   | 0.05%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                              | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    262000 | PA      | $269342.28    | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106875.03    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A     | GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A                                 | CUSIP: 38138TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   9175000 | PA      | $9187074.30   | 0.09%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited      | HOMES 2025-AFC2 Trust                                                            | CUSIP: 43761YAA2<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   8754608 | PA      | $8858912.53   | 0.09%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    114000 | PA      | $119068.18    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                       | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    113490 | NS      | $58698162.90  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   2166792 | PA      | $2166915.46   | 0.02%             | 2041-11-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                        | Synaptics Inc                                                                    | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97490.31     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    382000 | PA      | $378416.47    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2024-2                                                | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |   2278526 | PA      | $2296275.53   | 0.02%             | 2069-02-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    462000 | PA      | $488051.79    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229936.38    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                         | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    509201 | NS      | $162715179.55 | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                               | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    589000 | PA      | $413839.23    | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                      | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   4312000 | PA      | $4463534.82   | 0.04%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1815876 | NS      | $90485101.08  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96319.93     | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Selection Trust                                                   | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7807860 | PA      | $7853312.75   | 0.08%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    428000 | PA      | $437613.80    | 0.00%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 31427NWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  56692259 | PA      | $55189210.34  | 0.55%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                 | Lockheed Martin Corp                                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4887085.35   | 0.05%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83264.18     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    282000 | PA      | $284253.33    | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126912.98    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EMT50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19279 | PA      | $19239.26     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184                             | CUSIP: 38384XH97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  56297103 | PA      | $3565785.29   | 0.04%             | 2054-11-20      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    256000 | PA      | $240161.62    | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-NQM1 Trust                                                              | CUSIP: 55283FAA6<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1986177 | PA      | $1893491.47   | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    369000 | PA      | $387184.20    | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140E9HJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    233592 | PA      | $225271.27    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $313332.90    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    241279 | PA      | $236658.80    | 0.00%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    263000 | PA      | $261943.13    | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                            | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    178024 | NS      | $71656440.24  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    317000 | PA      | $316071.38    | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67877.30     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WFR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    294871 | PA      | $284368.24    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    102000 | PA      | $106822.95    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31417CC45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49971 | PA      | $49556.03     | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EMT35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19279 | PA      | $19239.26     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                     | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    270000 | PA      | $286526.36    | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $134493.28    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131020.36    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                             | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    259000 | PA      | $251804.22    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                   | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    452000 | PA      | $456161.80    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84102.43     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66                              | CUSIP: 38382RE53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  29134836 | PA      | $4147818.86   | 0.04%             | 2051-04-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99493.08     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2024-RCF2 LLC                                                               | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4103634 | PA      | $4053161.47   | 0.04%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited      | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AA9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   9187373 | PA      | $9259599.71   | 0.09%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                | SBNA Auto Lease Trust 2023-A                                                     | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25663 | PA      | $25707.71     | 0.00%             | 2027-04-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                          | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    274000 | PA      | $260906.79    | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                   | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    478000 | PA      | $489707.81    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3140E9JT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241719 | PA      | $238295.40    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2020-NQM1                                        | CUSIP: 105699AA0<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    328812 | PA      | $322369.33    | 0.00%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    257000 | PA      | $257003.26    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EMT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19279 | PA      | $19239.29     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    304298 | PA      | $307871.86    | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    398000 | PA      | $392242.81    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16325000 | PA      | $16351430.18  | 0.16%             | 2032-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-77                              | CUSIP: 38382FAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  19765169 | PA      | $2753078.56   | 0.03%             | 2049-05-20      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    198000 | PA      | $208665.19    | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    462000 | PA      | $485680.71    | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7412000 | PA      | $7511707.27   | 0.07%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3133KPJ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21155321 | PA      | $21030955.24  | 0.21%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    629000 | PA      | $516838.34    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    339000 | PA      | $345851.54    | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                               | BP Capital Markets America Inc                                                   | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $3385316.33   | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                | Norfolk Southern Corp                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   5434000 | PA      | $5417366.35   | 0.05%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38385BPB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17969897 | PA      | $1823114.36   | 0.02%             | 2054-12-20      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                  | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138388.26    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                 | Jacobs Solutions Inc                                                             | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |    298790 | NS      | $41191189.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6155260.76   | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                             | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    168000 | PA      | $140969.10    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                  | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    302000 | PA      | $281765.78    | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    527148 | NS      | $61333669.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                          | PRKCM 2021-AFC2 Trust                                                            | CUSIP: 69361JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9528000 | PA      | $7373533.40   | 0.07%             | 2056-11-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                             | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    119000 | PA      | $124029.11    | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184510.59    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38381USC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17885908 | PA      | $18038898.38  | 0.18%             | 2055-09-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                     | FREDDIE MAC FHLMC_326                                                            | CUSIP: 31325VB94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  22595539 | PA      | $2513677.76   | 0.02%             | 2044-03-15      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140W3G60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  31644995 | PA      | $31434487.71  | 0.31%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                  | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $446685.77    | 0.00%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| APID_12-11A                                          | APID_12-11A                                                                      | CUSIP: 03763YCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  12575000 | PA      | $12580759.35  | 0.12%             | 2034-04-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                               | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $317013.40    | 0.00%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                | James Hardie International Finance DAC                                           | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    319000 | PA      | $318433.45    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-50                         | FANNIE MAE REMICS FNMA_23-50                                                     | CUSIP: 3136BQLR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  20515791 | PA      | $2076907.89   | 0.02%             | 2049-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    203000 | PA      | $205084.62    | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3180983.98   | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                                    | CUSIP: 10569EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2725000 | PA      | $2591074.70   | 0.03%             | 2060-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $6038699.14   | 0.06%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                             | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80144.41     | 0.00%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15     | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15                                 | CUSIP: 3136BVQR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16564025 | PA      | $16725560.43  | 0.17%             | 2055-04-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31412WZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11552 | PA      | $12069.92     | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                 | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     29037 | NS      | $29303559.66  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO                                      | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    416000 | PA      | $453273.55    | 0.00%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                 | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55152.30     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                               | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    604000 | PA      | $597220.54    | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7598982.13   | 0.08%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    854000 | PA      | $813820.00    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    591000 | PA      | $598707.36    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  14120000 | PA      | $14686677.23  | 0.15%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 31298WFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35351 | PA      | $36261.48     | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                             | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $302400.42    | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5L32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101802 | PA      | $107707.70    | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137380.04    | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                 | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66535.67     | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAD6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |  14135000 | PA      | $13959248.24  | 0.14%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                          | FIGRE Trust 2025-PF2                                                             | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7531961 | PA      | $7609066.87   | 0.08%             | 2055-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AL4288 FN 10/43 FIXED VAR                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138ELXS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175992 | PA      | $177836.27    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    339000 | PA      | $342882.83    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15037765 | PA      | $15107640.95  | 0.15%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189675.18    | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197                             | CUSIP: 38385BEV8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  59404659 | PA      | $5073157.88   | 0.05%             | 2054-12-20      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                  | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    991420 | PA      | $952442.78    | 0.01%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   9060000 | PA      | $9034603.28   | 0.09%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                  | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    261000 | PA      | $254560.58    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $192244.73    | 0.00%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    138000 | PA      | $133138.41    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 31427NJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17925887 | PA      | $18357912.35  | 0.18%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2025-13                                                 | CUSIP: 034952AC5<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-MBS          | CORP              | US        |   9574843 | PA      | $9616049.33   | 0.10%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                             | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $79177.46     | 0.00%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |   1011953 | PA      | $1017897.66   | 0.01%             | 2031-11-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    508000 | PA      | $320621.72    | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6905306 | PA      | $6516106.54   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192455.41    | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2018-6                                                 | CUSIP: 89176LAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    405696 | PA      | $403928.52    | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                               | CACI International Inc                                                           | CUSIP: 127190AG1<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    127000 | PA      | $130850.21    | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                              | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    457457 | PA      | $505504.07    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    419000 | PA      | $422053.31    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1108775.30   | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  15612000 | PA      | $16016560.23  | 0.16%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1190000 | PA      | $1215633.07   | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XNBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  42628585 | PA      | $43295664.67  | 0.43%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    701000 | PA      | $701394.22    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2022-NQM2 Trust                                                              | CUSIP: 55285QAA0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |  23973229 | PA      | $24077692.72  | 0.24%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3792.97      | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                           | GITSIT Mortgage Loan Trust 2025-NPL2                                             | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10102697 | PA      | $10103129.56  | 0.10%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                  | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     43033 | NS      | $14728474.58  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                             | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146291.55    | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $14863.82     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31414PKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8489 | PA      | $8795.07      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158237.07    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    174000 | PA      | $180808.17    | 0.00%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AX9969 FN 12/29 FIXED 3.5                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138YCCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    133264 | PA      | $131995.08    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                              | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    615182 | NS      | $58565326.40  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBERCOP SPA                                         | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     78000 | PA      | $79374.85     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15414653 | PA      | $15619310.30  | 0.15%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $107297.32    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7134000 | PA      | $7167083.18   | 0.07%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                             | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    213714 | PA      | $218285.78    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                   | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    229766 | NS      | $148929725.88 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD             | GoldenTree Loan Management US CLO 19 Ltd                                         | CUSIP: 38138WAN4<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |  17000000 | PA      | $17010455.00  | 0.17%             | 2039-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138XZGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    193573 | PA      | $192368.42    | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150327.12    | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                               | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268159.27    | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41198.22     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31418BD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113565 | PA      | $114755.17    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |  20379269 | PA      | $20513425.91  | 0.20%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Bonds                                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47300000 | PA      | $36812703.13  | 0.36%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                        | COLUMBIA SHORT TERM CASH FUND                                                    | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 351299405 | NS      | $351229145.35 | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MMP Capital                                          | MMP Capital 2025-A LLC                                                           | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7186614 | PA      | $7241030.33   | 0.07%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                  | Gilead Sciences Inc                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  35606000 | PA      | $35604984.87  | 0.35%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138AKT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10686 | PA      | $10656.43     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    393000 | PA      | $406761.44    | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                           | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1721141 | NS      | $86298009.74  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    349639 | NS      | $50837510.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                             | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119145.03    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    424000 | PA      | $436147.98    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                             | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    163072 | NS      | $33041648.64  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    139000 | PA      | $140055.86    | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228    | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228                                | CUSIP: 3137H7VH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  19664843 | PA      | $2454227.45   | 0.02%             | 2047-01-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                             | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $330734.46    | 0.00%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WBZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     85416 | PA      | $84697.67     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8682000 | PA      | $8726582.91   | 0.09%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2019-AFC1 Trust                                                             | CUSIP: 12596XAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1397186 | PA      | $1361552.26   | 0.01%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                | VOLT CII LLC                                                                     | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1188478 | PA      | $1188493.00   | 0.01%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    362000 | PA      | $375826.87    | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157614.35    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2022-1 Mortgage Loan Trust                                                  | CUSIP: 19688HAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   9361903 | PA      | $8729065.30   | 0.09%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                        | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    376585 | NS      | $85684385.05  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4933586 | PA      | $4962454.17   | 0.05%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128116.11    | 0.00%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    269000 | PA      | $279248.01    | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                              | Aon PLC                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |    167874 | NS      | $56316690.78  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceanview Mortgage Trust                             | Oceanview Mortgage Loan Trust 2020-1                                             | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769490 | PA      | $733775.01    | 0.01%             | 2050-05-28      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                       | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     33122 | NS      | $28935379.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                           | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    524000 | PA      | $516762.48    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                             | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    358000 | PA      | $377020.40    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61001.20     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                   | A&D Mortgage Trust 2025-NQM3                                                     | CUSIP: 00250FAC7<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |  13989404 | PA      | $14136552.61  | 0.14%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-87     | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-87                                 | CUSIP: 3136BTB51<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  13345272 | PA      | $13506498.62  | 0.13%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                              | NYMT Loan Trust 2025-INV2                                                        | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |  13045342 | PA      | $13119192.07  | 0.13%             | 2060-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78215.41     | 0.00%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2018-RPL9 Trust                                                             | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   6673105 | PA      | $6528946.90   | 0.06%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197                             | CUSIP: 38385BDH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  50797156 | PA      | $4629703.59   | 0.05%             | 2054-12-20      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220579.65    | 0.00%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAB6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   9072885 | PA      | $9074599.66   | 0.09%             | 2030-11-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                  | Ascend Learning LLC 2025 Repriced Term Loan B                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    314763 | PA      | $299024.40    | 0.00%             | 2028-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                  | Reach Abs Trust 2026-1                                                           | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9850000 | PA      | $9849166.69   | 0.10%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                           | PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8                                   | CUSIP: 74333TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11910000 | PA      | $11731269.01  | 0.12%             | 2038-10-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                 | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5946079.24   | 0.06%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                             | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    312000 | PA      | $310810.39    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    386000 | PA      | $400082.37    | 0.00%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                      | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    201000 | PA      | $206195.06    | 0.00%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86613.16     | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                  | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    790424 | NS      | $50903305.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WFXK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    262955 | PA      | $253452.71    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6L97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14895 | PA      | $15759.57     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                    | Imperial Fund Mortgage Trust 2021-NQM2                                           | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3922574 | PA      | $3428304.99   | 0.03%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                | Basswood Park CLO Ltd                                                            | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19999780.00  | 0.20%             | 2034-04-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                     | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $169408.11    | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                               | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    136841 | NS      | $20378361.72  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6              | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1428056 | PA      | $1433872.10   | 0.01%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                               | Marlette Funding Trust 2024-1                                                    | CUSIP: 57108VAB8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |   3526027 | PA      | $3537475.65   | 0.04%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| WEX INC                                              | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326185.15    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $191236.01    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $566908.98    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                       | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    647732 | NS      | $63490690.64  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                  | TE Connectivity PLC                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |    423649 | NS      | $97502817.35  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ION PLAT FIN US/SARL                                 | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $208252.41    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                     | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    283000 | PA      | $274331.68    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                             | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $51188.92     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                             | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    528000 | PA      | $546642.80    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                           | iShares Core MSCI EAFE ETF                                                       | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |   2993653 | NS      | $294335962.96 | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I           | Research-Driven Pagaya Motor Asset Trust IV                                      | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000548 | PA      | $991458.45    | 0.01%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    134000 | PA      | $129089.54    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                               | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    650000 | PA      | $619932.21    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    652000 | PA      | $688161.28    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                             | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $479788.29    | 0.00%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    280000 | PA      | $296346.97    | 0.00%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3563364.01   | 0.04%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                              | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $456107.01    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                          | Bacardi Ltd                                                                      | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1510000 | PA      | $1523124.82   | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $1893319.94   | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                        | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $249179.96    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101785.70    | 0.00%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     94000 | PA      | $102007.37    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $170895.38    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                             | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379499.84    | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-AFC1 Trust                                                             | CUSIP: 12657LAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2864820 | PA      | $2445724.33   | 0.02%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                     | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97010.01     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8400000 | PA      | $8501979.31   | 0.08%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM2                              | A&D MTG TR ADMT_24-NQM2                                                          | CUSIP: 00002NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20176285 | PA      | $20425167.86  | 0.20%             | 2069-04-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460168.37    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194465.31    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112837.85    | 0.00%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74324.46     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                       | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249430 | NS      | $34221796.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $183424.73    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140E6C75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    319536 | PA      | $308237.14    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc               | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    356703 | NS      | $29331687.69  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VISIO_20-1R                                          | VISIO_20-1R                                                                      | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    308401 | PA      | $299190.41    | 0.00%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2025-R3                                             | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5081664 | PA      | $5086893.95   | 0.05%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 31292KYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6374 | PA      | $6777.13      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    752000 | PA      | $720492.62    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2025-12 Mortgage Loan Trust                                                 | CUSIP: 19688UAD4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |  10366860 | PA      | $10418807.30  | 0.10%             | 2071-01-26      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    386143 | NS      | $64296670.93  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |   8099807 | PA      | $8136766.11   | 0.08%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131608.36    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139144.03    | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193384.99    | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385HNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22358 | PA      | $23425.27     | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7657816 | PA      | $7629576.56   | 0.08%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HLZE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15293466 | PA      | $15637670.05  | 0.15%             | 2055-06-25      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133677.93    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                    | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323650.05    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359669.68    | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $7157131.80   | 0.07%             | 2042-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154747.22    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217121.22    | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HKPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7330342 | PA      | $7457197.44   | 0.07%             | 2055-04-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                 | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    371000 | PA      | $388650.68    | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2021-NQM1                                        | CUSIP: 10569TAC2<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1423596 | PA      | $1347848.39   | 0.01%             | 2049-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    398000 | PA      | $418622.20    | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                   | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    167000 | PA      | $173740.29    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    147000 | PA      | $155521.03    | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $117814.63    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                  | Starwood Mortgage Residential Trust 2019-INV1                                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359584 | PA      | $357282.06    | 0.00%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51963.28     | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44964.24     | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL G04477                             | FREDDIE MAC GOLD                                                                 | CUSIP: 3128M6JW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1077 | PA      | $1138.93      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                 | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202829.17    | 0.00%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    153201 | PA      | $146499.17    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                | Campbell's Company/The                                                           | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $7310329.45   | 0.07%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3111059.98   | 0.03%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $185022.27    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                             | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    342000 | PA      | $341358.95    | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                 | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149900.42    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2020-RPL4 Trust                                                             | CUSIP: 126405AA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2718763 | PA      | $2497154.42   | 0.02%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                  | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |  11141159 | PA      | $11197688.86  | 0.11%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    272000 | PA      | $261487.65    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278754.22    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                             | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $259749.35    | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216628 | PA      | $208586.65    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2023-LIFE                                                               | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7225000 | PA      | $7194172.22   | 0.07%             | 2028-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                     | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149025.84    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                          | Heineken NV                                                                      | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   8690000 | PA      | $8631880.33   | 0.09%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DTMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  23238363 | PA      | $21949750.41  | 0.22%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-RPL2Trust                                                              | CUSIP: 12656TAD0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   4775000 | PA      | $3782694.84   | 0.04%             | 2060-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $145503.65    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2021-R1                                               | CUSIP: 92538BAB9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    295180 | PA      | $291106.41    | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                         | Tapestry Inc                                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    191421 | NS      | $29760222.87  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38384JAV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14738504 | PA      | $2121233.27   | 0.02%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    329268 | PA      | $319312.02    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    254000 | PA      | $260313.33    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $101711.69    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    322000 | PA      | $335090.13    | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     38456 | PA      | $34222.24     | 0.00%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                              | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    197000 | PA      | $205579.62    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4980673.14   | 0.05%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                       | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51160.42     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    154000 | PA      | $162247.98    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                       | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2953817 | PA      | $2959893.97   | 0.03%             | 2033-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    249000 | PA      | $258775.08    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                         | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     72151 | NS      | $29870514.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                           | MFA 2023-NQM4 Trust                                                              | CUSIP: 55286LAA0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1722404 | PA      | $1733118.88   | 0.02%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                             | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129805.90    | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                            | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1422227 | NS      | $375723928.86 | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE JUN 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       692 | NC      | $296351.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                             | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $3044849.67   | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                              | John Deere Capital Corp                                                          | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7039708.12   | 0.07%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    269000 | PA      | $264873.45    | 0.00%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113966.32    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    163000 | PA      | $171479.56    | 0.00%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38385BSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  48496241 | PA      | $5336919.22   | 0.05%             | 2054-12-20      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HK4A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16864382 | PA      | $17054091.01  | 0.17%             | 2055-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                          | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3939000 | PA      | $4086121.59   | 0.04%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD              | GoldenTree Loan Management US CLO 27 Ltd                                         | CUSIP: 38140AAC2<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $18033246.00  | 0.18%             | 2039-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    219000 | PA      | $220968.65    | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2020-6                                                  | CUSIP: 03465AAD1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   2575000 | PA      | $2337513.93   | 0.02%             | 2065-05-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                     | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $387740.43    | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    331000 | PA      | $303093.89    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2021-CM2 Trust                                                              | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8421963 | PA      | $8066386.58   | 0.08%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    297000 | PA      | $306298.64    | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     91000 | PA      | $90956.73     | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126978.99    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                       | Home Partners of America 2019-2 Trust                                            | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6365163 | PA      | $6205090.30   | 0.06%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3516959.96   | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    516000 | PA      | $505127.27    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77197 | PA      | $72584.58     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $74139.66     | 0.00%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    151000 | PA      | $156082.34    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2024-NQM3                                        | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   7265165 | PA      | $7340792.06   | 0.07%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                        | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212754.83    | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154                             | CUSIP: 38383AET7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  36547034 | PA      | $5267184.07   | 0.05%             | 2051-09-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AD8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   2925000 | PA      | $2727609.30   | 0.03%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38384JF25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32247693 | PA      | $4167269.37   | 0.04%             | 2051-08-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |   3914463 | PA      | $3976933.15   | 0.04%             | 2042-06-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12286000 | PA      | $10640413.07  | 0.11%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                               | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219319.46    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                     | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $313564.41    | 0.00%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Funding Trust 2024-3                                                     | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4930 | PA      | $4930.42      | 0.00%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $160453.90    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128L1WP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       289 | PA      | $305.86       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                          | FIGRE Trust 2025-FL1                                                             | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7037302 | PA      | $7087444.54   | 0.07%             | 2055-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    632000 | PA      | $645507.17    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    365000 | PA      | $375470.10    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                              | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    739000 | PA      | $742192.96    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                             | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $250811.29    | 0.00%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    367000 | PA      | $352723.19    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  19600000 | PA      | $18986470.85  | 0.19%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    518361 | PA      | $520781.08    | 0.01%             | 2042-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98                              | CUSIP: 38382TC93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  14513067 | PA      | $2225069.37   | 0.02%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    242000 | PA      | $233174.91    | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EDGEX_25-2NN                                         | EDGEX_25-2NN                                                                     | CUSIP: 28057AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11062681 | PA      | $11093557.75  | 0.11%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186599.91    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293250.00    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $381134.71    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                             | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    118000 | PA      | $124804.51    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80460.87     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39804.18     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    248000 | PA      | $251278.79    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DUY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18143701 | PA      | $18436942.77  | 0.18%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                       | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    523000 | PA      | $561070.68    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1        | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275524 | PA      | $268574.90    | 0.00%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11368.75     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                             | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   4032000 | PA      | $3919535.91   | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191465.57    | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                   | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6950000 | PA      | $6688448.57   | 0.07%             | 2036-01-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $244405.69    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    289000 | PA      | $291499.96    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    711530 | PA      | $714423.62    | 0.01%             | 2034-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    279779 | PA      | $280676.21    | 0.00%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                             | Met Tower Global Funding                                                         | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   6379000 | PA      | $6607207.93   | 0.07%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                       | ACHV ABS TRUST 2024-1PL                                                          | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731670 | PA      | $739958.47    | 0.01%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    302000 | PA      | $310738.26    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     96000 | PA      | $98014.76     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  52409276 | PA      | $45678161.88  | 0.45%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19957.23     | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                             | Met Tower Global Funding                                                         | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   6338000 | PA      | $6351713.83   | 0.06%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3138EH4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1046 | PA      | $1040.23      | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67355.76     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                     | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    276000 | PA      | $268669.02    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                             | Mill City Mortgage Loan Trust 2021-NMR1                                          | CUSIP: 59982HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7225000 | PA      | $6769438.46   | 0.07%             | 2060-11-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173849.62    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                          | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123862.52    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                               | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    519000 | PA      | $487968.57    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2023-NQM3 Trust                                                             | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1156256 | PA      | $1165441.19   | 0.01%             | 2068-11-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157927.32    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                   | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127055.65    | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138YSCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    186859 | PA      | $180105.97    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    174000 | PA      | $164412.91    | 0.00%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                    | L3Harris Technologies Inc                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20263244.68  | 0.20%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                             | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $268986.51    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120072.08    | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78060.66     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                               | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34718.70     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    260000 | PA      | $279187.47    | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128LBU97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58606 | PA      | $60913.35     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18015000 | PA      | $16541405.65  | 0.16%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | Ellington Financial Mortgage Trust 2017-1                                        | CUSIP: 26846MAA2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   7270000 | PA      | $7302478.73   | 0.07%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    318000 | PA      | $324821.23    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464954.23    | 0.00%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                           | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    193000 | PA      | $149601.39    | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                     | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    476000 | PA      | $470370.13    | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                  | PRKCM_21-AFC2 TRUST                                                              | CUSIP: 69361JAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8383000 | PA      | $6198218.35   | 0.06%             | 2056-11-25      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                               | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13870133.86  | 0.14%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                          | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     78707 | NS      | $76681081.82  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103020 | PA      | $102431.17    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2017-485l                                      | CUSIP: 36252CAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   3835000 | PA      | $3761066.57   | 0.04%             | 2037-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    196000 | PA      | $201498.42    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98224.85     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    242000 | PA      | $261252.90    | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                       | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     62665 | NS      | $27690410.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    144000 | PA      | $137546.55    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16595943 | PA      | $16902159.85  | 0.17%             | 2054-06-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569JAA8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4341364 | PA      | $4336347.28   | 0.04%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2023-8                                                | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |   1884098 | PA      | $1897569.42   | 0.02%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2        | VISTA POINT SECURITIZATION TRUST VSTA_25-CES2                                    | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11234458 | PA      | $11315761.42  | 0.11%             | 2055-08-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032435<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33550000 | PA      | $32809108.30  | 0.33%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                          | Waters Corp                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     56202 | NS      | $17949794.76  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                       | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    156461 | NS      | $164595407.39 | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                                   | A&D Mortgage Trust 2025-NQM4                                                     | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |  14522718 | PA      | $14648737.20  | 0.15%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189366.39    | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 31427RT67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26363944 | PA      | $26987254.34  | 0.27%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    399000 | PA      | $386671.90    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                    | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    601000 | PA      | $535708.35    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                     | Henry Schein Inc                                                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    349515 | NS      | $28796540.85  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    210533 | NS      | $63223059.90  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                       | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1293110 | NS      | $271553100.00 | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   5871571 | PA      | $5928013.57   | 0.06%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20158687 | PA      | $20724924.72  | 0.21%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                  | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $92872.50     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5058000 | PA      | $5159876.45   | 0.05%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                                        | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    846846 | PA      | $783659.00    | 0.01%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26809109 | PA      | $26708781.35  | 0.26%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109902.54    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143347.71    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123546.41    | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                | Innophos Holdings Inc                                                            | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    360375 | PA      | $324201.06    | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  19543315 | PA      | $19678763.94  | 0.19%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140W0EA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  28500908 | PA      | $23969140.47  | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $183933.54    | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                        | DTE Energy Co                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |    509795 | NS      | $75572010.80  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Selection Trust                                                   | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6439017 | PA      | $6468922.52   | 0.06%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55204.85     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    102000 | PA      | $94732.22     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                               | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    515000 | PA      | $504983.06    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    216000 | PA      | $223498.26    | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   5185880 | PA      | $5181730.41   | 0.05%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                      | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WAHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    112182 | PA      | $113358.34    | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10331000 | PA      | $11168602.34  | 0.11%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust            | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7068235 | PA      | $7205715.44   | 0.07%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030439<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17625000 | PA      | $17062875.30  | 0.17%             | 2041-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | EFMT 2025-NQM1                                                                   | CUSIP: 26846CAA4<br>LEI: 254900TJEVLCYF1H3X71 | Long             | ABS-MBS          | CORP              | US        |   4858512 | PA      | $4910660.37   | 0.05%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 6 Ltd                                                         | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16150000 | PA      | $16219283.50  | 0.16%             | 2037-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    182000 | PA      | $183612.99    | 0.00%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230483.59    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272127.56    | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                   | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4333000 | PA      | $4218141.77   | 0.04%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                  | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     97868 | NS      | $30231425.20  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Mortgage Asset Trust                          | Legacy Mortgage Asset Trust 2021-GS2                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10067105 | PA      | $10098306.41  | 0.10%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 106000000 | PA      | $95843937.54  | 0.95%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                  | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    762722 | NS      | $65647482.54  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6717000 | PA      | $6770316.09   | 0.07%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                           | VISIO_19-2                                                                       | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71707 | PA      | $71333.11     | 0.00%             | 2054-11-25      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3138E43G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5661 | PA      | $5634.17      | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                  | PRKCM_21-AFC2 TRUST                                                              | CUSIP: 69361JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12941000 | PA      | $9708665.61   | 0.10%             | 2056-11-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                       | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |    193048 | NS      | $72570604.16  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                              | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $49296.81     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                    | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $324389.18    | 0.00%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                              | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3168000 | PA      | $3176739.88   | 0.03%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                       | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180563.10    | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WCQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101301 | PA      | $100491.01    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    136000 | PA      | $141482.40    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    289000 | PA      | $303025.02    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    707762 | NS      | $80302676.52  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY CENTER HOLDINGS                              | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524353.78    | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                             | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    241000 | PA      | $251950.75    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR NOTE JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4148 | NC      | $2004438.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** COLUMBIA FUNDS SERIES TRUST I

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager